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Local times and excursion theory for Brownian motion : a tale of Wiener and Ito measures

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  • "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."

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  • "Llibres electrònics"
  • "Electronic books"

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  • "Local times and excursion theory for Brownian motion a tale of wiener and itô measures"
  • "Local times and excursion theory for Brownian motion : a tale of Wiener and Ito measures"@en
  • "Local times and excursion theory for Brownian motion : a tale of Wiener and Itô measures"@en
  • "Local times and excursion theory for Brownian motion : a tale of Wiener and Itô measures"
  • "Local Times and Excursion Theory for Brownian Motion A Tale of Wiener and Itô Measures"
  • "Local times and excursion theory for Brownian motion a tale of Wiener and Itô measures"

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