Some Aspects of Brownian Motion, Part I.by Marc Yor
โ Scribed by Review by: Frank Knight
- Book ID
- 124945325
- Publisher
- Society for Industrial and Applied Mathematics
- Year
- 1994
- Tongue
- English
- Weight
- 363 KB
- Volume
- 36
- Category
- Article
- ISSN
- 0036-1445
- DOI
- 10.2307/2133091
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๐ SIMILAR VOLUMES
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;
In this paper some results for a stochastic calculus for a fractional Brownian motion are described. Some applications of this calculus are given. Some results of a spectral approach to fractional Gaussian noise, the formal derivative of fractional Brownian motion, are given.