Excursions of Brownian motion and bessel processes

  • R. K. Getoor
  • M. J. Sharpe


Stochastic Process Brownian Motion Probability Theory Mathematical Biology Bessel Process 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.


Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.


  1. 1.
    Abramowitz, M., Stegun, I.: Handbook of Mathematical Functions. New York: Dover 1970Google Scholar
  2. 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)Google Scholar
  3. 3.
    Chung, K.L.: Excursions in Brownian Motion. Ark. Mat. 14, 155–177 (1976)Google Scholar
  4. 4.
    Getoor, R.K.: Excursions of a Markov Process. [To appear Ann. Probability]Google Scholar
  5. 5.
    Getoor, R.K.: The Brownian Escape Process. [To appear Ann. Probability]Google Scholar
  6. 6.
    Ito, K., McKean, H.P.: Diffusion Processes and Their Sample Paths. Berlin-Heidelberg-New York: Springer 1965Google Scholar
  7. 7.
    Magnus, W., Oberhettinger, F.: Formulas and Theorems for the Special Functions of Mathematical Physics. New York: Chelsea 1949Google Scholar

Copyright information

© Springer-Verlag 1979

Authors and Affiliations

  • R. K. Getoor
    • 1
  • M. J. Sharpe
    • 1
  1. 1.Department of MathematicsUniversity of CaliforniaLa JollaUSA

Personalised recommendations