02563nam 22005175 450 99646665300331620200630160404.03-319-01270-310.1007/978-3-319-01270-4(CKB)3710000000024334(SSID)ssj0001049519(PQKBManifestationID)11550231(PQKBTitleCode)TC0001049519(PQKBWorkID)11018609(PQKB)11485287(DE-He213)978-3-319-01270-4(MiAaPQ)EBC3107071(PPN)176103872(EXLCZ)99371000000002433420131001d2013 u| 0engurnn|008mamaatxtccrLocal Times and Excursion Theory for Brownian Motion[electronic resource] A Tale of Wiener and Itô Measures /by Ju-Yi Yen, Marc Yor1st ed. 2013.Cham :Springer International Publishing :Imprint: Springer,2013.1 online resource (IX, 135 p. 9 illus., 8 illus. in color.) Lecture Notes in Mathematics,0075-8434 ;2088Bibliographic Level Mode of Issuance: Monograph3-319-01269-X Prerequisites -- Local times of continuous semimartingales -- Excursion theory for Brownian paths -- Some applications of Excursion Theory -- Index.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.Lecture Notes in Mathematics,0075-8434 ;2088ProbabilitiesProbability Theory and Stochastic Processeshttps://scigraph.springernature.com/ontologies/product-market-codes/M27004Probabilities.Probability Theory and Stochastic Processes.519.2Yen Ju-Yiauthttp://id.loc.gov/vocabulary/relators/aut479677Yor Marcauthttp://id.loc.gov/vocabulary/relators/autBOOK996466653003316Local Times and Excursion Theory for Brownian Motion2532098UNISA