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Williams' characterisation of the Brownian excursion law: proof and applications

  • L. C. G. Rogers
Conference paper
Part of the Lecture Notes in Mathematics book series (LNM, volume 850)

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References

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    AZEMA, J., YOR, M. Une solution simple au problème de Skorokhod. Séminaire de Probabilités XIII, SLN 721, Springer (1979).Google Scholar
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    JEULIN, T., YOR, M. Lois de certaines fonctionelles du mouvement Brownien et de son temps Local. Séminaire de Probabilités XV (1981).Google Scholar
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    PIERRE, M. Le problème de Skorokhod; Une remarque sur la démonstration d'Azéma-Yor. Séminaire de Probabilités XIV, SLN 784, Springer (1980).Google Scholar
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    WILLIAMS, D. The Itô excursion law for Brownian motion. (unpublished — but see §II.67 of Williams' book ‘Diffusions,Markov processes, and martingales’ (Wiley, 1979).)Google Scholar

Copyright information

© Springer-Verlag 1981

Authors and Affiliations

  • L. C. G. Rogers
    • 1
  1. 1.University College of SwanseaUK

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