Excursions of Brownian motion and bessel processes

  • R. K. Getoor
  • M. J. Sharpe
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References

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    Abramowitz, M., Stegun, I.: Handbook of Mathematical Functions. New York: Dover 1970Google Scholar
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    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
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    Chung, K.L.: Excursions in Brownian Motion. Ark. Mat. 14, 155–177 (1976)Google Scholar
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    Getoor, R.K.: Excursions of a Markov Process. [To appear Ann. Probability]Google Scholar
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    Getoor, R.K.: The Brownian Escape Process. [To appear Ann. Probability]Google Scholar
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    Ito, K., McKean, H.P.: Diffusion Processes and Their Sample Paths. Berlin-Heidelberg-New York: Springer 1965Google Scholar
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    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

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