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.

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...

Πίνακας περιεχομένων:

• Prerequisites
• Local times of continuous semimartingales
• Excursion theory for Brownian paths
• Some applications of Excursion Theory
• Index.