By Roger Mansuy,Marc Yor

Stochastic calculus and day trip conception are very effective instruments for acquiring both special or asymptotic effects approximately Brownian movement and comparable methods. This booklet makes a speciality of exact sessions of Brownian functionals, together with Gaussian subspaces of the Gaussian house of Brownian movement; Brownian quadratic funtionals; Brownian neighborhood occasions; Exponential functionals of Brownian movement with go with the flow; Time spent via Brownian movement under a a number of of its one-sided supremum.

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