Calculation of some conditional excursion formulae

DOI10.1007/BF01844635zbMath0495.60081MaRDI QIDQ3959232

Paul McGill

Publication date: 1982

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

zbMATH Keywords

martingale calculusexcursion formulae

Mathematics Subject Classification ID

Brownian motion (60J65)

Related Items (3)

Continuity of martingales in the Brownian excursion filtration ⋮ The intrinsic local time sheet of Brownian motion ⋮ A martingale characterisation of the Brownian excursion compensator

Cites Work

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• Exit systems
• Markov properties of Brownian local time

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