On the sojourn times of killed brownian motion
Séminaire de probabilités de Strasbourg (1978)
- Volume: 12, page 428-445
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topKnight, Frank B.. "On the sojourn times of killed brownian motion." Séminaire de probabilités de Strasbourg 12 (1978): 428-445. <http://eudml.org/doc/113165>.
@article{Knight1978,
author = {Knight, Frank B.},
journal = {Séminaire de probabilités de Strasbourg},
language = {fre},
pages = {428-445},
publisher = {Springer - Lecture Notes in Mathematics},
title = {On the sojourn times of killed brownian motion},
url = {http://eudml.org/doc/113165},
volume = {12},
year = {1978},
}
TY - JOUR
AU - Knight, Frank B.
TI - On the sojourn times of killed brownian motion
JO - Séminaire de probabilités de Strasbourg
PY - 1978
PB - Springer - Lecture Notes in Mathematics
VL - 12
SP - 428
EP - 445
LA - fre
UR - http://eudml.org/doc/113165
ER -
References
top- 1. W. Feller, An introduction to probability theory and its applications, Vol. II, 2nd corrected printing, Wiley, New York, 1966. Zbl0138.10207
- 2. K. Ito and H.P. McKean, Jr., Diffusion processes and their sample paths, Springer, Berlin, 1965. Zbl0127.09503
- 3. F.B. Knight, Random walks and a sojourn density process of Brownian motion, Trans. Amer. Math. Soc.109 (1963), 56-86. Zbl0119.14604MR154337
- 4. F.B. Knight, Brownian local times and taboo processes, Trans. Amer. Math. Soc.143 (1969). 173-185 Zbl0187.41203MR253424
- 5. H.M. Taylor, A stopped Brownian motion formula, Ann. Probability3(1975), 234-246. Zbl0303.60072MR375486
- 6. D. Williams, On a stopped Brownian motion formula of H. M. Taylor, Seminaire de ProbabilitiesX, Strasbourg, (1976), 235-239, Lecture Notes in Math.511, Springer, Berlin, 1976. Zbl0368.60056MR461687
- 7. D.L. Burkholder, One-sided maximal functions and Hp. Journal of functional analysis18(1975), 429-454. Zbl0294.31005MR365693
Citations in EuDML Documents
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- 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
- Thierry Jeulin, Marc Yor, Sur les distributions de certaines fonctionnelles du mouvement brownien
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