Integral functionals under the excursion measure

DOI10.1017/jpr.2019.90zbMath1434.60210OpenAlexW3021627998MaRDI QIDQ5109493

Maciej Wiśniewolski

Publication date: 12 May 2020

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/jpr.2019.90

zbMATH Keywords

Brownian motion with driftexcursion measureexcursions of Markov processfirst hitting time of 0Itó diffusion

Mathematics Subject Classification ID

Brownian motion (60J65) Probabilistic potential theory (60J45) Local time and additive functionals (60J55)

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