Markov processes and convex minorants
Séminaire de probabilités de Strasbourg (1984)
- Volume: 18, page 29-41
Access Full Article
top
How to cite
topBass, Richard F.. "Markov processes and convex minorants." Séminaire de probabilités de Strasbourg 18 (1984): 29-41. <http://eudml.org/doc/113489>.
@article{Bass1984,
author = {Bass, Richard F.},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {convex minorant; extreme point; decomposition of general Markov processes; splitting times},
language = {eng},
pages = {29-41},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Markov processes and convex minorants},
url = {http://eudml.org/doc/113489},
volume = {18},
year = {1984},
}
TY - JOUR
AU - Bass, Richard F.
TI - Markov processes and convex minorants
JO - Séminaire de probabilités de Strasbourg
PY - 1984
PB - Springer - Lecture Notes in Mathematics
VL - 18
SP - 29
EP - 41
LA - eng
KW - convex minorant; extreme point; decomposition of general Markov processes; splitting times
UR - http://eudml.org/doc/113489
ER -
References
top- 1. R.M. Blumenthal, Weak convergence to Brownian excursion, to appear in Ann. Prob.11 (1983). Zbl0515.60081MR704566
- 2. J.L. Doob, Conditional Brownian motion and the boundary limits of harmonic functions, Bull. Soc. Math. France85(1957), 431-458. Zbl0097.34004MR109961
- 3. J.L. Doob, Heuristic approach to the Kolmogorov-Smirnov theorems, Ann. Math. Stat.16(1949), 31-41. Zbl0035.08901MR30732
- 4. R.T. Durrett, D.L. Inglehart, and D.R. Miller, Weak convergence to Brownian meander and Brownian excursion, Ann. Prob.5(1977), 117-129. Zbl0356.60034MR436353
- 5. P. Groeneboom, The concave majorant of Brownian motion, to appear in Ann. Prob. Zbl0523.60079MR714964
- 6. K. Ito and H.P. McKean, Jr., Diffusion processes and their sample paths, Springer-Verlag, New York, 1974. Zbl0285.60063MR345224
- 7. P.A. Meyer, R.T. Smythe, and J.B. Walsh, Birth and death of Markov processes, Sixth Berkeley Symposium, Vol.3, 295-305, Univ. of California Press, Berkeley, 1972. Zbl0255.60046MR405600
- 8. P.W. Millar, A path decomposition for Markov processes, Ann. Prob.6(1978), 345-348. Zbl0379.60070MR461678
- 9. J.W. Pitman, Remarks on the convex minorant of Brownian motion, to appear in Seminar on Stochastic Processes1982, Birkhäuser, Boston. Zbl0528.60033MR733673
NotesEmbed ?
topYou must be logged in to post comments.
To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.