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

• 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.

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...

Table of Contents:

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