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Local Times And Excursion Theory For Brownian Motion
A Tale Of Wiener And Ito Measures
language: english
Publisher:
Springer International Publishing AG, October of 2013 ‧
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44,60€
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SYNOPSIS
This monograph discusses the existence and regularity properties of local times associated to a continuous semimartingale, as well as excursion theory for Brownian paths.
DETAILS
| Property | Description |
|---|---|
| ISBN: | 9783319012698 |
| Publisher: | Springer International Publishing AG |
| Release Date: | October of 2013 |
| Language: | English |
| Dimensions: | 237 x 153 x 14 mm |
| Cover: | Softcover |
| Pages: | 135 |
| Format: | Book |
| Collection: | Lecture Notes In Mathematics |
| Categories: |
Books in English
>
Science
>
Mathematics
|
| EAN: | 9783319012698 |
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