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Local times and excursion theory for...

Yen, Ju-Yi.

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Local times and excursion theory for Brownian motion : = a tale of Wiener and Itô measures /

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
正題名/作者:	Local times and excursion theory for Brownian motion :/ Ju-Yi Yen, Marc Yor.
其他題名:	a tale of Wiener and Itô measures /
作者:	Yen, Ju-Yi.
其他作者:	Yor, Marc.
出版者:	Cham [Switzerland] :Springer, : c2013.,
面頁冊數:	ix, 135 p. :ill. ;24 cm.
標題:	Local times (Stochastic processes) -
ISBN:	9783319012698 (pbk.) :

Local times and excursion theory for Brownian motion : = a tale of Wiener and Itô measures /
Yen, Ju-Yi.

Local times and excursion theory for Brownian motion :a tale of Wiener and Itô measures /Ju-Yi Yen, Marc Yor. - Cham [Switzerland] :Springer,c2013. - ix, 135 p. :ill. ;24 cm. - Lecture notes in mathematics,20880075-8434 ;. - Lecture notes in mathematics (Springer-Verlag) ;2002..

Includes bibliographical references and index.

Prerequisites --Local times of continuous semimartingales --

ISBN: 9783319012698 (pbk.) :EUR34.99Subjects--Topical Terms:

812517
Local times (Stochastic processes)

Local times and excursion theory for Brownian motion : = a tale of Wiener and Itô measures /
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003 OCoLC
005 20140220044915.0
008 140121s2013 sz a b 001 0 eng d
020 $a 9783319012698 (pbk.) : $c EUR34.99
020 $a 331901269X (pbk.)
020 $a 9783319012704 (ebk.)
020 $a 3319012703 (ebk.)
035 $a AS-BW-103-02
040 $a BTCTA $b eng
100 1 $a Yen, Ju-Yi. $3 2024484
245 1 0 $a Local times and excursion theory for Brownian motion : $b a tale of Wiener and Itô measures / $c Ju-Yi Yen, Marc Yor.
260 # $a Cham [Switzerland] : $b Springer, $c c2013.
300 $a ix, 135 p. : $b ill. ; $c 24 cm.
490 1 0 $a Lecture notes in mathematics, $x 0075-8434 ; $v 2088
504 $a Includes bibliographical references and index.
505 0 0 $t Prerequisites -- $g Local times of continuous semimartingales -- $t The existence and regularity of semimartingale localtimes -- $t Lévy's representation of reflecting BM and Pitman's representation of BES(3) -- $t Paul Lévy's arcsine laws -- $g Excursion theory for Brownian paths -- $t Brownian excursion theory : a first approach -- $t Two descriptions of n : Itô's and Williams' -- $t A simple path decomposition of Brownian motion around time t = 1 -- $t The laws of, and conditioning with respect to, last passage times -- $t Integral representations relating W and n -- $g Some applications of excursion theory -- $t The Feynman-Kac formula and excursion theory -- $t Some identities in law.
650 # 0 $a Local times (Stochastic processes) $3 812517
650 # 0 $a Brownian motion processes. $3 646794
700 1 # $a Yor, Marc. $3 660842
830 0 $a Lecture notes in mathematics (Springer-Verlag) ; $v 2002. $3 1235985