EAN: 9783319012698

Bilder-Quelle: discount24.de - Sport-Freizeit

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.

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01.04.2025 um 02:34 Uhr

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