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Excursions in Brownian motion. (English) Zbl 0356.60033


MSC:

60J65 Brownian motion
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[1] Chung, K. L.,Markov Chains with Stationary Transition Probabilities, second edition, Springer-Verlag, 1967. · Zbl 0146.38401
[2] Chung, K. L., On the boundary theory for Markov chains II,Acta Math. 115 (1966), 111–163. · Zbl 0315.60041
[3] Chung, K. L.,Lectures on Boundary Theory for Markov Chains, Princeton University Press 1970. · Zbl 0204.51003
[4] Chung, K. L., Maxima in Brownian excursions,Bull. Amer. Math. Soc. 81 (1975), 742–745. · Zbl 0325.60077
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[6] Chung, K. L. andDurrett, R., Downcrossings and local time. To appear inZeitschrift für Wahrscheinlichkeitstheorie.
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[12] Lévy, Paul, Sur certains processus stochastiques homogènes,Compositio Math. 7 (1939), 283–339. · JFM 65.1346.02
[13] Lévy, Paul,Processus stochastiques et mouvement brownien, second edition, Gauthier-Villars 1965 (first ed. 1948). · Zbl 0034.22603
[14] Pólya, G. andSzego”, G.,Aufgaben der Lehrsätze aus der Analysis, Springer-Verlag 1925. · JFM 51.0173.01
[15] Williams, D., The Ito excursion law for Brownian motion.To appear.
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