MARC details
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02334nam a22004815i 4500 |
| 001 - CONTROL NUMBER |
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978-3-319-01270-4 |
| 003 - CONTROL NUMBER IDENTIFIER |
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| control field |
DE-He213 |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
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20150803155056.0 |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION |
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cr nn 008mamaa |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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131001s2013 gw | s |||| 0|eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9783319012704 |
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978-3-319-01270-4 |
| 024 7# - OTHER STANDARD IDENTIFIER |
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| Standard number or code |
10.1007/978-3-319-01270-4 |
| Source of number or code |
doi |
| 050 #4 - LIBRARY OF CONGRESS CALL NUMBER |
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| Classification number |
QA273.A1-274.9 |
| 050 #4 - LIBRARY OF CONGRESS CALL NUMBER |
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| Classification number |
QA274-274.9 |
| 072 #7 - SUBJECT CATEGORY CODE |
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| Subject category code |
PBT |
| Source |
bicssc |
| 072 #7 - SUBJECT CATEGORY CODE |
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| Subject category code |
PBWL |
| Source |
bicssc |
| 072 #7 - SUBJECT CATEGORY CODE |
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| Subject category code |
MAT029000 |
| Source |
bisacsh |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER |
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| Classification number |
519.2 |
| Edition number |
23 |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
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| Personal name |
Yen, Ju-Yi. |
| Relator term |
author. |
| 245 10 - TITLE STATEMENT |
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| Title |
Local Times and Excursion Theory for Brownian Motion |
| Medium |
[electronic resource] : |
| Remainder of title |
A Tale of Wiener and Itô Measures / |
| Statement of responsibility, etc |
by Ju-Yi Yen, Marc Yor. |
| 264 #1 - |
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Cham : |
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Springer International Publishing : |
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Imprint: Springer, |
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2013. |
| 300 ## - PHYSICAL DESCRIPTION |
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| Extent |
IX, 135 p. 9 illus., 8 illus. in color. |
| Other physical details |
online resource. |
| 336 ## - |
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text |
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txt |
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rdacontent |
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computer |
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c |
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rdamedia |
| 338 ## - |
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online resource |
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cr |
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rdacarrier |
| 347 ## - |
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text file |
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PDF |
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rda |
| 490 1# - SERIES STATEMENT |
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| Series statement |
Lecture Notes in Mathematics, |
| International Standard Serial Number |
0075-8434 ; |
| Volume number/sequential designation |
2088 |
| 505 0# - FORMATTED CONTENTS NOTE |
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| Formatted contents note |
Prerequisites -- Local times of continuous semimartingales -- Excursion theory for Brownian paths -- Some applications of Excursion Theory -- Index. |
| 520 ## - SUMMARY, ETC. |
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| Summary, etc |
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. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Mathematics. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Distribution (Probability theory). |
| 650 14 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Mathematics. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Probability Theory and Stochastic Processes. |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
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| Personal name |
Yor, Marc. |
| Relator term |
author. |
| 710 2# - ADDED ENTRY--CORPORATE NAME |
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| Corporate name or jurisdiction name as entry element |
SpringerLink (Online service) |
| 773 0# - HOST ITEM ENTRY |
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| Title |
Springer eBooks |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY |
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| Display text |
Printed edition: |
| International Standard Book Number |
9783319012698 |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE |
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| Uniform title |
Lecture Notes in Mathematics, |
| -- |
0075-8434 ; |
| Volume number/sequential designation |
2088 |
| 856 40 - ELECTRONIC LOCATION AND ACCESS |
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| Uniform Resource Identifier |
<a href="http://dx.doi.org/10.1007/978-3-319-01270-4">http://dx.doi.org/10.1007/978-3-319-01270-4</a> |
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ZDB-2-SMA |
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ZDB-2-LNM |