Local Times and Excursion Theory for Brownian Motion
A Tale of Wiener and It Measures
|Series title:||Lecture Notes in Mathematics Ser.|
|Publication Date:||Oct 2013|
| Book Format:||Paperback|
|List Price:||USD $49.99|
| Book Description: |
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...