On the upcrossing chains of stopped brownian motion

Frank B. Knight

Séminaire de probabilités de Strasbourg (1998)

  • Volume: 32, page 343-375

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Knight, Frank B.. "On the upcrossing chains of stopped brownian motion." Séminaire de probabilités de Strasbourg 32 (1998): 343-375. <http://eudml.org/doc/113995>.

@article{Knight1998,
author = {Knight, Frank B.},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {upcrossing chains; stopped Brownian motion; local time},
language = {eng},
pages = {343-375},
publisher = {Springer - Lecture Notes in Mathematics},
title = {On the upcrossing chains of stopped brownian motion},
url = {http://eudml.org/doc/113995},
volume = {32},
year = {1998},
}

TY - JOUR
AU - Knight, Frank B.
TI - On the upcrossing chains of stopped brownian motion
JO - Séminaire de probabilités de Strasbourg
PY - 1998
PB - Springer - Lecture Notes in Mathematics
VL - 32
SP - 343
EP - 375
LA - eng
KW - upcrossing chains; stopped Brownian motion; local time
UR - http://eudml.org/doc/113995
ER -

References

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  1. 1. Chacon, R., LeJan, Y., Perkins, E. and Taylor, S.J., Generalized arc length for Brownian motion and Lévy processes, Z. Wahrsch. Verw. Gebiete57 (1981), 197-211. Zbl0469.60037MR626815
  2. 2. Feller, W., An Introduction to Probability Theory and its Applications, Vol. I., 3rd Edition. John Wiley and Sons, New York (1968). Zbl0155.23101MR228020
  3. 3. Knight, F.B., On the random walk and Brownian motion, TAMS103 (1962), 218-228. Zbl0279.60057MR139211
  4. 4. _, Random walks and a sojourn density process of Brownian motion, TAMS109 (1963), 56-86. Zbl0119.14604MR154337
  5. 5. _, Brownian local times and taboo processes, TAMS143 (1969), 173-185. Zbl0187.41203MR253424
  6. 6. _, Approximation of stopped Brownian local time by dyadic crossing chains, Stochastic Processes and their Applications Vol. 66, No 2 (1997), 253-271. Zbl0889.60083MR1440401
  7. 7. Pitman, J., and Yor, M., A decomposition of Bessel bridges, Z. Wahrsch. Verw. Gebiete59 (1982), 425-457. Zbl0484.60062MR656509
  8. 8. Walsh, J.B., Downcrossings and the Markov property of local time, In Temps Locaux, Asterisque 52-53 (1978), 89-116. 
  9. 9. Warren, J., and Yor, M., The Brownian burglar: conditioning Brownian motion by its local time process, Séminaire de Prob. XXXII (?). Zbl0924.60072
  10. 10. Whittaker, E.T., and Watson, G.N., A Course of Modern Analysis, 4th Edition Cambridge (1965). Zbl45.0433.02JFM45.0433.02

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