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Excursions of Brownian motion and Bessel processes. (English) Zbl 0399.60074


MSC:

60J65 Brownian motion

Citations:

Zbl 0356.60033
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Full Text: DOI

References:

[1] Abramowitz, M.; Stegun, I., Handbook of Mathematical Functions (1970), New York: Dover, New York
[2] Ciesielski, Z.; Taylor, S. J., 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, 434-450 (1962) · Zbl 0121.13003
[3] Chung, K. L., Excursions in Brownian Motion, Ark. Mat., 14, 155-177 (1976) · Zbl 0356.60033
[4] Getoor, R.K.: Excursions of a Markov Process. [To appear Ann. Probability] · Zbl 0399.60069
[5] Getoor, R.K.: The Brownian Escape Process. [To appear Ann. Probability] · Zbl 0416.60086
[6] Ito, K.; McKean, H. P., Diffusion Processes and Their Sample Paths (1965), Berlin-Heidelberg-New York: Springer, Berlin-Heidelberg-New York · Zbl 0127.09503
[7] Magnus, W.; Oberhettinger, F., Formulas and Theorems for the Special Functions of Mathematical Physics (1949), New York: Chelsea, New York · Zbl 0039.07202
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