LIBROS DEL AUTOR: roger mansuy

2 resultados para LIBROS DEL AUTOR: roger mansuy

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  • Aspects of Brownian Motion
    Marc Yor / Roger Mansuy
    Stochastic calculus and excursion theory are very efficient tools for obtaining either exact or asymptotic results about Brownian motion and related processes. This book focuses on special classes of Brownian functionals, including Gaussian subspaces of the Gaussian space of Brownian motion; Brownian quadratic funtionals; Brownian local times; Exponen...
    Disponible

    66,64 €

  • Random Times and Enlargements of Filtrations in a Brownian Setting
    Marc Yor / Roger Mansuy
    In November 2004, M. Yor and R. Mansuy jointly gave six lectures at Columbia University, New York. These notes follow the contents of that course, covering expansion of filtration formulae; BDG inequalities up to any random time; martingales that vanish on the zero set of Brownian motion; the Azéma-Emery martingales and chaos representation; the filtr...
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    60,62 €