On the Excursion Process of Brownian Motion

DOI10.2307/1998281zbMath0426.60073OpenAlexW4250221321MaRDI QIDQ3862207

Frank B. Knight

Publication date: 1980

Full work available at URL: https://doi.org/10.2307/1998281

zbMATH Keywords

Bessel processBrownian excursion process

Mathematics Subject Classification ID

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

Related Items

Brownian motion and algorithm complexity ⋮ Some joint distributions for conditional random walks ⋮ On the Explicit Form of the Density of Brownian Excursion Local Time ⋮ Generalized covariances of multi-dimensional Brownian excursion local times.

Cites Work

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• Excursions in Brownian motion
• Weak convergence to Brownian meander and Brownian excursion
• Functionals of Brownian meander and Brownian excursion
• The distribution of the maximum Brownian excursion
• Excursions of Brownian motion and bessel processes
• Brownian Local Times and Taboo Processes
• Excursions of a non-singular diffusion
• Heuristic Approach to the Kolmogorov-Smirnov Theorems