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About this product
- DescriptionStochastic calculus and excursion theory are efficient tools to obtain either exact or asymptotic results about Brownian motion and related processes. The emphasis of this book is on special classes of such Brownian functionals.
- Author BiographyMARC YOR has been Professor at the Laboratoire de Probabilites et Modeles Aleatoires at the Universite Pierre et Marie Curie, Paris, since 1981, and a member of the Academie des Sciences de Paris since 2003. His research interests - which are well illustrated in the present book - bear upon properties of Brownian functionals, either for pure or applied purposes. Recently, Marc Yor has also been working on the interface between number theory and random matrices. ROGER MANSUY has been teaching mathematics at the Lycee Louis le Grand, Paris, since 2006. He has been working with Marc Yor - who was the supervisor of Roger Mansuy's PhD thesis - in recent years. Prior to the present volume he and Marc Yor collaborated in publishing volume 1873 of the series Lecture Notes in Mathematics entitled Random Times and Enlargements of Filtration in a Brownian setting .
- Author(s)Marc Yor,Roger Mansuy
- PublisherSpringer-Verlag Berlin and Heidelberg GmbH & Co. KG
- Date of Publication10/09/2008
- Series TitleUniversitext
- Place of PublicationBerlin
- Country of PublicationGermany
- ImprintSpringer-Verlag Berlin and Heidelberg GmbH & Co. K
- Content Notebiography
- Weight338 g
- Width156 mm
- Height234 mm
- Spine11 mm
- Format DetailsTrade paperback (US)
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