E-Book, Englisch, 200 Seiten, eBook
Reihe: Universitext
E-Book, Englisch, 200 Seiten, eBook
Reihe: Universitext
ISBN: 978-3-540-49966-4
Verlag: Springer
Format: PDF
Kopierschutz: Adobe DRM (»Systemvoraussetzungen)
Zielgruppe
Graduate
Autoren/Hrsg.
Weitere Infos & Material
The Gaussian space of BM.- The laws of some quadratic functionals of BM.- Squares of Bessel processes and Ray-Knight theorems for Brownian local times.- An explanation and some extensions of the Ciesielski-Taylor identities.- On the winding number of planar BM.- On some exponential functionals of Brownian motion and the problem of Asian options.- Some asymptotic laws for multidimensional BM.- Some extensions of Paul Lévy’s arc sine law for BM.- Further results about reflecting Brownian motion perturbed by its local time at 0.- On principal values of Brownian and Bessel local times.- Probabilistic representations of the Riemann zeta function and some generalisations related to Bessel processes.