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| 001 | 978-3-319-01270-4 | ||
| 003 | DE-He213 | ||
| 005 | 20190213151512.0 | ||
| 007 | cr nn 008mamaa | ||
| 008 | 131001s2013 gw | s |||| 0|eng d | ||
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_a9783319012704 _9978-3-319-01270-4 |
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_a10.1007/978-3-319-01270-4 _2doi |
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| 050 | 4 | _aQA273.A1-274.9 | |
| 050 | 4 | _aQA274-274.9 | |
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_aPBWL _2thema |
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_a519.2 _223 |
| 100 | 1 |
_aYen, Ju-Yi. _eauthor. _4aut _4http://id.loc.gov/vocabulary/relators/aut |
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| 245 | 1 | 0 |
_aLocal Times and Excursion Theory for Brownian Motion _h[electronic resource] : _bA Tale of Wiener and Itô Measures / _cby Ju-Yi Yen, Marc Yor. |
| 264 | 1 |
_aCham : _bSpringer International Publishing : _bImprint: Springer, _c2013. |
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| 300 |
_aIX, 135 p. 9 illus., 8 illus. in color. _bonline resource. |
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| 336 |
_atext _btxt _2rdacontent |
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| 337 |
_acomputer _bc _2rdamedia |
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| 338 |
_aonline resource _bcr _2rdacarrier |
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| 347 |
_atext file _bPDF _2rda |
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| 490 | 1 |
_aLecture Notes in Mathematics, _x0075-8434 ; _v2088 |
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| 505 | 0 | _aPrerequisites -- Local times of continuous semimartingales -- Excursion theory for Brownian paths -- Some applications of Excursion Theory -- Index. | |
| 520 | _aThis 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. | ||
| 650 | 0 | _aDistribution (Probability theory. | |
| 650 | 1 | 4 |
_aProbability Theory and Stochastic Processes. _0http://scigraph.springernature.com/things/product-market-codes/M27004 |
| 700 | 1 |
_aYor, Marc. _eauthor. _4aut _4http://id.loc.gov/vocabulary/relators/aut |
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| 710 | 2 | _aSpringerLink (Online service) | |
| 773 | 0 | _tSpringer eBooks | |
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_iPrinted edition: _z9783319012698 |
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_iPrinted edition: _z9783319012711 |
| 830 | 0 |
_aLecture Notes in Mathematics, _x0075-8434 ; _v2088 |
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| 856 | 4 | 0 | _uhttps://doi.org/10.1007/978-3-319-01270-4 |
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