Local Times and Excursion Theory for Brownian Motion : A Tale of Wiener and Ito Measures Paperback / softback
by Ju-Yi Yen, Marc Yor
Part of the Lecture Notes in Mathematics series
Paperback / softback
Description
This monograph discusses the existence and regularity properties of local times associated to a continuous semimartingale, as well as excursion theory for Brownian paths.
Realizations of Brownian excursion processes may be translated in terms of the realizations of a Wiener process under certain conditions.
With this aim in mind, the monograph presents applications to topics which are not usually treated with the same tools, e.g.: arc sine law, laws of functionals of Brownian motion, and the Feynman-Kac formula.
Information
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Out of stock
- Format:Paperback / softback
- Pages:135 pages, 8 Illustrations, color; 1 Illustrations, black and white; IX, 135 p. 9 illus., 8 illus. i
- Publisher:Springer International Publishing AG
- Publication Date:16/10/2013
- Category:
- ISBN:9783319012698
Other Formats
- PDF from £28.04
Information
-
Out of stock
- Format:Paperback / softback
- Pages:135 pages, 8 Illustrations, color; 1 Illustrations, black and white; IX, 135 p. 9 illus., 8 illus. i
- Publisher:Springer International Publishing AG
- Publication Date:16/10/2013
- Category:
- ISBN:9783319012698
