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Examples

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

Abstract

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.

Keywords

Brownian Motion Transition Function Borel Function Continuous Path Sample Function 
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.

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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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