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Decomposing the Brownian path. (English) Zbl 0233.60066


MSC:

60J65 Brownian motion
60J60 Diffusion processes
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References:

[1] Patrick Billingsley, Convergence of probability measures, John Wiley & Sons, Inc., New York-London-Sydney, 1968. · Zbl 0271.60009
[2] Z. Ciesielski and S. J. Taylor, First passage times and sojourn times for Brownian motion in space and the exact Hausdorff measure of the sample path, Trans. Amer. Math. Soc. 103 (1962), 434 – 450. · Zbl 0121.13003
[3] Kiyoshi ItĂ´ and Henry P. McKean Jr., Diffusion processes and their sample paths, Die Grundlehren der Mathematischen Wissenschaften, Band 125, Academic Press, Inc., Publishers, New York; Springer-Verlag, Berlin-New York, 1965.
[4] Daniel Ray, Sojourn times of diffusion processes, Illinois J. Math. 7 (1963), 615 – 630. · Zbl 0118.13403
[5] David Williams, Markov properties of Brownian local time, Bull. Amer. Math. Soc. 75 (1969), 1035 – 1036. · Zbl 0266.60060
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