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Local Times and Excursion Theory for Brownian Motion: A Tale of Wiener and Itô Measures

64,35 
64,35 
2025-07-31 64.3500 InStock
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Knygos aprašymas

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.

Informacija

Autorius: Marc Yor, Ju-Yi Yen,
Serija: Lecture Notes in Mathematics
Leidėjas: Springer Nature Switzerland
Išleidimo metai: 2013
Knygos puslapių skaičius: 148
ISBN-10: 331901269X
ISBN-13: 9783319012698
Formatas: Knyga minkštu viršeliu
Kalba: Anglų
Žanras: Stochastics

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