Calculation of some conditional excursion formulae

DOI10.1007/BF01844635MaRDI QIDQ3959232zbMATH OpenFDO

Authors Paul McGill

Publication date 1982

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

Full work available at URL https://doi.org/10.1007/BF01844635

zbMATH Keywords

excursion formulaemartingale calculus

Mathematics Subject Classification ID

Brownian motion (60J65)

Cites work

• Exit systems
• scientific article; zbMATH DE number 3656912 (Why is no real title available?)
• scientific article; zbMATH DE number 3583004 (Why is no real title available?)
• Markov properties of Brownian local time

Cited in

(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

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