Local Times and Excursion Theory for Brownian Motion
By: and
Sign Up Now!
Already a Member? Log In
You must be logged into Bookshare to access this title.
Learn about membership options,
or view our freely available titles.
- Synopsis
- 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.
- Copyright:
- 2013
Book Details
- Book Quality:
- Publisher Quality
- ISBN-13:
- 9783319012704
- Publisher:
- Springer International Publishing, Cham
- Date of Addition:
- 10/03/16
- Copyrighted By:
- Springer
- Adult content:
- No
- Language:
- English
- Has Image Descriptions:
- No
- Categories:
- Nonfiction, Science, Mathematics and Statistics
- Submitted By:
- Bookshare Staff
- Usage Restrictions:
- This is a copyrighted book.
Reviews
Other Books
- by Ju-Yi Yen
- by Marc Yor
- in Nonfiction
- in Science
- in Mathematics and Statistics