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Brownian local times and taboo processes. (English) Zbl 0187.41203


MSC:

60J65 Brownian motion
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[1] Kai Lai Chung, Markov chains with stationary transition probabilities, Die Grundlehren der mathematischen Wissenschaften, Bd. 104, Springer-Verlag, Berlin-Göttingen-Heidelberg, 1960. · Zbl 0092.34304
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[5] P. Lévy, Processus stochastiques et mouvement brownien, Gauthier-Villars, Paris, 1948. · Zbl 0034.22603
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[11] H. P. McKean Jr., Excursions of a non-singular diffusion, Z. Wahrscheinlichkeitstheorie und Verw. Gebiete 1 (1962/1963), 230 – 239. · Zbl 0117.35903
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