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 Robust Optimization of Spline Models and Complex Regulatory Networks by Ju-Yi Yen, Marc Yor
Cover of the book From Bioinspired Systems and Biomedical Applications to Machine Learning by Ju-Yi Yen, Marc Yor
Cover of the book Lifestyle Medicine by Ju-Yi Yen, Marc Yor
Cover of the book Quick Guide to Good Clinical Practice by Ju-Yi Yen, Marc Yor
Cover of the book Enterprise Resource Planning and Business Intelligence Systems for Information Quality by Ju-Yi Yen, Marc Yor
Cover of the book Atlas of Multiparametric Prostate MRI by Ju-Yi Yen, Marc Yor
Cover of the book Atlas of Contrast-enhanced Sonography of Focal Liver Lesions by Ju-Yi Yen, Marc Yor
Cover of the book The Janus Fluid by Ju-Yi Yen, Marc Yor
Cover of the book Springer Handbook of Petroleum Technology by Ju-Yi Yen, Marc Yor
Cover of the book The Greens in British Politics by Ju-Yi Yen, Marc Yor
Cover of the book Between Globalization and Integration by Ju-Yi Yen, Marc Yor
Cover of the book The Absolute and Star Trek by Ju-Yi Yen, Marc Yor
Cover of the book Wellbeing, Equity and Education by Ju-Yi Yen, Marc Yor
Cover of the book Deinstitutionalisation and After by Ju-Yi Yen, Marc Yor
Cover of the book Determination of Atmospheric Parameters of B-, A-, F- and G-Type Stars 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