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

• Κύριοι συγγραφείς: Yen, Ju-Yi (Συγγραφέας), Yor, Marc (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Cham : Springer International Publishing : Imprint: Springer, 2013.
• Σειρά: Lecture Notes in Mathematics, 2088
• Θέματα: Mathematics.; Probabilities.; Probability Theory and Stochastic Processes.
• Φυσική περιγραφή: IX, 135 p. 9 illus., 8 illus. in color. online resource.
• ISBN: 9783319012704
• ISSN: 0075-8434 ;

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.