Local Times and Excursion Theory for Brownian Motion
A Tale of Wiener and Itô Measures
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- 34,99 US$
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- 34,99 US$
Lời Giới Thiệu Của Nhà Xuất Bản
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.
THỂ LOẠI
Khoa Học & Tự Nhiên
ĐÃ PHÁT HÀNH
2013
1 tháng 10
NGÔN NGỮ
EN
Tiếng Anh
ĐỘ DÀI
144
Trang
NHÀ XUẤT BẢN
Springer International Publishing
NGƯỜI BÁN
Springer Nature B.V.
KÍCH THƯỚC
2,7
Mb
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