Keywords
- Gaussian Process
- Empirical Process
- Exit Time
- Strong Markov Property
- Brownian Motion 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.
This is a preview of subscription content, access via your institution.
Buying options
Tax calculation will be finalised at checkout
Purchases are for personal use only
Learn about institutional subscriptionsPreview
Unable to display preview. Download preview PDF.
References
Donsker M.D. and Varadhan, S.R.S. Asymptotic evaluations of certain Markov process expectations for large time — III, Comm. Pure Appl. Math., 1976, Vol. 29, 389–461.
Goodman, V., Distribution estimates for functionals of the two-parameter Wiener process, Ann. Probability, 1976, Vol. 4, 977–982.
_____., Probability laws of exit times near zero, (to appear).
Gross, L., Potential theory on Hilbert space, J. Functional Analysis, 1967, Vol. I, 123–181.
Kac, M., Can one hear the shape of a drum, Amer. Math. Mon., 1966, Vol. 72, 1–23.
Kuelbs, J., The invariance principle for Banach space valued random variables, J. Multivariate Anal., 1973, Vol. 3, 161–172.
Lamperti, J., On convergence of stochastic processes, T.A.M.S., 1962, Vol. 104, 130–435.
Marcus, M. B. and Shepp, L. A., Sample behavior of Gaussian processes, 1972, Proc. Sixth Berk. Symp. Prob. & Stat., Vol. II, 423–441.
Müller, D. W., On Glivenko-Cantelli convergence, Z. Wahr. verw. Geb., 1970, Vol 16, 195–210.
Author information
Authors and Affiliations
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 1978 Springer-Verlag
About this paper
Cite this paper
Goodman, V. (1978). Transition probabilities for vector-valued Brownian motion with boundaries. In: Aron, R.M., Dineen, S. (eds) Vector Space Measures and Applications I. Lecture Notes in Mathematics, vol 644. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0066846
Download citation
DOI: https://doi.org/10.1007/BFb0066846
Published:
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-08668-0
Online ISBN: 978-3-540-35906-7
eBook Packages: Springer Book Archive
