Local Times and Excursion Theory for Brownian Motion: A Tale of Wiener and Itô Measures (2013) (Lecture Notes in Mathematics #2088)
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- 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
- Related ISBNs:
- 9783319012698
- Publisher:
- Springer International Publishing
- Date of Addition:
- 08/23/22
- Copyrighted By:
- Springer International Publishing Switzerland
- Adult content:
- No
- Language:
- English
- Has Image Descriptions:
- No
- Categories:
- Nonfiction, Mathematics and Statistics
- Submitted By:
- Bookshare Staff
- Usage Restrictions:
- This is a copyrighted book.