pular para conteúdo
Local times and excursion theory for Brownian motion : a tale of wiener and itô measures Ver prévia deste item
FecharVer prévia deste item
Checando...

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

Autor: Ju-Yi Yen; Marc Yor; SpringerLink (Online service)
Editora: Cham, Switzerland : Springer, ©2013.
Séries: Lecture notes in mathematics (Springer-Verlag), 2088.
Edição/Formato   e-book : Documento : InglêsVer todas as edições e formatos
Base de Dados:WorldCat
Resumo:
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  Ler mais...
Classificação:

(ainda não classificado) 0 com críticas - Seja o primeiro.

Assuntos
Mais como este

 

Encontrar uma cópia on-line

Links para este item

Encontrar uma cópia na biblioteca

&AllPage.SpinnerRetrieving; Encontrando bibliotecas que possuem este item...

Detalhes

Gênero/Forma: Electronic books
Tipo de Material: Documento, Recurso Internet
Tipo de Documento: Recurso Internet, Arquivo de Computador
Todos os Autores / Contribuintes: Ju-Yi Yen; Marc Yor; SpringerLink (Online service)
ISBN: 9783319012704 3319012703
Número OCLC: 859575095
Descrição: 1 online resource (ix, 135 p.) : ill.
Conteúdos: 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.
Título da Série: Lecture notes in mathematics (Springer-Verlag), 2088.
Responsabilidade: Ju Yi Yen, Marc Yor.
Mais informações:

Resumo:

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.

Críticas

Críticas contribuídas por usuários
Recuperando críticas GoodReas...
Recuperando comentários DOGObooks

Etiquetas

Seja o primeiro.

Ítens Similares

Confirmar esta solicitação

Você já pode ter solicitado este item. Por favor, selecione Ok se gostaria de proceder com esta solicitação de qualquer forma.

Dados Ligados


<http://www.worldcat.org/oclc/859575095>
library:oclcnum"859575095"
library:placeOfPublication
library:placeOfPublication
owl:sameAs<info:oclcnum/859575095>
rdf:typeschema:Book
schema:about
schema:about
schema:about
schema:about
schema:about
schema:bookFormatschema:EBook
schema:contributor
schema:contributor
schema:copyrightYear"2013"
schema:creator
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."
schema:exampleOfWork<http://worldcat.org/entity/work/id/1436962046>
schema:genre"Electronic books."
schema:inLanguage"en"
schema:name"Local times and excursion theory for Brownian motion a tale of wiener and itô measures"
schema:numberOfPages"135"
schema:publisher
schema:url
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:workExample

Content-negotiable representations

Close Window

Por favor, conecte-se ao WorldCat 

Não tem uma conta? Você pode facilmente criar uma conta gratuita.