Local Times and Excursion Theory for Brownian Motion

Name: Local Times and Excursion Theory for Brownian Motion
SKU: 21587939
Price: 118.99 AUD
Availability: InStock

A Tale of Wiener and Itô Measures

By:

Format:

Paperback / softback

Series:

Lecture Notes in Mathematics

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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 motion, and the Feynman-Kac formula.

Release date Australia

October 16th, 2013

Author

Audience

Professional & Vocational

Illustrations

8 Illustrations, color; 1 Illustrations, black and white; IX, 135 p. 9 illus., 8 illus. in color.

Pages

135

Series

Lecture Notes in Mathematics

Dimensions

155x235x8

ISBN-13

9783319012698

Product ID

21587939

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