Local Times and Excursion Theory for Brownian Motion A Tale of Wiener and Itô Measures /
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 con...
| Main Authors: | , |
|---|---|
| Corporate Author: | |
| Language: | English |
| Published: |
Cham :
Springer International Publishing : Imprint: Springer,
2013.
|
| Edition: | 1st ed. 2013. |
| Series: | Lecture Notes in Mathematics,
2088 |
| Subjects: | |
| Online Access: | https://doi.org/10.1007/978-3-319-01270-4 |