LIBROS DEL AUTOR: ju yi yen

1 resultados para LIBROS DEL AUTOR: ju yi yen

  • Local Times and Excursion Theory for Brownian Motion
    Ju-Yi Yen / Marc Yor
    This 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 wh...
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