Brownian excursions from extremes

Pei Hsu; Peter March

Séminaire de probabilités de Strasbourg (1988)

  • Volume: 22, page 502-507

How to cite


Hsu, Pei, and March, Peter. "Brownian excursions from extremes." Séminaire de probabilités de Strasbourg 22 (1988): 502-507. <>.

author = {Hsu, Pei, March, Peter},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {local time; maximum and minimum processes; time-changed reflecting Brownian motion; excursion theory},
language = {eng},
pages = {502-507},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Brownian excursions from extremes},
url = {},
volume = {22},
year = {1988},

AU - Hsu, Pei
AU - March, Peter
TI - Brownian excursions from extremes
JO - Séminaire de probabilités de Strasbourg
PY - 1988
PB - Springer - Lecture Notes in Mathematics
VL - 22
SP - 502
EP - 507
LA - eng
KW - local time; maximum and minimum processes; time-changed reflecting Brownian motion; excursion theory
UR -
ER -


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  7. [7] Imhof, J-P., On the Range of Brownian Motion and its Inverse Process, Ann. Prob.13(1985), 1011-1017. Zbl0579.60084
  8. [8] Jacobs, P.A., Excursions of a Markov Process Induced by Continuous Additive Functionals, Z. fur Wahr. verw. Gebiete, 44 (1978), 325-336. Zbl0369.60094
  9. [9] Pitman, J.W., Remarks on the Convex Minorant of Brownian Motion, Seminar on Stochastic Processes, Birkhäuser, 1982. Zbl0528.60033
  10. [10] Port, S.C.and Stone, C.J., Brownian Motion and Classical Potential Theory, Academic Press, New York, 1978. Zbl0413.60067
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