Some special functionals
著者
書誌事項
Some special functionals
（Lectures in mathematics ETH Zürich, . Some aspects of Brownian motion ; part. 1）
Birkhäuser, 1992
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- : us
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注記
Includes bibliographical references (p. 131-136)
内容説明・目次
内容説明
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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