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Some Aspects of Brownian Motion Part I Some Special Functionals (Lectures in Mathematics. ETH Zurich) free ebook download

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Author(s):	by Marc YOR

Date:	1992	Format:	PDF	Language:	English	ISBN/ASIN:	376432807X
Pages:	136	OCR:		Quality:		ISBN13:
Uploader:	rubybook	Upload Date:	7/8/2023 4:17:41 AM

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These notes represent approximately the second half of lectures given by the author at ETH in a Nachdiplom course (winter term 1991-92), followed by six lectures in November and December 1993. They are organized in nine chapters, six of which are devoted to - expansion of filtration formulae, - Burkholder-Gundy inequalities up to any random time, - martingales which vanish on the zero set of Brownian motion, - the AzA(c)ma-Emery martingales and chaos representation, - the filtration of truncated Brownian motion, - attempts to characterize the Brownian filtration. The three remaining chapters concern principal value of diffusion local times, probabilistic representations of the Riemann zeta function, and progress made on some topics discussed in Part I. Most of the contents of this book are the objects of active research, centered on real-valued martingales and Brownian motion. This volume may be of interest to researchers either in probability theory or in more applied fields, such as mathematical finance.

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Tags: Aspects Brownian Functionals Lectures Mathematics. Motion Part Some Special

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Some Aspects of Brownian Motion Part I Some Special Functionals (Lectures in Mathematics. ETH Zurich) free ebook download

Category: Mathematics

Description: Click to see full description

Category:
Mathematics