| 書(shū)目名稱(chēng) | Local Times and Excursion Theory for Brownian Motion |
| 副標(biāo)題 | A Tale of Wiener and |
| 編輯 | Ju-Yi Yen,Marc Yor |
| 視頻video | http://file.papertrans.cn/588/587721/587721.mp4 |
| 概述 | Both local times and excursion theory are usually discussed in much longer texts. We examine these topics in relation to readers’ basic knowledge of stochastic processes.Presents interesting applicati |
| 叢書(shū)名稱(chēng) | Lecture Notes in Mathematics |
| 圖書(shū)封面 |  |
| 描述 | .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.?. |
| 出版日期 | Book 2013 |
| 關(guān)鍵詞 | arcsine law; excursion theory; functionals of Brownian motion; local times |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-3-319-01270-4 |
| isbn_softcover | 978-3-319-01269-8 |
| isbn_ebook | 978-3-319-01270-4Series ISSN 0075-8434 Series E-ISSN 1617-9692 |
| issn_series | 0075-8434 |
| copyright | Springer International Publishing Switzerland 2013 |
|Archiver|手機(jī)版|小黑屋|
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