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.
Bu e-kitabı satın alın ve 1 tane daha ÜCRETSİZ kazanın!
Dil İngilizce ● Biçim PDF ● ISBN 9783319012704 ● Yayımcı Springer International Publishing ● Yayınlanan 2013 ● İndirilebilir 3 kez ● Döviz EUR ● Kimlik 6302552 ● Kopya koruma Adobe DRM
DRM özellikli bir e-kitap okuyucu gerektirir