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zbMath0622.60083MaRDI QIDQ3759650

Frank B. Knight

Publication date: 1986

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Ornstein-Uhlenbeck process local time excursion theory lengths of excursions

Mathematics Subject Classification ID

Brownian motion (60J65) Diffusion processes (60J60) Local time and additive functionals (60J55)

Related Items (3)

Order statistics for jumps of normalised subordinators ⋮ Brownian penalisations related to excursion lengths. VII ⋮ Asymptotics for the distribution of lengths of excursions of a \(d\)-dimensional Bessel process \((0 < d < 2)\)

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