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Ju-Yi Yen & Marc Yor
Local Times and Excursion Theory for Brownian Motion [PDF ebook]
A Tale of Wiener and Ito Measures

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Hoes van Ju-Yi Yen & Marc Yor: Local Times and Excursion Theory for Brownian Motion (PDF)

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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Taal Engels ● Formaat PDF ● ISBN 9783319012704 ● Uitgeverij Springer International Publishing ● Gepubliceerd 2013 ● Downloadbare 3 keer ● Valuta EUR ● ID 6302552 ● Kopieerbeveiliging Adobe DRM

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