Autorenfreundlich Bücher kaufen?!
Beschreibung
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.
A Tale of Wiener and Itô Measures
Details
| Verlag | Springer International Publishing |
| Ersterscheinung | 16. Oktober 2013 |
| Maße | 23.5 cm x 15.5 cm |
| Gewicht | 236 Gramm |
| Format | Softcover |
| ISBN-13 | 9783319012698 |
| Seiten | 135 |
Herstellerinformationen
Bekannt durch
