Local Times and Excursion Theory for Brownian Motion A Tale of Wiener and Itô Measures /

Local Times and Excursion Theory for Brownian Motion A Tale of Wiener and Itô Measures /

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 con...

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Bibliographic Details
Main Authors: Yen, Ju-Yi (Author), Yor, Marc (Author)
Corporate Author: SpringerLink (Online service)
Format: Electronic eBook
Language:English
Published: Cham : Springer International Publishing : Imprint: Springer, 2013.
Series:Lecture Notes in Mathematics, 2088
Subjects:
Mathematics.
Probabilities.
Probability Theory and Stochastic Processes.
Online Access:Full Text via HEAL-Link

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Full Text via HEAL-Link

ΒΚΠ - Πατρα: ALFd

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Call Number: 330.01 BAU
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Call Number: 330.01 BAU
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