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Local Times and Excursion Theory for Brownian Motion

- A Tale of Wiener and Ito Measures

af Ju-Yi Yen & Marc Yor

463,95 kr.

This monograph discusses the existence and regularity properties of local times associated to a continuous semimartingale, as well as excursion theory for Brownian paths.
- Bog
- 463,95 kr.
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