{"product_id":"9783319012698","title":"Lecture Notes in Mathematics: A Tale of Wiener and Itô Measures","description":"\u003ch1\u003eLecture Notes in Mathematics: A Tale of Wiener and Itô Measures\u003c\/h1\u003e \u003ch2\u003eYen, Ju-Yi; Yor, Marc\u003c\/h2\u003e \u003cp\u003e\u003c\/p\u003e\u003cp\u003eThis 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. \u003c\/p\u003e \u003ch3\u003eDetails\u003c\/h3\u003e \u003cp\u003ePublished by: Springer\u003c\/p\u003e \u003cp\u003ePublication Date: 2013-10-16\u003c\/p\u003e \u003cp\u003eFormat: Paperback\u003c\/p\u003e \u003cp\u003eISBN-13: 9783319012698\u003c\/p\u003e \u003cp\u003eDOI: 10.1007\/978-3-319-01270-4\u003c\/p\u003e \u003cp\u003eDimensions: 235cm x155cm\u003c\/p\u003e \u003cp\u003ePages: 135\u003c\/p\u003e ","brand":"Springer International Publishing","offers":[{"title":"Default Title","offer_id":45369824673932,"sku":"9783319012698","price":40.49,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0710\/9545\/1788\/files\/9783319012698.jpg?v=1775675461","url":"https:\/\/lateknightbooks.com\/products\/9783319012698","provider":"Late Knight Books and Services, LLC","version":"1.0","type":"link"}