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

MSC:
60J65 Brownian motion
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References:
[1] Abramowitz, M., Stegun, I.: Handbook of Mathematical Functions. New York: Dover 1970 · Zbl 0171.38503
[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. Berlin-Heidelberg-New York: Springer 1965 · Zbl 0127.09503
[7] Magnus, W., Oberhettinger, F.: Formulas and Theorems for the Special Functions of Mathematical Physics. New York: Chelsea 1949 · Zbl 0039.07202
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