Excursion laws and exceptional points on brownian paths

Krzysztof Burdzy

Séminaire de probabilités de Strasbourg (1993)

  • Volume: 27, page 177-181

How to cite

top

Burdzy, Krzysztof. "Excursion laws and exceptional points on brownian paths." Séminaire de probabilités de Strasbourg 27 (1993): 177-181. <http://eudml.org/doc/113844>.

@article{Burdzy1993,
author = {Burdzy, Krzysztof},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {exceptional points on the Brownian path; excursions; Brownian excursion law; Poisson point process; Watanabe's approach},
language = {eng},
pages = {177-181},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Excursion laws and exceptional points on brownian paths},
url = {http://eudml.org/doc/113844},
volume = {27},
year = {1993},
}

TY - JOUR
AU - Burdzy, Krzysztof
TI - Excursion laws and exceptional points on brownian paths
JO - Séminaire de probabilités de Strasbourg
PY - 1993
PB - Springer - Lecture Notes in Mathematics
VL - 27
SP - 177
EP - 181
LA - eng
KW - exceptional points on the Brownian path; excursions; Brownian excursion law; Poisson point process; Watanabe's approach
UR - http://eudml.org/doc/113844
ER -

References

top
  1. 1. R. Blumenthal, Excursions of Markov Processes, Birkhäuser, Boston, 1992. Zbl0983.60504MR1138461
  2. 2. K. Burdzy, Multidimensional Brownian Excursions and Potential Theory, Longman, Harlow, Essex, 1987. Zbl0691.60066MR932248
  3. 3. K. Burdzy, Geometric properties of 2-dimensional Brownian paths, Probab. Th. Rel. Fields81 (1989), 485-505. Zbl0667.60078MR995807
  4. 4. B. Davis, On Brownian slow points, Z. Wahrsch. verw. Gebiete64 (1983), 359-367. Zbl0506.60078MR716492
  5. 5. B. Davis and E. Perkins, Brownian slow points: the critical case, Ann. Probab.13 (1985), 779-803. Zbl0576.60030MR799422
  6. 6. P. Greenwood and E.A. Perkins, Local time on square root boundaries, Ann. Probab.11 (1983), 227-261. Zbl0522.60030MR690126
  7. 7. M. Sharpe, General Theory of Markov Processes, Academic Press, New York, 1988. Zbl0649.60079MR958914
  8. 8. S. Watanabe, Excursion point processes and diffusions, Proceedings of the International Congress of Mathematicians, 1983, Warszawa (Z. Ciesielski and Cz. Olech, eds.), PWN-Polish Scientific Publishers, Warsaw, 1984, pp. 1117-1124. Zbl0565.60044MR804763
  9. 9. S. Watanabe, Construction of semimartingales from pieces by the method of excursion point processes, Ann. Inst. Henri Poincaré23 (1987), 297-320. Zbl0622.60050MR898498

NotesEmbed ?

top

You 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.

Only the controls for the widget will be shown in your chosen language. Notes will be shown in their authored language.

Tells the widget how many notes to show per page. You can cycle through additional notes using the next and previous controls.

    
                

Note: Best practice suggests putting the JavaScript code just before the closing </body> tag.