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Local Times and Excursion Theory for Brownian Motion: A Tale of Wiener and Itô Measures
Original price was: ₹3,948.00.₹3,159.00Current price is: ₹3,159.00.
Both local times and excursion theory are usually discussed in much longer texts. We examine these topics in relation to readersÂ’ basic knowledge of stochastic processes Presents interesting applications of excursion theory Similarly with local times of Brownian motion Includes supplementary material: sn.pub/extras
Both local times and excursion theory are usually discussed in much longer texts. We examine these topics in relation to readersÂ’ basic knowledge of stochastic processes Presents interesting applications of excursion theory Similarly with local times of Brownian motion Includes supplementary material: sn.pub/extras
Additional information
| Book Format | Hardcover, Softcover |
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Be the first to review “Local Times and Excursion Theory for Brownian Motion: A Tale of Wiener and Itô Measures”
Book information
Edition
1st Edition
ISBN [Softcover]
9783319012698
Publisher
Springer
Year
2013
Pages
IX, 135 p.
Series Title
Lecture Notes in Mathematics
Language
English
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