Marc Yor: 1 book
Local Times and Excursion Theory for Brownian Motion
A Tale of Wiener and Itô Measures
Language: English
Release Date: October 1, 2013
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....
