Local Times and Excursion Theory for Brownian Motion

A Tale of Wiener and Itô Measures

Nonfiction, Science & Nature, Mathematics, Statistics
Cover of the book Local Times and Excursion Theory for Brownian Motion by Ju-Yi Yen, Marc Yor, Springer International Publishing
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
Author: Ju-Yi Yen, Marc Yor ISBN: 9783319012704
Publisher: Springer International Publishing Publication: October 1, 2013
Imprint: Springer Language: English
Author: Ju-Yi Yen, Marc Yor
ISBN: 9783319012704
Publisher: Springer International Publishing
Publication: October 1, 2013
Imprint: Springer
Language: English

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. 

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

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. 

More books from Springer International Publishing

Cover of the book The Strange Persistence of Universal History in Political Thought by Ju-Yi Yen, Marc Yor
Cover of the book Evolutionary Bioinformatics by Ju-Yi Yen, Marc Yor
Cover of the book Forensic and Legal Dentistry by Ju-Yi Yen, Marc Yor
Cover of the book The EU after Lisbon by Ju-Yi Yen, Marc Yor
Cover of the book Computer Vision Analysis of Image Motion by Variational Methods by Ju-Yi Yen, Marc Yor
Cover of the book The New Coastal History by Ju-Yi Yen, Marc Yor
Cover of the book Audio Watermark by Ju-Yi Yen, Marc Yor
Cover of the book Critical Essays on Twin Peaks: The Return by Ju-Yi Yen, Marc Yor
Cover of the book Dignity in the Workplace by Ju-Yi Yen, Marc Yor
Cover of the book Scalable Information Systems by Ju-Yi Yen, Marc Yor
Cover of the book Guide to OSI and TCP/IP Models by Ju-Yi Yen, Marc Yor
Cover of the book A Practical Guide to Skin Cancer by Ju-Yi Yen, Marc Yor
Cover of the book Stochastic Models, Statistics and Their Applications by Ju-Yi Yen, Marc Yor
Cover of the book The Myth of the Medieval Jewish Moneylender by Ju-Yi Yen, Marc Yor
Cover of the book Computational Tapered and Cylinder Roller Bearings by Ju-Yi Yen, Marc Yor
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy