Local times and excursion theory for brownian motion: a tale of wiener and itô measures
Auteur :
Yen, Ju-Yi / Yor, Marc
Éditeur :
Springer International Publishing AG
ISBN :
9783319012698
Date de publication :
16 oct. 2013
Dimensions :
23,5 x 15,5 cm
Langue :
Anglais
Pays d'origine :
Suisse
This monograph discusses the existence and regularity properties of local times associated to a continuous semimartingale, as well as excursion theory for Brownian paths.