Brownian Excursion

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


In this chapter we will give various descriptions of Brownian excursion measure; that is the measure Pˆ one obtains when the basic process X is Brownian motion in R1 and the distinguished point b is the origin. Also we will describe the excursion structure of some processes closely related to Brownian motion.


Brownian Motion Point Process Characteristic Measure Poisson Point Process Bessel Process 
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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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