Local times and excursion theory for Brownian motion: a tale of Wiener and Ito measures/
Yen, Ju-Yi.
Local times and excursion theory for Brownian motion: a tale of Wiener and Ito measures/ Ju-Yi Yen, Marc Yor. - Cham [Switzerland]: Springer, c2013. - ix, 135 p.: ill.; 24 cm. - Lecture notes in mathematics, 2088 0075-8434; . - Lecture notes in mathematics (Springer-Verlag); 2088. .
Includes bibliographical references and index.
9783319012698 331901269X
2013948765
Local times (Stochastic processes)
Brownian motion processes.
Local times and excursion theory for Brownian motion: a tale of Wiener and Ito measures/ Ju-Yi Yen, Marc Yor. - Cham [Switzerland]: Springer, c2013. - ix, 135 p.: ill.; 24 cm. - Lecture notes in mathematics, 2088 0075-8434; . - Lecture notes in mathematics (Springer-Verlag); 2088. .
Includes bibliographical references and index.
9783319012698 331901269X
2013948765
Local times (Stochastic processes)
Brownian motion processes.