Some Aspects of Brownian Motion 在線電子書 pdf 下載 txt下載 epub 下載 mobi 下載 2024

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Marc Yor 作者

Birkhauser

譯者

1997-04-18 出版日期

164 頁數

USD 41.95 價格

Paperback

叢書系列

9783764357177 圖書編碼

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Some Aspects of Brownian Motion 在線電子書 epub 下載 mobi 下載 pdf 下載 txt 下載 2024

Some Aspects of Brownian Motion 在線電子書 epub 下載 pdf 下載 mobi 下載 txt 下載 2024

Some Aspects of Brownian Motion 在線電子書 pdf 下載 txt下載 epub 下載 mobi 下載 2024

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These notes represent approximately the second half of lectures given by the author at ETH in a Nachdiplom course (winter term 1991-92), followed by six lectures in November and December 1993.

They are organized in nine chapters, six of which are devoted to: expansion of filtration formulae; Burkholder-Gundy inequalities; martingales which vanish on the zero set of Brownian motion; the Azéma-Emery martingales and chaos representation; the filtration of truncated Brownian motion attempts to characterize the Brownian filtration.

The three remaining chapters concern principal value of diffusion local times, probabilistic representations of the Riemann zeta function, and prograss made on some topics discussed in Part I.

Most of the contents of this book are objects of active research, centered on real-valued martingales and Brownian motion. This volume may be of interest to researchers either in probability theory or in more applied fields, such as mathematical finance.

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