Excursion laws and exceptional points on brownian paths

Krzysztof Burdzy

Séminaire de probabilités de Strasbourg (1993)

  • Volume: 27, page 177-181

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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

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  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

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