On a stopped brownian motion formula of H. M. Taylor
Séminaire de probabilités de Strasbourg (1976)
- Volume: 10, page 235-239
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topWilliams, David. "On a stopped brownian motion formula of H. M. Taylor." Séminaire de probabilités de Strasbourg 10 (1976): 235-239. <http://eudml.org/doc/113081>.
@article{Williams1976,
author = {Williams, David},
journal = {Séminaire de probabilités de Strasbourg},
language = {eng},
pages = {235-239},
publisher = {Springer - Lecture Notes in Mathematics},
title = {On a stopped brownian motion formula of H. M. Taylor},
url = {http://eudml.org/doc/113081},
volume = {10},
year = {1976},
}
TY - JOUR
AU - Williams, David
TI - On a stopped brownian motion formula of H. M. Taylor
JO - Séminaire de probabilités de Strasbourg
PY - 1976
PB - Springer - Lecture Notes in Mathematics
VL - 10
SP - 235
EP - 239
LA - eng
UR - http://eudml.org/doc/113081
ER -
References
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- [3] Knight, F.B. (1963). Random walks and a sojourn density process of Brownian motion. Trans. Amer. Math. Soc.10956-86. Zbl0119.14604MR154337
- [4] ---- (1969). Brownian local times and taboo processes. ibid. 143173-85. Zbl0187.41203MR253424
- [5] McKean, H.P. (1969). Stochastic integrals. Academic Press, New York. Zbl0191.46603MR247684
- [6] ---- (1975). Brownian local times. Advances in Math. 1591-111. Zbl0309.60054MR370793
- [7] Ray D.B., (1963). Sojourn times of diffusion processes. Illinois J. Math.7615-30. Zbl0118.13403MR156383
- [8] Taylor, H.M. (1975). A stopped Brownian motion formula. Ann. Probability3234-246. Zbl0303.60072MR375486
- [9] Williams, D. (1969). Markov properties of Brownian local time. Bull. Amer. Math. Soc.751035-36. Zbl0266.60060MR245095
- [10] ---- (1970). Decomposing the Brownian path. ibid. 76871-73. Zbl0233.60066MR258130
- [11] ---- (1974). Path decomposition and continuity of local time for one-dimensional diffusions, I. Proc. London Math. Soc. (3) 28738-68. Zbl0326.60093MR350881
Citations in EuDML Documents
top- Frank B. Knight, On the sojourn times of killed brownian motion
- Marc Yor, Remarques sur une formule de Paul Lévy
- Jacques Azéma, Marc Yor, Une solution simple au problème de Skorokhod
- L. C. G. Rogers, Williams' characterisation of the brownian excursion law : proof and applications
- C. Donati-Martin, M. Yor, Fubini's theorem for double Wiener integrals and the variance of the brownian path
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