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Local Times and Excursion Theory for Brownian Motion
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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