Keywords
- Random Time
- Death Time
- Random Boundary
- Strong Markov Property
- Brownian Path
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References
P. Greenwood and J. Pitman Fluctuation identities for Lévy processes and splitting at the maximum, Adv. Appl. Prob. 12 893–902 (1980).
P.A. Meyer, R.T. Smythe and J.B. Walsh Birth and death of Markov processes. Proc. 6th Berkeley Symp., Vol. III 295–306 (1972).
P.W. Millar Random times and decomposition theorems. Proc. Symp. in Pure Mathematics, Vol. 31, 91–103 (1977).
J.B. Walsh Excursions and local time. In: Temps Locaux, Astérisque Vol. 52/3, Soc. Math. France, 1977.
D. Williams Decomposing the Brownian path. Bull. Amer. Math. Soc. 76, 871–3 (1970)
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© 1988 Springer-Verlag
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McGill, P. (1988). Excursions from random boundaries. In: Truman, A., Davies, I.M. (eds) Stochastic Mechanics and Stochastic Processes. Lecture Notes in Mathematics, vol 1325. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0077924
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DOI: https://doi.org/10.1007/BFb0077924
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Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-50015-5
Online ISBN: 978-3-540-45887-6
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