Local Times and Excursion Theory for Brownian Motion [[electronic resource] ] : A Tale of Wiener and Itô Measures / / by Ju-Yi Yen, Marc Yor
| Local Times and Excursion Theory for Brownian Motion [[electronic resource] ] : A Tale of Wiener and Itô Measures / / by Ju-Yi Yen, Marc Yor |
| Autore | Yen Ju-Yi |
| Edizione | [1st ed. 2013.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2013 |
| Descrizione fisica | 1 online resource (IX, 135 p. 9 illus., 8 illus. in color.) |
| Disciplina | 519.2 |
| Collana | Lecture Notes in Mathematics |
| Soggetto topico |
Probabilities
Probability Theory and Stochastic Processes |
| ISBN | 3-319-01270-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Prerequisites -- Local times of continuous semimartingales -- Excursion theory for Brownian paths -- Some applications of Excursion Theory -- Index. |
| Record Nr. | UNISA-996466653003316 |
Yen Ju-Yi
|
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| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2013 | ||
| Lo trovi qui: Univ. di Salerno | ||
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Local Times and Excursion Theory for Brownian Motion : A Tale of Wiener and Itô Measures / / by Ju-Yi Yen, Marc Yor
| Local Times and Excursion Theory for Brownian Motion : A Tale of Wiener and Itô Measures / / by Ju-Yi Yen, Marc Yor |
| Autore | Yen Ju-Yi |
| Edizione | [1st ed. 2013.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2013 |
| Descrizione fisica | 1 online resource (IX, 135 p. 9 illus., 8 illus. in color.) |
| Disciplina | 519.2 |
| Collana | Lecture Notes in Mathematics |
| Soggetto topico |
Probabilities
Probability Theory and Stochastic Processes |
| ISBN | 3-319-01270-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Prerequisites -- Local times of continuous semimartingales -- Excursion theory for Brownian paths -- Some applications of Excursion Theory -- Index. |
| Record Nr. | UNINA-9910733719703321 |
Yen Ju-Yi
|
||
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2013 | ||
| Lo trovi qui: Univ. Federico II | ||
| ||