WorldCat Linked Data Explorer

http://worldcat.org/entity/work/id/1436962046

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

Open All Close All

http://schema.org/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."

http://schema.org/genre

  • "Electronic books."

http://schema.org/name

  • "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"
  • "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 /"
  • "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 /"