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Excursion laws and exceptional points on brownian paths

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Séminaire de Probabilités XXVII

Part of the book series: Lecture Notes in Mathematics ((SEMPROBAB,volume 1557))

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References

  1. R. Blumenthal, Excursions of Markov Processes, Birkhäuser, Boston, 1992.

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  2. K. Burdzy, Multidimensional Brownian Excursions and Potential Theory, Longman, Harlow, Essex, 1987.

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  3. K. Burdzy, Geometric properties of 2-dimensional Brownian paths, Probab. Th. Rel. Fields 81 (1989), 485–505.

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  4. B. Davis, On Brownian slow points, Z. Wahrsch. verw. Gebiete 64 (1983), 359–367.

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  5. B. Davis and E. Perkins, Brownian slow points: the critical case, Ann. Probab. 13 (1985), 779–803.

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  7. M. Sharpe, General Theory of Markov Processes, Academic Press, New York, 1988.

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  8. S. Watanabe, Excursion point processes and diffusions, Proceedings of the International Congress of Mathematicians, 1983, Warszawa (Z. Ciesielski and Cz. Olech, eds.), PWN-Polish Scientific Publishers, Warsaw, 1984, pp. 1117–1124.

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  9. S. Watanabe, Construction of semimartingales from pieces by the method of excursion point processes, Ann. Inst. Henri Poincaré 23 (1987), 297–320.

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Authors and Affiliations

  1. University of Washington, USA

    Krzysztof Burdzy

  2. Department of Mathematics, GN-50, 98195, Seattle, WA

    Krzysztof Burdzy

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  1. Krzysztof Burdzy
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© 1993 Springer-Verlag

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Burdzy, K. (1993). Excursion laws and exceptional points on brownian paths. In: Séminaire de Probabilités XXVII. Lecture Notes in Mathematics, vol 1557. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0087974

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  • DOI: https://doi.org/10.1007/BFb0087974

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-57282-4

  • Online ISBN: 978-3-540-48034-1

  • eBook Packages: Springer Book Archive

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