On Lévy's downcrossing theorem and various extensions

Bernard Maisonneuve

Séminaire de probabilités de Strasbourg (1981)

  • Volume: 15, page 191-205

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Maisonneuve, Bernard. "On Lévy's downcrossing theorem and various extensions." Séminaire de probabilités de Strasbourg 15 (1981): 191-205. <http://eudml.org/doc/113322>.

@article{Maisonneuve1981,
author = {Maisonneuve, Bernard},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {local time; Markov processes; regenerative sets; excursions},
language = {eng},
pages = {191-205},
publisher = {Springer - Lecture Notes in Mathematics},
title = {On Lévy's downcrossing theorem and various extensions},
url = {http://eudml.org/doc/113322},
volume = {15},
year = {1981},
}

TY - JOUR
AU - Maisonneuve, Bernard
TI - On Lévy's downcrossing theorem and various extensions
JO - Séminaire de probabilités de Strasbourg
PY - 1981
PB - Springer - Lecture Notes in Mathematics
VL - 15
SP - 191
EP - 205
LA - eng
KW - local time; Markov processes; regenerative sets; excursions
UR - http://eudml.org/doc/113322
ER -

References

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  1. [1]. Chung, K.L., Durrett, R.: Downcrossings and local time. Z. Wahrscheinlichkeitstheorie verw. Gebiete35, 147-149 (1976). Zbl0348.60111MR405605
  2. [2]. Getoor, R.K.: Another limit theorem for local time. Z. Wahrscheinlichkeitstheorie verw. Gebiete34, 1-10 (1976). Zbl0347.60054MR397897
  3. [3]. Ito, K. : Poisson point processes attached to Markov processes. Proc. Sixth Berkeley Sympos. Math. Statist. Probab.3, 225-240 (1971). Zbl0284.60051MR402949
  4. [4]. Ito, K., McKean, H.P.Jr. : Diffusion processes and their sample paths. 2nd ed. Springer-Verlag, Berlin, 1965. Zbl0127.09503
  5. [5]. Maisonneuve, B.: Systemes Régénératifs. Astérisque15, Société Mathématique de France, 1974. Zbl0285.60049MR350879
  6. [6]. Maisonneuve, B.: Changements de temps d'un processus markovien additif. Séminaire de Probabilités XI (Univ. Strasbourg), pp. 529-538. Lecture notes in Math.581, Springer-Verlag, Berlin, 1977. Zbl0367.60091MR488326
  7. [7]. Maisonneuve, B.: Temps local et dénombrements d'excursions. Z. Wahrscheinlichkeitstheorie verw. Gebiete52, 109-113 (1980). Zbl0411.60076MR568262
  8. [8]. Williams, D.: On Lévy's downcrossing theorem. Z. Wahrscheinlichkeitstheorie verw. Gebiete40, 157-8 (1977). Zbl0372.60115MR464413
  9. [9]. Williams, D.: Diffusions, Markov Processes and Martingales, vol. 1: Foundations. Wiley, New York, 1979. Zbl0402.60003MR531031
  10. [10]. Doob, D.L.: Stochastic Processes. Wiley, New York, 1953. Zbl0053.26802MR58896

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