• Robert M. Blumenthal
Part of the Probability and Its Applications book series (PA)


In this chapter we will give examples of various kinds of Markov processes. Also we will construct Brownian motion and use it to construct some other processes that are particularly important in excursion theory.


Brownian Motion Transition Function Borel Function Continuous Path Sample Function 
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Copyright information

© Birkhäuser Boston 1992

Authors and Affiliations

  • Robert M. Blumenthal
    • 1
  1. 1.Department of MathematicsUniversity of WashingtonSeattleUSA

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