On the lengths of excursions of some Markov processes

James W. Pitman; Marc Yor

Séminaire de probabilités de Strasbourg (1997)

  • Volume: 31, page 272-286

How to cite


Pitman, James W., and Yor, Marc. "On the lengths of excursions of some Markov processes." Séminaire de probabilités de Strasbourg 31 (1997): 272-286. <http://eudml.org/doc/113964>.

author = {Pitman, James W., Yor, Marc},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {Lévy measure; Girsanov transformation; Ornstein-Uhlenbeck process; Bessel process},
language = {eng},
pages = {272-286},
publisher = {Springer - Lecture Notes in Mathematics},
title = {On the lengths of excursions of some Markov processes},
url = {http://eudml.org/doc/113964},
volume = {31},
year = {1997},

AU - Pitman, James W.
AU - Yor, Marc
TI - On the lengths of excursions of some Markov processes
JO - Séminaire de probabilités de Strasbourg
PY - 1997
PB - Springer - Lecture Notes in Mathematics
VL - 31
SP - 272
EP - 286
LA - eng
KW - Lévy measure; Girsanov transformation; Ornstein-Uhlenbeck process; Bessel process
UR - http://eudml.org/doc/113964
ER -


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