Occupation times of compact sets by planar brownian motion
Annales de l'I.H.P. Probabilités et statistiques (1994)
- Volume: 30, Issue: 2, page 317-329
- ISSN: 0246-0203
Access Full Article
top
How to cite
topChan, Terence. "Occupation times of compact sets by planar brownian motion." Annales de l'I.H.P. Probabilités et statistiques 30.2 (1994): 317-329. <http://eudml.org/doc/77485>.
@article{Chan1994,
author = {Chan, Terence},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {arc-sine law; Brownian motion; occupation time; Tauberian asymptotic results; Itô excursion law},
language = {eng},
number = {2},
pages = {317-329},
publisher = {Gauthier-Villars},
title = {Occupation times of compact sets by planar brownian motion},
url = {http://eudml.org/doc/77485},
volume = {30},
year = {1994},
}
TY - JOUR
AU - Chan, Terence
TI - Occupation times of compact sets by planar brownian motion
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 1994
PB - Gauthier-Villars
VL - 30
IS - 2
SP - 317
EP - 329
LA - eng
KW - arc-sine law; Brownian motion; occupation time; Tauberian asymptotic results; Itô excursion law
UR - http://eudml.org/doc/77485
ER -
References
top- N.H. Bingham, C.M. Goldie and J.L. Teugels, Regular Variation, Cambridge University Press, 1987. Zbl0617.26001MR898871
- D.A. Darling and M. Kac, On Occupation Times for Markov Processes, Trans. Amer. Math. Soc., Vol. 84, 1957, pp. 444-458. Zbl0078.32005MR84222
- A. Erdélyi Ed. et al., Tables of Integral Transforms, Vol. 1, Bateman Manuscript Project, McGraw-Hill, 1954. Zbl0055.36401
- K. Itô and H.P. Mckean, Diffusion Processes and their Sample Paths, Springer-Verlag, 1965. Zbl0127.09503
- D. Revuz and M. Yor, Continuous Martingales and Brownian Motion, Springer-Verlag, 1991. Zbl0731.60002MR1083357
- L.C.G. Rogers and D. Williams, Diffusions, Markov Processes and Martingales, Vol. 2, Itô Calculus, Wiley, 1987. Zbl0627.60001MR921238
- A. Truman and D. Williams, A Generalized Arc-Sine Law and Nelson's Stochastic Mechanics of One-Dimensional Time-Homogeneous Diffusions, in Diffusion Processes and Related Problems in Analysis, Vol. 1, Ed. M. Pinsky, 1990, pp. 117-139, Birkhäuser. Zbl0726.60077MR1110160
- G.N. Watson, A Treatise on the Theory of Bessel Functions, Cambridge University Press, 1952. MR1349110JFM50.0264.01
- D.V. Widder, The Laplace Transform, Princeton University Press, 1941. Zbl0063.08245MR5923JFM67.0384.01
NotesEmbed ?
topYou must be logged in to post comments.
To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.