Conditional excursion theory

David Williams

Séminaire de probabilités de Strasbourg (1979)

  • Volume: 13, page 490-494

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Williams, David. "Conditional excursion theory." Séminaire de probabilités de Strasbourg 13 (1979): 490-494. <http://eudml.org/doc/113243>.

@article{Williams1979,
author = {Williams, David},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {Bessel process; martingales},
language = {eng},
pages = {490-494},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Conditional excursion theory},
url = {http://eudml.org/doc/113243},
volume = {13},
year = {1979},
}

TY - JOUR
AU - Williams, David
TI - Conditional excursion theory
JO - Séminaire de probabilités de Strasbourg
PY - 1979
PB - Springer - Lecture Notes in Mathematics
VL - 13
SP - 490
EP - 494
LA - eng
KW - Bessel process; martingales
UR - http://eudml.org/doc/113243
ER -

References

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  1. 1. Getoor, R.K., Markov processes: Ray processes and right processes, SpringerLecture Notes in Mathematics, 440 (1975). Zbl0299.60051MR405598
  2. 2. Itô, K., Poisson point processes attached to Markov processes, Proc. 6th Berkeley Sympos. Math. Statist. Probab., vol.III, 225-40 (1971) Zbl0284.60051MR402949
  3. 3. Maisonneuve, B., Systèmes régénératifs, Astérisque15, Société Mathématique de France (1974). Zbl0285.60049MR350879
  4. 4. Walsh, J.B., Excursions and local time, in Temps locaux (ed. Azéma, Yor), Astérisque52-53, Société Mathématique de France (1978). MR509476
  5. 5. Williams, D., Path decomposition and continuity of local time for one-dimensional diffusions, Proc. London Math. Soc.. (3rd series) 28, 738-68 (1974). Zbl0326.60093MR350881

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