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Local Times and Excursion Theory for Brownian Motion
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Local Times and Excursion Theory for Brownian Motion

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This monograph discusses the existence and regularity properties of local times associated to a continuous semimartingale, as well as excursion theory for Brownian paths.

Undertitel
A Tale of Wiener and Itô Measures
Författare
Ju-Yi Yen, Marc Yor
Upplaga
2013 ed.
ISBN
9783319012698
Språk
Engelska
Vikt
310 gram
Utgivningsdatum
2013-10-16
Sidor
135