Titlebook: Local Times and Excursion Theory for Brownian Motion; A Tale of Wiener and Ju-Yi Yen,Marc Yor Book 2013 Springer International Publishing S

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macrophage

definition

The Existence and Regularity of Semimartingale Local Timesg the local times are constructed. Existence of principal values for Brownian motion is deduced from the regularity of Brownian local times. It?’s formula for Brownian motion is extended to integrals of square integrable functions. A balayage formula is shown. Local times are seen to arise in the computations of compensators of last passage times.

JECT

neolith

https://doi.org/10.1007/978-3-319-01270-4arcsine law; excursion theory; functionals of Brownian motion; local times

Esophagitis

oblique

PLUMP

顯微鏡

休戰(zhàn)

The Existence and Regularity of Semimartingale Local Timesg the local times are constructed. Existence of principal values for Brownian motion is deduced from the regularity of Brownian local times. It?’s formula for Brownian motion is extended to integrals of square integrable functions. A balayage formula is shown. Local times are seen to arise in the co