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Local Times and Excursion Theory for Brownian Motion
13 Angebote vergleichen
Preise | 2016 | 2018 | 2019 |
---|---|---|---|
Schnitt | Fr. 30.30 (€ 30.99)¹ | Fr. 32.83 (€ 33.59)¹ | Fr. 31.15 (€ 31.86)¹ |
Nachfrage |
Local Times and Excursion Theory for Brownian Motion (2013)
ISBN: 9783319012704 bzw. 3319012703, in Deutsch, Springer, neu, E-Book.
A Tale of Wiener and Itô Measures 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 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. 01.10.2013, PDF.
Local Times and Excursion Theory for Brownian Motion
ISBN: 9783319012704 bzw. 3319012703, in Englisch, neu, E-Book, elektronischer Download.
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 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. .
Local Times and Excursion Theory for Brownian Motion
ISBN: 9783319012704 bzw. 3319012703, in Deutsch, Springer Shop, neu, E-Book, elektronischer Download.
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 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. eBook.
Local Times and Excursion Theory for Brownian Motion - A Tale of Wiener and Ito Measures
ISBN: 9783319012704 bzw. 3319012703, in Deutsch, Springer International Publishing, neu, E-Book, elektronischer Download.
Local Times and Excursion Theory for Brownian Motion: 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 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. Englisch, Ebook.
Local Times and Excursion Theory for Brownian Motion
ISBN: 9783319012704 bzw. 3319012703, in Deutsch, Springer International Publishing, Taschenbuch, neu.
Local Times and Excursion Theory for Brownian Motion. (2013)
ISBN: 9783319012698 bzw. 331901269X, in Deutsch, Cham, Springer International Publishing, 2013. Taschenbuch.
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
Local Times and Excursion Theory for Brownian Motion. A Tale of Wiener and ItöMeasures (2013)
ISBN: 9783319012698 bzw. 331901269X, in Deutsch, Springer, Taschenbuch, neu.
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
Local Times and Excursion Theory for Brownian Motion
ISBN: 9783319012698 bzw. 331901269X, in Deutsch, Springer, Taschenbuch, neu.
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen