The lifetime of conditional brownian motion in the plane
Annales de l'I.H.P. Probabilités et statistiques (1984)
- Volume: 20, Issue: 4, page 349-351
- ISSN: 0246-0203
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topChung, Kai Lai. "The lifetime of conditional brownian motion in the plane." Annales de l'I.H.P. Probabilités et statistiques 20.4 (1984): 349-351. <http://eudml.org/doc/77241>.
@article{Chung1984,
author = {Chung, Kai Lai},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {conditional Brownian motion; lifetime of h-paths; upcrossing lemma},
language = {eng},
number = {4},
pages = {349-351},
publisher = {Gauthier-Villars},
title = {The lifetime of conditional brownian motion in the plane},
url = {http://eudml.org/doc/77241},
volume = {20},
year = {1984},
}
TY - JOUR
AU - Chung, Kai Lai
TI - The lifetime of conditional brownian motion in the plane
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 1984
PB - Gauthier-Villars
VL - 20
IS - 4
SP - 349
EP - 351
LA - eng
KW - conditional Brownian motion; lifetime of h-paths; upcrossing lemma
UR - http://eudml.org/doc/77241
ER -
References
top- [1] K.L. Chung, Lectures from Markov Processes to Brownian motion, Grundlehren der mathematischen Wissenschaft, t. 249, Springer-Verlag, 1982. Zbl0503.60073MR648601
- [2] K.L. Chung, A course in Probability Theory, 2nd edition, Academic Press, 1974. Zbl0345.60003MR1796326
- [3] M. Cranston and T.R. Mcconnell, The lifetime of conditioned Brownian motion, Z. Wahrsch. Verw. Gebiete, t. 65, 1983, p. 1-11. Zbl0506.60071MR717928
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