Isbn: 9783319012698 - local times and excursion theory for brownian motion: a tale of wiener and itô measures (lecture notes in mathematics, band 2088) (5 Ergebnisse)

Zustand: New. In English.

Paperback. Zustand: Brand New. 2013 edition. 140 pages. 9.00x6.00x0.50 inches. In Stock.

Taschenbuch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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.…

Zustand: New.

Taschenbuch. Zustand: Neu. Local Times and Excursion Theory for Brownian Motion | A Tale of Wiener and Itô Measures | Ju-Yi Yen (u. a.) | Taschenbuch | Lecture Notes in Mathematics | ix | Englisch | 2013 | Springer | EAN 9783319012698 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu. …