Itô's excursion theory and its applications

DOI10.1007/s11537-007-0661-zzbMath1156.60066OpenAlexW4300898428MaRDI QIDQ1000330

Marc Yor, Jim W. Pitman

Publication date: 6 February 2009

Published in: Japanese Journal of Mathematics. 3rd Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11537-007-0661-z

zbMATH Keywords

excursion theoryPoisson point processlévy processes

Mathematics Subject Classification ID

Brownian motion (60J65) Diffusion processes (60J60)

Related Items

The excursion measure away from zero for spectrally negative Lévy processes, Limit theorems of Brownian additive functionals, Integral functionals under the excursion measure, Captive jump processes for bounded random systems with discontinuous dynamics, Captive diffusions and their applications to order-preserving dynamics, Itô's excursion theory and random trees, (Homogeneous) Markovian bridges, On the excursion theory for linear diffusions, On the Laws of First Hitting Times of Points for One-Dimensional Symmetric Stable Lévy Processes, A variant of Pitman's theorem on \((2J_s-R_s,s\geq 0)\) for a general transient Bessel process \(R_{(+)}\) and its implications for the corresponding Ito's measure \(\mathbf n_{(-)}\)

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