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Time changes of Brownian motion and the conditional excursion theorem

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Part of the Lecture Notes in Mathematics book series (LNM,volume 1095)

Keywords

  • Brownian Motion
  • Poisson Point Process
  • Predictable Process
  • Strong Markov Property
  • Brownian Motion Process

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References

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© 1984 Springer-Verlag

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McGill, P. (1984). Time changes of Brownian motion and the conditional excursion theorem. In: Truman, A., Williams, D. (eds) Stochastic Analysis and Applications. Lecture Notes in Mathematics, vol 1095. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0099123

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  • DOI: https://doi.org/10.1007/BFb0099123

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-13891-4

  • Online ISBN: 978-3-540-39103-6

  • eBook Packages: Springer Book Archive