The Resource Local Times and Excursion Theory for Brownian Motion : A Tale of Wiener and Itô Measures, by Ju-Yi Yen, Marc Yor, (electronic resource)

Local Times and Excursion Theory for Brownian Motion : A Tale of Wiener and Itô Measures, by Ju-Yi Yen, Marc Yor, (electronic resource)

Label
Local Times and Excursion Theory for Brownian Motion : A Tale of Wiener and Itô Measures
Title
Local Times and Excursion Theory for Brownian Motion
Title remainder
A Tale of Wiener and Itô Measures
Statement of responsibility
by Ju-Yi Yen, Marc Yor
Creator
Contributor
Author
Author
Subject
Language
  • eng
  • eng
Summary
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
Member of
http://library.link/vocab/creatorName
Yen, Ju-Yi
Dewey number
519.2
http://bibfra.me/vocab/relation/httpidlocgovvocabularyrelatorsaut
  • LDDJ5LjSB6Q
  • g9cJKIerhgU
Image bit depth
0
Language note
English
LC call number
  • QA273.A1-274.9
  • QA274-274.9
Literary form
non fiction
Nature of contents
dictionaries
http://library.link/vocab/relatedWorkOrContributorName
Yor, Marc.
Series statement
Lecture Notes in Mathematics,
Series volume
2088
http://library.link/vocab/subjectName
  • Distribution (Probability theory
  • Probability Theory and Stochastic Processes
Label
Local Times and Excursion Theory for Brownian Motion : A Tale of Wiener and Itô Measures, by Ju-Yi Yen, Marc Yor, (electronic resource)
Instantiates
Publication
Note
Bibliographic Level Mode of Issuance: Monograph
Antecedent source
mixed
Carrier category
online resource
Carrier category code
  • cr
Color
not applicable
Content category
text
Content type code
  • txt
Contents
Prerequisites -- Local times of continuous semimartingales -- Excursion theory for Brownian paths -- Some applications of Excursion Theory -- Index
Dimensions
unknown
Edition
1st ed. 2013.
Extent
1 online resource (IX, 135 p. 9 illus., 8 illus. in color.)
File format
multiple file formats
Form of item
online
Isbn
9783319012704
Level of compression
uncompressed
Media category
computer
Media type code
  • c
Other control number
10.1007/978-3-319-01270-4
Quality assurance targets
absent
Reformatting quality
access
Specific material designation
remote
System control number
  • (CKB)3710000000024334
  • (SSID)ssj0001049519
  • (PQKBManifestationID)11550231
  • (PQKBTitleCode)TC0001049519
  • (PQKBWorkID)11018609
  • (PQKB)11485287
  • (DE-He213)978-3-319-01270-4
  • (MiAaPQ)EBC3107071
  • (EXLCZ)993710000000024334
Label
Local Times and Excursion Theory for Brownian Motion : A Tale of Wiener and Itô Measures, by Ju-Yi Yen, Marc Yor, (electronic resource)
Publication
Note
Bibliographic Level Mode of Issuance: Monograph
Antecedent source
mixed
Carrier category
online resource
Carrier category code
  • cr
Color
not applicable
Content category
text
Content type code
  • txt
Contents
Prerequisites -- Local times of continuous semimartingales -- Excursion theory for Brownian paths -- Some applications of Excursion Theory -- Index
Dimensions
unknown
Edition
1st ed. 2013.
Extent
1 online resource (IX, 135 p. 9 illus., 8 illus. in color.)
File format
multiple file formats
Form of item
online
Isbn
9783319012704
Level of compression
uncompressed
Media category
computer
Media type code
  • c
Other control number
10.1007/978-3-319-01270-4
Quality assurance targets
absent
Reformatting quality
access
Specific material designation
remote
System control number
  • (CKB)3710000000024334
  • (SSID)ssj0001049519
  • (PQKBManifestationID)11550231
  • (PQKBTitleCode)TC0001049519
  • (PQKBWorkID)11018609
  • (PQKB)11485287
  • (DE-He213)978-3-319-01270-4
  • (MiAaPQ)EBC3107071
  • (EXLCZ)993710000000024334

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