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010   $a3-319-01270-3
024 7 $a10.1007/978-3-319-01270-4
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035   $a(PQKBTitleCode)TC0001049519
035   $a(PQKBWorkID)11018609
035   $a(PQKB)11485287
035   $a(DE-He213)978-3-319-01270-4
035   $a(MiAaPQ)EBC3107071
035   $a(PPN)176103872
035   $a(EXLCZ)993710000000024334
100   $a20131001d2013      u|             0
101 0 $aeng
135   $aurnn|008mamaa
181   $ctxt
182   $cc
183   $acr
200 10$aLocal Times and Excursion Theory for Brownian Motion$b[electronic resource] $eA Tale of Wiener and Itô Measures /$fby Ju-Yi Yen, Marc Yor
205   $a1st ed. 2013.
210  1$aCham :$cSpringer International Publishing :$cImprint: Springer,$d2013.
215   $a1 online resource (IX, 135 p. 9 illus., 8 illus. in color.) 
225 1 $aLecture Notes in Mathematics,$x0075-8434 ;$v2088
300   $aBibliographic Level Mode of Issuance: Monograph
311   $a3-319-01269-X 
327   $aPrerequisites -- Local times of continuous semimartingales -- Excursion theory for Brownian paths -- Some applications of Excursion Theory -- Index.
330   $aThis monograph discusses the existence and regularity properties of local times associated to a continuous semimartingale, as well as excursion theory for Brownian paths. Realizations of Brownian excursion processes may be translated in terms of the realizations of a Wiener process under certain conditions. With this aim in mind, the monograph presents applications to topics which are not usually treated with the same tools, e.g.: arc sine law, laws of functionals of Brownian motion, and the Feynman-Kac formula.
410  0$aLecture Notes in Mathematics,$x0075-8434 ;$v2088
606   $aProbabilities
606   $aProbability Theory and Stochastic Processes$3https://scigraph.springernature.com/ontologies/product-market-codes/M27004
615  0$aProbabilities.
615 14$aProbability Theory and Stochastic Processes.
676   $a519.2
700   $aYen$b Ju-Yi$4aut$4http://id.loc.gov/vocabulary/relators/aut$0479677
702   $aYor$b Marc$4aut$4http://id.loc.gov/vocabulary/relators/aut
906   $aBOOK
912   $a996466653003316
996   $aLocal Times and Excursion Theory for Brownian Motion$92532098
997   $aUNISA