Local Times and Excursion Theory for Brownian Motion

A Tale of Wiener and Itô Measures

Häftad, Engelska, 2013

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This monograph discusses the existence and regularity properties of local times associated to a continuous semimartingale, as well as excursion theory for Brownian paths.

Produktinformation

Utgivningsdatum2013-10-16
Mått155 x 235 x 14 mm
Vikt244 g
FormatHäftad
SpråkEngelska
SerieLecture Notes in Mathematics
Antal sidor135
FörlagSpringer International Publishing AG
ISBN9783319012698

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“The lecture notes provide an elementary and brief introduction to local times for continuous semimartingales and excursion theory for Brownian motion. … The lecture notes are an easily accessible and self-contained introduction … which are suitable for graduate students with a basic knowledge of stochastic processes in continuous time. … the proofs are mostly carried out with many details and helpful references are given in each chapter.” (David Prömel, zbMATH 1364.60003, 2017)