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Local Times and Excursion Theory for Brownian Motion
- A Tale of Wiener and Ito Measures
part of the Lecture Notes in Mathematics series
- Binding:
- Paperback
- Pages:
- 135
- Published:
- October 15, 2013
- Edition:
- 2013
- Dimensions:
- 237x153x14 mm.
- Weight:
- 244 g.
Delivery:
1-2 weeks
Expected delivery: December 6, 2024
Description of Local Times and Excursion Theory for Brownian Motion
This monograph discusses the existence and regularity properties of local times associated to a continuous semimartingale, as well as excursion theory for Brownian paths.
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