
Local Times and Excursion Theory for Brownian Motion
This monograph discusses the existence and regularity properties of local times associated to a continuous semimartingale, as well as excursion theory for Brownian paths.
- Alaotsikko
- A Tale of Wiener and Itô Measures
- Painos
- 2013 ed.
- ISBN
- 9783319012698
- Kieli
- englanti
- Paino
- 310 grammaa
- Julkaisupäivä
- 16.10.2013
- Kustantaja
- Springer International Publishing AG
- Sivumäärä
- 135