Skip to main content

Markov processes and convex minorants

Part of the Lecture Notes in Mathematics book series (SEMPROBAB,volume 1059)

This is a preview of subscription content, access via your institution.

Buying options

Chapter
USD   29.95
Price excludes VAT (Canada)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD   44.99
Price excludes VAT (Canada)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD   59.00
Price excludes VAT (Canada)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Learn about institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

References

  1. R. M. Blumenthal, Weak convergence to Brownian excursion, to appear in Ann. Prob. 11 (1983).

    Google Scholar 

  2. J. L. Doob, Conditional Brownian motion and the boundary limits of harmonic functions, Bull. Soc. Math. France 85(1957), 431–458.

    MathSciNet  MATH  Google Scholar 

  3. J. L. Doob, Heuristic approach to the Kolmogrov-Smirnov theorems, Ann. Math. Stat. 16(1949), 31–41.

    MathSciNet  Google Scholar 

  4. R. T. Durrett, D. L. Inglehart, and D. R. Miller, Weak convergence to Brownian meander and Brownian excursion, Ann. Prob. 5(1977), 117–129.

    CrossRef  MathSciNet  MATH  Google Scholar 

  5. P. Groeneboom, The concave majorant of Brownian motion, to appear in Ann. Prob.

    Google Scholar 

  6. K. Ito and H. P. McKean, Jr., Diffusion processes and their sample paths, Springer-Verlag, New York, 1974.

    MATH  Google Scholar 

  7. P. A. Meyer, R. T. Smythe, and J. B. Walsh, Birth and death of Markov processes, Sixth Berkeley Symposium, Vol.3, 295–305, Univ. of California Press, Berkeley, 1972.

    Google Scholar 

  8. P. W. Millar, A path decomposition for Markov processes, Ann. Prob. 6(1978), 345–348.

    CrossRef  MathSciNet  MATH  Google Scholar 

  9. J. W. Pitman, Remarks on the convex minorant of Brownian motion, to appear in Seminar on Stochastic Processes 1982, Birkhäuser, Boston.

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Editor information

Editors and Affiliations

Rights and permissions

Reprints and Permissions

Copyright information

© 1984 Springer-Verlag

About this paper

Cite this paper

Bass, R.F. (1984). Markov processes and convex minorants. In: Azéma, J., Yor, M. (eds) Séminaire de Probabilités XVIII 1982/83. Lecture Notes in Mathematics, vol 1059. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0100029

Download citation

  • DOI: https://doi.org/10.1007/BFb0100029

  • Published:

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-13332-2

  • Online ISBN: 978-3-540-38858-6

  • eBook Packages: Springer Book Archive