Local Times and Excursion Theory for Brownian Motion
By:Ju-Yi Yen,Marc Yor
Published on 2013-10-01 by Springer
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.
This Book was ranked at 38 by Google Books for keyword time and motion.
Book ID of Local Times and Excursion Theory for Brownian Motion's Books is SYK6BQAAQBAJ, Book which was written byJu-Yi Yen,Marc Yorhave ETAG "Xp3qp+KOveU"
Book which was published by Springer since 2013-10-01 have ISBNs, ISBN 13 Code is 9783319012704 and ISBN 10 Code is 3319012703
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