Excursions of a non-singular diffusion
From MaRDI portal
Publication:5727967
DOI10.1007/BF00532494zbMath0117.35903OpenAlexW2040738823MaRDI QIDQ5727967
Publication date: 1963
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf00532494
Related Items
Path transformations for local times of one-dimensional diffusions, On the Excursion Process of Brownian Motion, Mouvement brownien, cônes et processus stables. (Brownian motion, cones and stable processes), Hidden symmetries and limit laws in the extreme order statistics of the Laplace random walk, Pairwise near-maximal grand coupling of Brownian motions, The local time at zero of the reflected symmetric stable process, The local time at zero of the reflected symmetric stable process, Approximation of stopped Brownian local time by diadic crossing chains, On the maximum increase and decrease of one-dimensional diffusions, On hitting times of affine boundaries by reflecting Brownian motion and Bessel processes, Brownian Local Times and Taboo Processes, Conditioned real self-similar Markov processes, Local time of a diffusion in a stable Lévy environment, Brownian local times, Integral Representations of Certain Measures in the One-Dimensional Diffusions Excursion Theory, On h-Transforms of One-Dimensional Diffusions Stopped upon Hitting Zero, The Doob-McKean identity for stable Lévy processes, Recurrent extensions of self-similar Markov processes and Cramér's condition, On the convex hull of a Brownian excursion with parabolic drift., Law of the iterated logarithm for oscillating random walks conditioned to stay non-negative., On first range times of linear diffusions, A decomposition of Bessel Bridges
Cites Work