[Download] "Local Times and Excursion Theory for Brownian Motion" by Ju-Yi Yen & Marc Yor ~ eBook PDF Kindle ePub Free
eBook details
- Title: Local Times and Excursion Theory for Brownian Motion
- Author : Ju-Yi Yen & Marc Yor
- Release Date : January 01, 2013
- Genre: Mathematics,Books,Science & Nature,
- Pages : * pages
- Size : 2712 KB
Description
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.