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Local Times and Excursion Theory for Brownian Motion: A Tale of Wiener and Ito Measures - Lecture Notes in Mathematics Ju-Yi Yen 2013 edition
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Local Times and Excursion Theory for Brownian Motion: A Tale of Wiener and Ito Measures - Lecture Notes in Mathematics
Ju-Yi Yen
This monograph discusses the existence and regularity properties of local times associated to a continuous semimartingale, as well as excursion theory for Brownian paths.
140 pages, 1 black & white illustrations, 8 colour illustrations, biography
| Mediji | Grāmatas Paperback Book (Grāmata ar mīksto vāku un līmēto muguru) |
| Izlaists | 2013. gada 16. oktobris |
| ISBN13 | 9783319012698 |
| Izdevēji | Springer International Publishing AG |
| Lapas | 135 |
| Izmēri | 237 × 153 × 14 mm · 244 g |
| Valoda | Vācu |
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