TY  - BOOK
AU  - Yen,Ju-Yi
AU  - Yor,Marc
ED  - SpringerLink (Online service)
TI  - Local Times and Excursion Theory for Brownian Motion: A Tale of Wiener and Itô Measures 
T2  - Lecture Notes in Mathematics,
SN  - 9783319012704
AV  - QA273.A1-274.9 
U1  - 519.2 23
PY  - 2013///
CY  - Cham
PB  - Springer International Publishing, Imprint: Springer
KW  - Mathematics
KW  - Distribution (Probability theory)
KW  - Probability Theory and Stochastic Processes
N1  - Prerequisites -- Local times of continuous semimartingales -- Excursion theory for Brownian paths -- Some applications of Excursion Theory -- Index
N2  - 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
UR  - http://dx.doi.org/10.1007/978-3-319-01270-4
ER  -