Title: Local Times and Excursion Theory for Brownian Motion: A Tale of Wiener and It� Measures
Publisher: Springer Verlag
Publication Date: 2013
Language: English
ISBN 10: 331901269X
ISBN 13: 9783319012698
Binding: Paperback
Condition: Brand New
Weight: 0.23 kilograms

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Synopsis

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.

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