Decomposing the Brownian path

DOI10.1090/S0002-9904-1970-12591-5MaRDI QIDQ5641876zbMATH OpenOpenAlexFDO

Authors David Williams

Publication date 1970

Published in Bulletin of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1090/s0002-9904-1970-12591-5

Mathematics Subject Classification ID

Diffusion processes (60J60) Brownian motion (60J65)

Cites work

• First Passage times and Sojourn Times for Brownian Motion in Space and the Exact Hausdorff Measure of the Sample Path
• scientific article; zbMATH DE number 3426516 (Why is no real title available?)
• Markov properties of Brownian local time
• Sojourn times of diffusion processes

Cited in

(27)

• A ratio ergodic theorem for increasing additive functionals
• Random Brownian scaling identities and splicing of Bessel processes
• On polymer conformations in elongational flows
• The SDE solved by local times of a Brownian excursion or bridge derived from the height profile of a random tree or forest
• The value of the high, low and close in the estimation of Brownian motion
• The Doob-McKean identity for stable Lévy processes
• Hidden symmetries and limit laws in the extreme order statistics of the Laplace random walk
• Cycle symmetry, limit theorems, and fluctuation theorems for diffusion processes on the circle
• Extreme order statistics of random walks
• Probability laws related to the Jacobi theta and Riemann zeta functions, and Brownian excur\-sions
• Sample path properties of stochastic integrals, and stochastic differentiation
• Effective Langevin equations for constrained stochastic processes
• On the laws of first hitting times of points for one-dimensional symmetric stable Lévy processes
• A decomposition of Bessel Bridges
• Two population models with constrained migrations
• Diffusion arrêtée au premier instant où l'amplitude atteint un niveau donné
• Splitting times for Markov processes and a generalised Markov property for diffusions
• Modified Pólya-Gamma data augmentation for Bayesian analysis of directional data
• Adaptive approximation of the minimum of Brownian motion
• A limit theorem for two-dimensional conditioned random walk
• Solution of the Fokker-Planck equation with a logarithmic potential and mixed eigenvalue spectrum
• Brownian local times
• Non-Markovianity of 2 K - B and a degeneration
• (Homogeneous) Markovian bridges
• The heat kernel formula in a geodesic chart and some applications to the eigenvalue problem of the 3-sphere
• Une extension des théorèmes de Ray et Knight sur les temps locaux Browniens. (An extension of the theorems of Ray and Knight on Brownian local times)
• On certain functionals of the maximum of Brownian motion and their applications

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