The Excursion Filtration of BES(3)

Paul McGill

Publications mathématiques et informatique de Rennes (1984)

  • Issue: 1, page 1-30

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McGill, Paul. "The Excursion Filtration of BES(3)." Publications mathématiques et informatique de Rennes (1984): 1-30. <http://eudml.org/doc/273876>.

@article{McGill1984,
author = {McGill, Paul},
journal = {Publications mathématiques et informatique de Rennes},
language = {eng},
number = {1},
pages = {1-30},
publisher = {Département de Mathématiques et Informatique, Université de Rennes},
title = {The Excursion Filtration of BES(3)},
url = {http://eudml.org/doc/273876},
year = {1984},
}

TY - JOUR
AU - McGill, Paul
TI - The Excursion Filtration of BES(3)
JO - Publications mathématiques et informatique de Rennes
PY - 1984
PB - Département de Mathématiques et Informatique, Université de Rennes
IS - 1
SP - 1
EP - 30
LA - eng
UR - http://eudml.org/doc/273876
ER -

References

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  1. 1. Dellacherie, C. et Meyer, P.A.Probabilités et potentiel (Théorie des martingales). Herman, Paris, 1980. Zbl0323.60039MR566768
  2. 2. El-Karoui, N. et Chaleyat-Maurel, M.Un problème de réflexion et ses applications au temps local et aux équations différentielles stochastiques sur R - cas continu. In: Temps Locaux, Astérisque Vol 52/3, Soc. Math. France, 1977. 
  3. 3. Feller, W.An introduction to the theory of probability and its applications, Vol. IIWiley, New York, 1970. Zbl0039.13201
  4. 4. Ito, K. and McKean, H.P.Diffusion processes and their sample paths. Springer-Verlag, Berlin and New York, 1965. Zbl0285.60063MR199891
  5. 5. Jeulin, T.Semi-martingales et grossissement d'une filtration. Lec. Notes in Math.833Springer-Verlag, Berlin and New York, 1980. Zbl0444.60002MR604176
  6. 6. Jeulin, T.Application de la théorie du grossissement a l'étude des temps locaux browniens. Preprint 1983. Zbl0562.60080
  7. 7. Maisonneuve, B.Exit systems. Ann. Prob.3, 399-411, (1975). Zbl0311.60047MR400417
  8. 8. McGill, P.Markov properties of diffusion local time : a martingale approach Adv. Appl. Prob.14 , 789-810 (1982). Zbl0502.60062MR677557
  9. 9. McGill, P.Calculation of some conditional excursion formulae. Zeit, für Wahrschienlichkeitstheorie 61, 255-260 (1982). Zbl0495.60081MR675614
  10. 10. McGill, P.Time changes of Brownian motion and the conditional excursion theorem. In : Lect. Notes in Math.1095Springer-Verlag, Berlin and New York, 1984. Zbl0563.60074MR777515
  11. 11. McGill, P.Integral representation of martingales in the Brownian excursion filtration. Preprint 1983. Zbl0635.60057MR942039
  12. 12. McGill, P.Quelques propriétés du compensateur du processus des excursions browniennes. Comptes Rendus Acad. Sc. t. 298, Série I, no. 15357-359, (1984). Zbl0557.60068MR745015
  13. 13. McGill, P.A martingale characterisation of the Brownian excursion compensator. Preprint (1984). Zbl0555.60049MR814664
  14. 14. Walsh, J.B.Excursions and local time. In: Temps Locaux, Astérisque Vol. 52/3, Soc. Math. France, 1977. 
  15. 15. Walsh, J.B.Stochastic integration with respect to local time. In: Seminar on stochastic processes 1982, Birkhaüser, Basel1983. Zbl0524.60074MR733675
  16. 16. Williams, D.Markov properties of Brownian local time. Bull. Amer. Math. Soc.75, 1055-56 (1969). Zbl0266.60060MR245095
  17. 17. Williams, D.Decomposing the Brownianpath. Bull. Amer. Math. Soc.76, 871-3 (1970). Zbl0233.60066MR258130
  18. 18. Williams, D.Conditional excursion theory. In: Séminaire de Probabilité XIII, Lect. Notes in Math.721, Springer-Verlag, Berlin and New York, 1979. Zbl0422.60058MR544819
  19. 19. Williams, D.Path decomposition and continuity of local time for onedimensional diffusions, I. Proc. Lond. Math. Soc. (3) 28, 738-768, (1974). Zbl0326.60093MR350881

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