Roger Mansuy – författare

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4 produkter

1. 

   Aspects of Brownian Motion

   Av Roger Mansuy, Marc Yor

   Häftad, 2008

   550 kr

   Lägg i varukorg

   Stochastic calculus and excursion theory are very 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 as:- Gaussian subspaces of the Gaussian space of Brownian motion;- …

2. 

   Random Times and Enlargements of Filtrations in a Brownian Setting

   Av Roger Mansuy, Marc Yor

   Häftad, 2005

   387 kr

   Lägg i varukorg

   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 …

3. 

   Random Times and Enlargements of Filtrations in a Brownian Setting

   Av Marc Yor, Roger Mansuy

   E-bok, 2006

   522 kr

   Lägg i varukorg

   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 …

4. 

   Aspects of Brownian Motion

   Av Marc Yor, Roger Mansuy

   E-bok, 2008

   734 kr

   Lägg i varukorg

   Stochastic calculus and excursion theory are very 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 as: - Gaussian subspaces of the Gaussian space of Brownian motion; …