Biblioteca de la Revista Matemática Iberoamericana

   
Exponential Functionals and Principal Values related to Brownian Motion

Marc Yor, editor
 
Contenidos
    Part A. Exponential functionals.
    1. Sur l'identité de Bougerol pour les functionelles du mouvement brownien avec drift. Larbi Alili, Daniel Dufresne and Marc Yor.
    2. An explanation of a generalized Bougerol's identity in terms of hyperbolic Brownian motion. Larbi Alili and Jean-Claude Gruet
    3. Windings of hyperbolic Brownian motion. Jean-Claude Gruet.
    4. On the distribution and asymptotic results for exponential functionals of Lévy processes. Philippe Carmona, Frédérique Petit and Marc Yor.

    Part B. Principal values.

    1. On some hyperbolic principal values of Brownian local times. Larbi Alili.
    2. Une identité en loi remarquable pour l'excursion brownienne normaliseé. Larbi Alili, Catherine Donati-Martin et Marc Yor.
    3. Some applications of Lévy's area formula to pseudo-Brownian and pseudo-Bessel bridges. Yueyun Hu, Zhan Shi and Marc Yor.
    4. An iterated logarithm law for Cauchy's principal value of Brownian local times. Yueyun Hu and Zhan Shi.
    5. On principal values of perturbed Brownian motion. Frédérique Petit.

 

El volumen consta de un total de 247 páginas. ISBN: 84-600-9461-8.
Precio: 57 EUROS (para pedidos de fuera de Europa, añádanse 7 EUROS de envío).