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Local times and excursion theory for Brownian motion : a tale of Wiener and Itô measures / Ju-Yi Yen, Marc Yor.
Math/Physics/Astronomy Library QA3 .L28 no.2088
Available
- Format:
- Book
- Author/Creator:
- Yen, Ju-Yi.
- Series:
- Lecture notes in mathematics (Springer-Verlag) ; 2088.
- Lecture notes in mathematics, 0075-8434 ; 2088
- Language:
- English
- Subjects (All):
- Local times (Stochastic processes).
- Brownian motion processes.
- Physical Description:
- ix, 135 pages : illustrations ; 24 cm.
- Place of Publication:
- Cham [Switzerland] : Springer, [2013]
- Notes:
- Includes bibliographical references and index.
- ISBN:
- 9783319012698
- 331901269X
- OCLC:
- 857959828
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