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  • A Tale of Wiener and Itô Measures
    Ju-Yi Yen; Marc Yor
    978-3-319-01270-4
    2013
    Edition 1
    • Both local times and excursion theory are usually discussed in much longer texts. We examine these topics in relation to readers’ basic knowledge of stochastic processes
    • Presents interesting applications of excursion theory
    • Similarly with local times of Brownian motion
    • Includes supplementary material: sn.pub/extras
    €74 €67
    10% OFF

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