Excursions of a non-singular diffusion

DOI10.1007/BF00532494MaRDI QIDQ5727967zbMATH OpenOpenAlexFDO

Authors Henry P. McKean

Publication date 1963

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

Full work available at URL https://doi.org/10.1007/bf00532494

zbMATH Keywords

probability theory

Cites work

• Conditional brownian motion and the boundary limits of harmonic functions
• Elementary Solutions for Certain Parabolic Partial Differential Equations
• scientific article; zbMATH DE number 3166637 (Why is no real title available?)
• scientific article; zbMATH DE number 3320028 (Why is no real title available?)
• scientific article; zbMATH DE number 3052578 (Why is no real title available?)
• scientific article; zbMATH DE number 3068096 (Why is no real title available?)

Cited in

(23)

• Mouvement brownien, cônes et processus stables. (Brownian motion, cones and stable processes)
• Approximation of stopped Brownian local time by diadic crossing chains
• Path transformations for local times of one-dimensional diffusions
• Conditioned real self-similar Markov processes
• On hitting times of affine boundaries by reflecting Brownian motion and Bessel processes
• The Doob-McKean identity for stable Lévy processes
• Hidden symmetries and limit laws in the extreme order statistics of the Laplace random walk
• Pairwise near-maximal grand coupling of Brownian motions
• On the maximum increase and decrease of one-dimensional diffusions
• Recurrent extensions of self-similar Markov processes and Cramér's condition
• On the convex hull of a Brownian excursion with parabolic drift.
• Law of the iterated logarithm for oscillating random walks conditioned to stay non-negative.
• On first range times of linear diffusions
• Integral representations of certain measures in the one-dimensional diffusions excursion theory
• On h-transforms of one-dimensional diffusions stopped upon hitting zero
• Local time of a diffusion in a stable Lévy environment
• On the Excursion Process of Brownian Motion
• A decomposition of Bessel Bridges
• Brownian Local Times and Taboo Processes
• The local time at zero of the reflected symmetric stable process
• The local time at zero of the reflected symmetric stable process
• Brownian local times
• On the shape of the connected components of the complement of two-dimensional Brownian random interlacements

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