000 | 02334nam a22004815i 4500 | ||
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001 | 978-3-319-01270-4 | ||
003 | DE-He213 | ||
005 | 20150803155056.0 | ||
007 | cr nn 008mamaa | ||
008 | 131001s2013 gw | s |||| 0|eng d | ||
020 |
_a9783319012704 _9978-3-319-01270-4 |
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024 | 7 |
_a10.1007/978-3-319-01270-4 _2doi |
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050 | 4 | _aQA273.A1-274.9 | |
050 | 4 | _aQA274-274.9 | |
072 | 7 |
_aPBT _2bicssc |
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072 | 7 |
_aPBWL _2bicssc |
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072 | 7 |
_aMAT029000 _2bisacsh |
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082 | 0 | 4 |
_a519.2 _223 |
100 | 1 |
_aYen, Ju-Yi. _eauthor. |
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245 | 1 | 0 |
_aLocal Times and Excursion Theory for Brownian Motion _h[electronic resource] : _bA Tale of Wiener and Itô Measures / _cby Ju-Yi Yen, Marc Yor. |
264 | 1 |
_aCham : _bSpringer International Publishing : _bImprint: Springer, _c2013. |
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300 |
_aIX, 135 p. 9 illus., 8 illus. in color. _bonline resource. |
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336 |
_atext _btxt _2rdacontent |
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337 |
_acomputer _bc _2rdamedia |
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338 |
_aonline resource _bcr _2rdacarrier |
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347 |
_atext file _bPDF _2rda |
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490 | 1 |
_aLecture Notes in Mathematics, _x0075-8434 ; _v2088 |
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505 | 0 | _aPrerequisites -- Local times of continuous semimartingales -- Excursion theory for Brownian paths -- Some applications of Excursion Theory -- Index. | |
520 | _aThis 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 | _aMathematics. | |
650 | 0 | _aDistribution (Probability theory). | |
650 | 1 | 4 | _aMathematics. |
650 | 2 | 4 | _aProbability Theory and Stochastic Processes. |
700 | 1 |
_aYor, Marc. _eauthor. |
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710 | 2 | _aSpringerLink (Online service) | |
773 | 0 | _tSpringer eBooks | |
776 | 0 | 8 |
_iPrinted edition: _z9783319012698 |
830 | 0 |
_aLecture Notes in Mathematics, _x0075-8434 ; _v2088 |
|
856 | 4 | 0 | _uhttp://dx.doi.org/10.1007/978-3-319-01270-4 |
912 | _aZDB-2-SMA | ||
912 | _aZDB-2-LNM | ||
999 |
_c6940 _d6940 |