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Item Details
| Title:
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LOCAL TIMES AND EXCURSION THEORY FOR BROWNIAN MOTION
A TALE OF WIENER AND ITO MEASURES |
| By: |
Ju-Yi Yen, Marc Yor |
| Format: |
Paperback |
| List price:
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£31.99 |
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We currently do not stock this item, please contact the publisher directly for
further information.
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| ISBN 10: |
331901269X |
| ISBN 13: |
9783319012698 |
| Publisher: |
SPRINGER INTERNATIONAL PUBLISHING AG |
| Pub. date: |
30 September, 2013 |
| Edition: |
2013 ed. |
| Series: |
Lecture Notes in Mathematics 2088 |
| Pages: |
135 |
| Synopsis: |
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. |
| Illustrations: |
8 Illustrations, color; 1 Illustrations, black and white; IX, 135 p. 9 |
| Publication: |
Switzerland |
| Imprint: |
Springer International Publishing AG |
| Returns: |
Non-returnable |
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