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02335nam a22004815i 4500 |
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978-3-319-01270-4 |
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DE-He213 |
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20151204150327.0 |
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cr nn 008mamaa |
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131001s2013 gw | s |||| 0|eng d |
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|a 9783319012704
|9 978-3-319-01270-4
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|a 10.1007/978-3-319-01270-4
|2 doi
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|d GrThAP
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|a QA273.A1-274.9
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|a QA274-274.9
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|a MAT029000
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|a 519.2
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|a Yen, Ju-Yi.
|e author.
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|a Local Times and Excursion Theory for Brownian Motion
|h [electronic resource] :
|b A Tale of Wiener and Itô Measures /
|c by Ju-Yi Yen, Marc Yor.
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|a Cham :
|b Springer International Publishing :
|b Imprint: Springer,
|c 2013.
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|a IX, 135 p. 9 illus., 8 illus. in color.
|b online resource.
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|a text
|b txt
|2 rdacontent
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|a computer
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|2 rdamedia
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|a online resource
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|a text file
|b PDF
|2 rda
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|a Lecture Notes in Mathematics,
|x 0075-8434 ;
|v 2088
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|a Prerequisites -- Local times of continuous semimartingales -- Excursion theory for Brownian paths -- Some applications of Excursion Theory -- Index.
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|a 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.
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|a Mathematics.
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|a Probabilities.
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|a Mathematics.
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|a Probability Theory and Stochastic Processes.
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|a Yor, Marc.
|e author.
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| 710 |
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|a SpringerLink (Online service)
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|t Springer eBooks
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| 776 |
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|i Printed edition:
|z 9783319012698
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| 830 |
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|a Lecture Notes in Mathematics,
|x 0075-8434 ;
|v 2088
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| 856 |
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|u http://dx.doi.org/10.1007/978-3-319-01270-4
|z Full Text via HEAL-Link
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|a ZDB-2-SMA
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|a ZDB-2-LNM
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|a Mathematics and Statistics (Springer-11649)
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