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Local Times And Excursion Theory For Brownian Motion

A Tale Of Wiener And Ito Measures

by Ju-Yi Yen e Marc Yor
language: english
Publisher: Springer International Publishing AG, October of 2013 ‧
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This monograph discusses the existence and regularity properties of local times associated to a continuous semimartingale, as well as excursion theory for Brownian paths.

Local Times And Excursion Theory For Brownian Motion

A Tale Of Wiener And Ito Measures

by Ju-Yi Yen e Marc Yor

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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