
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.
- Undertittel
- A Tale of Wiener and Itô Measures
- Opplag
- 2013 ed.
- ISBN
- 9783319012698
- Språk
- Engelsk
- Vekt
- 310 gram
- Utgivelsesdato
- 16.10.2013
- Antall sider
- 135
