.
"Cham, Switzerland" .
.
"Brownian motion processes"@en .
.
.
"Yen" .
"Ju-Yi" .
"Ju-Yi Yen" .
.
.
.
"2017-04-02" .
.
.
"Yor" .
"Marc" .
"Marc Yor" .
.
.
"Lecture notes in mathematics (Springer-Verlag) ;" .
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"Local times and excursion theory for Brownian motion : a tale of wiener and itÃ´ measures"@en .
.
"859575095" .
"2013" .
.
"2013" .
.
.
.
.
.
"859575095" .
.
.
.
"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."@en .
"Electronic books"@en .
.
"en" .
.
.
.
.
.
.
.
.
.
"1617-9692" .
.
"Lecture notes in mathematics," .
.
"Local times (Stochastic processes)"@en .
.
.
"Printed edition:" .
.
"Springer" .
.
"sz" .
.
"9783319012704" .
"3319012703" .
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.