Cargando…
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 |
|---|---|
| Autores principales: | , |
| Autor Corporativo: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Cham :
Springer International Publishing : Imprint: Springer,
2013.
|
| Edición: | 1st ed. 2013. |
| Colección: | Lecture Notes in Mathematics,
2088 |
| Temas: | |
| Acceso en línea: | Texto Completo |
MARC
| LEADER | 00000nam a22000005i 4500 | ||
|---|---|---|---|
| 001 | 978-3-319-01270-4 | ||
| 003 | DE-He213 | ||
| 005 | 20220114160711.0 | ||
| 007 | cr nn 008mamaa | ||
| 008 | 131001s2013 sz | s |||| 0|eng d | ||
| 020 | |a 9783319012704 |9 978-3-319-01270-4 | ||
| 024 | 7 | |a 10.1007/978-3-319-01270-4 |2 doi | |
| 050 | 4 | |a QA273.A1-274.9 | |
| 072 | 7 | |a PBT |2 bicssc | |
| 072 | 7 | |a PBWL |2 bicssc | |
| 072 | 7 | |a MAT029000 |2 bisacsh | |
| 072 | 7 | |a PBT |2 thema | |
| 072 | 7 | |a PBWL |2 thema | |
| 082 | 0 | 4 | |a 519.2 |2 23 |
| 100 | 1 | |a Yen, Ju-Yi. |e author. |4 aut |4 http://id.loc.gov/vocabulary/relators/aut | |
| 245 | 1 | 0 | |a Local Times and Excursion Theory for Brownian Motion |h [electronic resource] : |b A Tale of Wiener and Itô Measures / |c by Ju-Yi Yen, Marc Yor. |
| 250 | |a 1st ed. 2013. | ||
| 264 | 1 | |a Cham : |b Springer International Publishing : |b Imprint: Springer, |c 2013. | |
| 300 | |a IX, 135 p. 9 illus., 8 illus. in color. |b online resource. | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 347 | |a text file |b PDF |2 rda | ||
| 490 | 1 | |a Lecture Notes in Mathematics, |x 1617-9692 ; |v 2088 | |
| 505 | 0 | |a Prerequisites -- Local times of continuous semimartingales -- Excursion theory for Brownian paths -- Some applications of Excursion Theory -- Index. | |
| 520 | |a 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 conditions. With this aim in mind, the monograph presents applications to topics which are not usually treated with the same tools, e.g.: arc sine law, laws of functionals of Brownian motion, and the Feynman-Kac formula. | ||
| 650 | 0 | |a Probabilities. | |
| 650 | 1 | 4 | |a Probability Theory. |
| 700 | 1 | |a Yor, Marc. |e author. |4 aut |4 http://id.loc.gov/vocabulary/relators/aut | |
| 710 | 2 | |a SpringerLink (Online service) | |
| 773 | 0 | |t Springer Nature eBook | |
| 776 | 0 | 8 | |i Printed edition: |z 9783319012698 |
| 776 | 0 | 8 | |i Printed edition: |z 9783319012711 |
| 830 | 0 | |a Lecture Notes in Mathematics, |x 1617-9692 ; |v 2088 | |
| 856 | 4 | 0 | |u https://doi.uam.elogim.com/10.1007/978-3-319-01270-4 |z Texto Completo |
| 912 | |a ZDB-2-SMA | ||
| 912 | |a ZDB-2-SXMS | ||
| 912 | |a ZDB-2-LNM | ||
| 950 | |a Mathematics and Statistics (SpringerNature-11649) | ||
| 950 | |a Mathematics and Statistics (R0) (SpringerNature-43713) | ||