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Local Times and Excursion Theory for Brownian Motion

A Tale of Wiener and It Measures

Local Times and Excursion Theory for Brownian Motion( )
Author: Yen, Ju-Yi
Yor, Marc
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...
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Book Details
Detailed Subjects: Science / Chemistry / General
Mathematics / Probability & Statistics / Stochastic Processes
Physical Dimensions (W X L X H):6.045 x 9.165 Inches
Book Weight:0.521 Pounds

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