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Synopsis
This volume features a collection of essays, originally given as lectures by the author. Each is devoted to a particular class of Brownian functionals, such as: Gaussian subspaces of the Gaussian space of Brownian motion; Brownian quadratic functionals; Brownian local times; exponential functionals of Brownian motion with drift; winding numbers of one or several points, or straight lines, or curves; time spent by Brownian motions below a multiple of its one-sided supremum.
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Review
"This is a formidable book, and is meant for the specialist...this book (together with Part I) can be very rewarding, imparting a very good insight into the subtelities of martinglae theory and stochastic calculus." --The Journal of the Indian Inst. of Science "All efforts are rewarded by acknowledgment with modern point of view on such a popular object as Brownian motion and on still open problems related to it." -Zeitschrift fur Mathematik
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Some Aspects of Brownian Motion Part I : Some Special Functionals (Lectures in Mathematics. ETH Zürich).
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Basel: Birkhäuser Verlag, 1992
ISBN 10: 376432807X
ISBN 13: 9783764328078
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Some Aspects of Brownian Motion Part I : Some Special Functionals (Lectures in Mathematics. ETH Zürich)
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