000			02336nam a22004815i 4500
001			978-3-319-01270-4
003			DE-He213
005			20140220082840.0
007			cr nn 008mamaa
008			131001s2013 gw | s |||| 0|eng d
020			_a9783319012704 _9978-3-319-01270-4
024	7		_a10.1007/978-3-319-01270-4 _2doi
050		4	_aQA273.A1-274.9
050		4	_aQA274-274.9
072		7	_aPBT _2bicssc
072		7	_aPBWL _2bicssc
072		7	_aMAT029000 _2bisacsh
082	0	4	_a519.2 _223
100	1		_aYen, Ju-Yi. _eauthor.
245	1	0	_aLocal Times and Excursion Theory for Brownian Motion _h[electronic resource] : _bA Tale of Wiener and Itô Measures / _cby Ju-Yi Yen, Marc Yor.
264		1	_aCham : _bSpringer International Publishing : _bImprint: Springer, _c2013.
300			_aIX, 135 p. 9 illus., 8 illus. in color. _bonline resource.
336			_atext _btxt _2rdacontent
337			_acomputer _bc _2rdamedia
338			_aonline resource _bcr _2rdacarrier
347			_atext file _bPDF _2rda
490	1		_aLecture Notes in Mathematics, _x0075-8434 ; _v2088
505	0		_aPrerequisites -- Local times of continuous semimartingales -- Excursion theory for Brownian paths -- Some applications of Excursion Theory -- Index.
520			_aThis 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.
650		0	_aMathematics.
650		0	_aDistribution (Probability theory).
650	1	4	_aMathematics.
650	2	4	_aProbability Theory and Stochastic Processes.
700	1		_aYor, Marc. _eauthor.
710	2		_aSpringerLink (Online service)
773	0		_tSpringer eBooks
776	0	8	_iPrinted edition: _z9783319012698
830		0	_aLecture Notes in Mathematics, _x0075-8434 ; _v2088
856	4	0	_uhttp://dx.doi.org/10.1007/978-3-319-01270-4
912			_aZDB-2-SMA
912			_aZDB-2-LNM
999			_c96528 _d96528