Markov processes on the boundary of the binary tree
Séminaire de probabilités de Strasbourg (1992)
- Volume: 26, page 210-224
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topBaxter, Martin. "Markov processes on the boundary of the binary tree." Séminaire de probabilités de Strasbourg 26 (1992): 210-224. <http://eudml.org/doc/113798>.
@article{Baxter1992,
author = {Baxter, Martin},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {Ray-Knight compactification; local time; Brownian diffusion; boundary process},
language = {eng},
pages = {210-224},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Markov processes on the boundary of the binary tree},
url = {http://eudml.org/doc/113798},
volume = {26},
year = {1992},
}
TY - JOUR
AU - Baxter, Martin
TI - Markov processes on the boundary of the binary tree
JO - Séminaire de probabilités de Strasbourg
PY - 1992
PB - Springer - Lecture Notes in Mathematics
VL - 26
SP - 210
EP - 224
LA - eng
KW - Ray-Knight compactification; local time; Brownian diffusion; boundary process
UR - http://eudml.org/doc/113798
ER -
References
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- [3] L.C.G. Rogers. A Guided Tour through Excursions. Bull. London Math. Soc., 21 (1989), 305-341. Zbl0689.60075MR998631
- [4] L.C.G. Rogers and D. Williams. Construction and Approximation of Transition Matrix Functions. Analytic and Geometric Stochastics, suppl. to Adv. App. Prob., 18 (1986), 133-160. Zbl0616.60065MR868514
- [5] L.C.G. Rogers and D. Williams. Diffusions, Markov Processes, and Martingales, vol. 2: Itô Calculus (Wiley1987). Zbl0627.60001MR921238
- [6] D. Williams. Diffusions, Markov Processes, and Martingales, vol. 1: Foundations (Wiley, 1979). Zbl0402.60003MR531031
- [7] R.W. Wolff. Stochastic Modelling and the Theory of Queues (Prentice-Hall1989). Zbl0701.60083MR1022666
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