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.