Local Times and Excursion Theory for Brownian Motion
Ju-Yi Yen, Marc Yor
Springer International Publishing AG, 2013
50,25 €On orderDelivery: 2-3 weeks
This monograph discusses the existence and regularity properties of local times associated to a continuous semimartingale, as well as excursion theory for Brownian paths.
- ISBN-13
- 9783319012698
- ISBN-10
- 331901269X
- Publisher
- Springer International Publishing AG
- Year
- 2013
- Publication date
- 2013-10-16
- Pages
- 135
- Dimensions
- 153x237x14
- Weight
- 244