Lecture Notes in Mathematics Local Times and Excursion Theory for Brownian Motion: A Tale of Wiener and ItÃ´ Measures, Book 2088, (Paperback)

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Lecture Notes in Mathematics Local Times and Excursion Theory for Brownian Motion: A Tale of Wiener and ItÃ´ Measures, Book 2088, (Paperback)

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Lecture Notes in Mathematics Local Times and Excursion Theory for Brownian Motion: A Tale of Wiener and ItÃ´ Measures, Book 2088, (Paperback)
Author: Springer
ISBN: 9783319012698
Format: Paperback
Publication Date: 2013-10-16
Page Count: 135

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20131016
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135
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Probability & Statistics

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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.

Lecture Notes in Mathematics Local Times and Excursion Theory for Brownian Motion: A Tale of Wiener and ItÃ´ Measures, Book 2088, (Paperback)
Author: Springer
ISBN: 9783319012698
Format: Paperback
Publication Date: 2013-10-16
Page Count: 135

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Non-Fiction

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Textbooks

Pub date

20131016

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Lecture Notes in Mathematics Local Times and Excursion Theory for Brownian Motion: A Tale of Wiener and ItÃ´ Measures, Book 2088, (Paperback)

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