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Local Times and Excursion Theory for Brownian Motion A Tale of Wiener and Itô Measures /
This monograph discusses the existence and regularity properties of local times associated to a continuous semimartingale, as well as excursion theory for Brownian paths. Realizations of Brownian excursion processes may be translated in terms of the realizations of a Wiener process under certain con...
| Clasificación: | Libro Electrónico |
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| Autores principales: | , |
| Autor Corporativo: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Cham :
Springer International Publishing : Imprint: Springer,
2013.
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| Edición: | 1st ed. 2013. |
| Colección: | Lecture Notes in Mathematics,
2088 |
| Temas: | |
| Acceso en línea: | Texto Completo |