コンテンツへ移動
Local times and excursion theory for Brownian motion : a tale of wiener and itô measures 資料のプレビュー
閉じる資料のプレビュー
確認中…

Local times and excursion theory for Brownian motion : a tale of wiener and itô measures

著者: Ju-Yi Yen; Marc Yor
出版社: Cham, Switzerland : Springer, ©2013.
シリーズ: Lecture notes in mathematics (Springer-Verlag), 2088.
エディション/フォーマット:   電子書籍 : Document : Englishすべてのエディションとフォーマットを見る
概要:
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  続きを読む
評価:

(まだ評価がありません) 0 件のレビュー - 是非あなたから!

件名:
関連情報:

 

オンラインで入手

この資料へのリンク

オフラインで入手

&AllPage.SpinnerRetrieving; この資料の所蔵館を検索中…

詳細

ジャンル/形式: Electronic books
その他のフォーマット: Printed edition:
資料の種類: Document, インターネット資料
ドキュメントの種類 インターネット資料, 電子ファイル
すべての著者/寄与者: Ju-Yi Yen; Marc Yor
ISBN: 9783319012704 3319012703
OCLC No.: 859575095
物理形態: 1 online resource (ix, 135 pages) : illustrations.
コンテンツ: Prerequisites --
Part I: Local Times of Continuous Semimartingales. The Existence and Regularity of Semimartingale Local Times --
Lévy's Representation of Reflecting BM and Pitman's Representation of BES(3) --
Paul Lévy's Arcsine Laws --
Part II: Excursion Theory for Brownian Paths. Brownian Excursion Theory: A First Approach --
Two Descriptions of n: Itô's and Williams' --
A Simple Path Decomposition of Brownian Motion Around Time t = 1 --
The Laws of, and Conditioning with Respect to, Last Passage Times --
Integral Representations Relating W and n --
Part III: Some Applications of Excursion Theory. The Feynman-Kac Formula and Excursion Theory --
Some Identities in Law.
シリーズタイトル: Lecture notes in mathematics (Springer-Verlag), 2088.
責任者: Ju Yi Yen, Marc Yor.

概要:

This monograph discusses the existence and regularity properties of local times associated to a continuous semimartingale, as well as excursion theory for Brownian paths.  続きを読む

レビュー

編集者のレビュー

出版社によるあらすじ

"The lecture notes provide an elementary and brief introduction to local times for continuous semimartingales and excursion theory for Brownian motion. ... The lecture notes are an easily accessible 続きを読む

 
ユーザーレビュー
GoodReadsのレビューを取得中…
DOGObooksのレビューを取得中…

タグ

まずはあなたから!
リクエストの確認

あなたは既にこの資料をリクエストしている可能性があります。このリクエストを続行してよろしければ、OK を選択してください。

リンクデータ


Primary Entity

<http://www.worldcat.org/oclc/859575095> # Local times and excursion theory for Brownian motion : a tale of wiener and itô measures
    a schema:CreativeWork, schema:MediaObject, schema:Book ;
   library:oclcnum "859575095" ;
   library:placeOfPublication <http://id.loc.gov/vocabulary/countries/sz> ;
   library:placeOfPublication <http://experiment.worldcat.org/entity/work/data/1436962046#Place/cham_switzerland> ; # Cham, Switzerland
   schema:about <http://dewey.info/class/519.233/e23/> ;
   schema:about <http://id.worldcat.org/fast/839765> ; # Brownian motion processes
   schema:about <http://id.worldcat.org/fast/1001522> ; # Local times (Stochastic processes)
   schema:bookFormat schema:EBook ;
   schema:contributor <http://viaf.org/viaf/2533846> ; # Marc Yor
   schema:copyrightYear "2013" ;
   schema:creator <http://experiment.worldcat.org/entity/work/data/1436962046#Person/yen_ju_yi> ; # Ju-Yi Yen
   schema:datePublished "2013" ;
   schema:description "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."@en ;
   schema:exampleOfWork <http://worldcat.org/entity/work/id/1436962046> ;
   schema:genre "Electronic books"@en ;
   schema:inLanguage "en" ;
   schema:isPartOf <http://worldcat.org/issn/1617-9692> ; # Lecture notes in mathematics,
   schema:isPartOf <http://experiment.worldcat.org/entity/work/data/1436962046#Series/lecture_notes_in_mathematics_springer_verlag> ; # Lecture notes in mathematics (Springer-Verlag) ;
   schema:isSimilarTo <http://worldcat.org/entity/work/data/1436962046#CreativeWork/> ;
   schema:name "Local times and excursion theory for Brownian motion : a tale of wiener and itô measures"@en ;
   schema:productID "859575095" ;
   schema:publication <http://www.worldcat.org/title/-/oclc/859575095#PublicationEvent/cham_switzerland_springer_2013> ;
   schema:publisher <http://experiment.worldcat.org/entity/work/data/1436962046#Agent/springer> ; # Springer
   schema:url <https://login.proxy.lib.strath.ac.uk/login?url=http://link.springer.com/10.1007/978-3-319-01270-4> ;
   schema:url <http://link.springer.com/openurl?genre=book&isbn=978-3-319-01269-8> ;
   schema:url <http://dx.doi.org/10.1007/978-3-319-01270-4> ;
   schema:url <http://link.springer.com/book/10.1007/978-3-319-01270-4> ;
   schema:url <http://public.eblib.com/choice/publicfullrecord.aspx?p=3107071> ;
   schema:workExample <http://worldcat.org/isbn/9783319012704> ;
   schema:workExample <http://dx.doi.org/10.1007/978-3-319-01270-4> ;
   wdrs:describedby <http://www.worldcat.org/title/-/oclc/859575095> ;
    .


Related Entities

<http://experiment.worldcat.org/entity/work/data/1436962046#Place/cham_switzerland> # Cham, Switzerland
    a schema:Place ;
   schema:name "Cham, Switzerland" ;
    .

<http://experiment.worldcat.org/entity/work/data/1436962046#Series/lecture_notes_in_mathematics_springer_verlag> # Lecture notes in mathematics (Springer-Verlag) ;
    a bgn:PublicationSeries ;
   schema:hasPart <http://www.worldcat.org/oclc/859575095> ; # Local times and excursion theory for Brownian motion : a tale of wiener and itô measures
   schema:name "Lecture notes in mathematics (Springer-Verlag) ;" ;
    .

<http://id.worldcat.org/fast/1001522> # Local times (Stochastic processes)
    a schema:Intangible ;
   schema:name "Local times (Stochastic processes)"@en ;
    .

<http://id.worldcat.org/fast/839765> # Brownian motion processes
    a schema:Intangible ;
   schema:name "Brownian motion processes"@en ;
    .

<http://link.springer.com/openurl?genre=book&isbn=978-3-319-01269-8>
   rdfs:comment "Springer eBooks (Complete Collection)" ;
    .

<http://viaf.org/viaf/2533846> # Marc Yor
    a schema:Person ;
   schema:familyName "Yor" ;
   schema:givenName "Marc" ;
   schema:name "Marc Yor" ;
    .

<http://worldcat.org/entity/work/data/1436962046#CreativeWork/>
    a schema:CreativeWork ;
   schema:description "Printed edition:" ;
   schema:isSimilarTo <http://www.worldcat.org/oclc/859575095> ; # Local times and excursion theory for Brownian motion : a tale of wiener and itô measures
    .

<http://worldcat.org/isbn/9783319012704>
    a schema:ProductModel ;
   schema:isbn "3319012703" ;
   schema:isbn "9783319012704" ;
    .

<http://worldcat.org/issn/1617-9692> # Lecture notes in mathematics,
    a bgn:PublicationSeries ;
   schema:hasPart <http://www.worldcat.org/oclc/859575095> ; # Local times and excursion theory for Brownian motion : a tale of wiener and itô measures
   schema:issn "1617-9692" ;
   schema:name "Lecture notes in mathematics," ;
    .

<http://www.worldcat.org/title/-/oclc/859575095>
    a genont:InformationResource, genont:ContentTypeGenericResource ;
   schema:about <http://www.worldcat.org/oclc/859575095> ; # Local times and excursion theory for Brownian motion : a tale of wiener and itô measures
   schema:dateModified "2017-09-02" ;
   void:inDataset <http://purl.oclc.org/dataset/WorldCat> ;
    .


Content-negotiable representations

ウインドウを閉じる

WorldCatにログインしてください 

アカウントをお持ちではないですか?簡単に 無料アカウントを作成することができます。.