Local Times and Excursion Theory for Brownian Motion
Download or Read eBook Local Times and Excursion Theory for Brownian Motion PDF written by Ju-Yi Yen and published by Springer. This book was released on 2013-10-01 with total page 140 pages. Available in PDF, EPUB and Kindle.
| Author | : Ju-Yi Yen |
| Publisher | : Springer |
| Total Pages | : 140 |
| Release | : 2013-10-01 |
| ISBN-10 | : 9783319012704 |
| ISBN-13 | : 3319012703 |
| Rating | : 4/5 (04 Downloads) |
Book Synopsis Local Times and Excursion Theory for Brownian Motion by : Ju-Yi Yen
Book excerpt: 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.
