## Local Times and Excursion Theory for Brownian Motion: A Tale of Wiener and Itô MeasuresThis 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. |

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Local Times and Excursion Theory for Brownian Motion: A Tale of Wiener and ... Ju-Yi Yen,Marc Yor No preview available - 2013 |