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Local Times and Excursion Theory for Brownian Motion: A Tale of Wiener Itô Measures
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Local Times and Excursion Theory for Brownian Motion: A Tale of Wiener Itô Measures in Franklin, TN
Current price: $44.99
Barnes and Noble
Local Times and Excursion Theory for Brownian Motion: A Tale of Wiener Itô Measures in Franklin, TN
Current price: $44.99
Loading Inventory...
Size: Paperback
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 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.
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