Local times and excursion theory for Brownian motion. A tale of Wiener and Itô measures
DOI10.1007/978-3-319-01270-4zbMATH Open1364.60003OpenAlexW2496773418MaRDI QIDQ2393403FDOQ2393403
Publication date: 7 August 2013
Published in: Lecture Notes in Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-319-01270-4
Recommendations
Brownian motionsemimartingaleFeynman-Kac formulaWiener measureBessel processlocal timesstochastic processexcursion theorypassage timesarcsine lawsidentities in lawItô measure
Brownian motion (60J65) Generalizations of martingales (60G48) Local time and additive functionals (60J55) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Foundations of stochastic processes (60G05)
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