Continuity of martingales in the Brownian excursion filtration

DOI10.1007/BF01297486zbMath0611.60075MaRDI QIDQ1087245

L. C. G. Rogers

Publication date: 1987

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

zbMATH Keywords

Brownian motionexcursion filtration

Mathematics Subject Classification ID

Brownian motion (60J65) Martingales with continuous parameter (60G44) Sample path properties (60G17)

Related Items

The SDE solved by local times of a Brownian excursion or bridge derived from the height profile of a random tree or forest

Cites Work

• Self-avoiding random walk: A Brownian motion model with local time drift
• Calculation of some conditional excursion formulae
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