Yen
Ju-Yi
Ju-Yi Yen
9783319012704
3319012703
2016-09-14
1617-9692
Lecture notes in mathematics,
Yor
Marc
Marc Yor
Local times and excursion theory for Brownian motion : a tale of wiener and itÃ´ measures
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.
Electronic books
en
Lecture notes in mathematics (Springer-Verlag) ;
Local times (Stochastic processes)
sz
Printed edition:
Cham, Switzerland
Brownian motion processes
Springer