
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.
- Undertitel
- A Tale of Wiener and Itô Measures
- Upplaga
- 2013 ed.
- ISBN
- 9783319012698
- Språk
- Engelska
- Vikt
- 310 gram
- Utgivningsdatum
- 2013-10-16
- Sidor
- 135