UID:
almahu_9947363766102882
Format:
IX, 135 p. 9 illus., 8 illus. in color.
,
online resource.
ISBN:
9783319012704
Series Statement:
Lecture Notes in Mathematics, 2088
Content:
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.
Note:
Prerequisites -- Local times of continuous semimartingales -- Excursion theory for Brownian paths -- Some applications of Excursion Theory -- Index.
In:
Springer eBooks
Additional Edition:
Printed edition: ISBN 9783319012698
Language:
English
Subjects:
Mathematics
DOI:
10.1007/978-3-319-01270-4
URL:
http://dx.doi.org/10.1007/978-3-319-01270-4
URL:
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