Coverart for item
The Resource Local times and excursion theory for Brownian motion : a tale of Wiener and Itô measures, Ju-Yi Yen, Marc Yor

Local times and excursion theory for Brownian motion : a tale of Wiener and Itô measures, Ju-Yi Yen, Marc Yor

Label
Local times and excursion theory for Brownian motion : a tale of Wiener and Itô measures
Title
Local times and excursion theory for Brownian motion
Title remainder
a tale of Wiener and Itô measures
Statement of responsibility
Ju-Yi Yen, Marc Yor
Creator
Contributor
Subject
Language
eng
Member of
Cataloging source
BTCTA
http://library.link/vocab/creatorName
Yen, Ju-Yi
Illustrations
illustrations
Index
index present
Literary form
non fiction
Nature of contents
bibliography
http://library.link/vocab/relatedWorkOrContributorName
Yor, Marc
Series statement
Lecture notes in mathematics,
Series volume
2088
http://library.link/vocab/subjectName
  • Local times (Stochastic processes)
  • Brownian motion processes
Label
Local times and excursion theory for Brownian motion : a tale of Wiener and Itô measures, Ju-Yi Yen, Marc Yor
Instantiates
Publication
Bibliography note
Includes bibliographical references and index
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier.
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent.
Contents
  • Brownian Excursion Theory: A First Approach
  • Two Descriptions of n: Itô's and Williams'
  • A Simple Path Decomposition of Brownian Motion Around Time t = 1
  • The Laws of, and Conditioning with Respect to, Last Passage Times
  • Integral Representations Relating W and n
  • Part III:
  • Some Applications of Excursion Theory.
  • The Feynman-Kac Formula and Excursion Theory
  • Some Identities in Law
  • Prerequisites
  • Part I:
  • Local Times of Continuous Semimartingales.
  • The Existence and Regularity of Semimartingale Local Times
  • Lévy's Representation of Reflecting BM and Pitman's Representation of BES(3)
  • Paul Lévy's Arcsine Laws
  • Part II:
  • Excursion Theory for Brownian Paths.
Control code
857959828
Dimensions
24 cm.
Extent
ix, 135 pages
Isbn
9783319012698
Media category
unmediated
Media MARC source
rdamedia.
Media type code
  • n
Other physical details
illustrations
System control number
(OCoLC)857959828
Label
Local times and excursion theory for Brownian motion : a tale of Wiener and Itô measures, Ju-Yi Yen, Marc Yor
Publication
Bibliography note
Includes bibliographical references and index
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier.
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent.
Contents
  • Brownian Excursion Theory: A First Approach
  • Two Descriptions of n: Itô's and Williams'
  • A Simple Path Decomposition of Brownian Motion Around Time t = 1
  • The Laws of, and Conditioning with Respect to, Last Passage Times
  • Integral Representations Relating W and n
  • Part III:
  • Some Applications of Excursion Theory.
  • The Feynman-Kac Formula and Excursion Theory
  • Some Identities in Law
  • Prerequisites
  • Part I:
  • Local Times of Continuous Semimartingales.
  • The Existence and Regularity of Semimartingale Local Times
  • Lévy's Representation of Reflecting BM and Pitman's Representation of BES(3)
  • Paul Lévy's Arcsine Laws
  • Part II:
  • Excursion Theory for Brownian Paths.
Control code
857959828
Dimensions
24 cm.
Extent
ix, 135 pages
Isbn
9783319012698
Media category
unmediated
Media MARC source
rdamedia.
Media type code
  • n
Other physical details
illustrations
System control number
(OCoLC)857959828

Library Locations

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      38.944377 -92.326537
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