On the Excursion Process of Brownian Motion

DOI10.2307/1998281MaRDI QIDQ3862207zbMATH OpenOpenAlexFDO

Authors Frank B. Knight

Publication date 1980

Full work available at URL https://doi.org/10.2307/1998281

zbMATH Keywords

Bessel processBrownian excursion process

Mathematics Subject Classification ID

Local time and additive functionals (60J55) Diffusion processes (60J60) Brownian motion (60J65)

Cites work

• Brownian Local Times and Taboo Processes
• Excursions in Brownian motion
• Excursions of a non-singular diffusion
• Excursions of Brownian motion and bessel processes
• Functionals of Brownian meander and Brownian excursion
• Heuristic Approach to the Kolmogorov-Smirnov Theorems
• scientific article; zbMATH DE number 3126031 (Why is no real title available?)
• scientific article; zbMATH DE number 3206627 (Why is no real title available?)
• scientific article; zbMATH DE number 3222329 (Why is no real title available?)
• scientific article; zbMATH DE number 3035426 (Why is no real title available?)
• The distribution of the maximum Brownian excursion
• Weak convergence to Brownian meander and Brownian excursion

Cited in

(4)

• Brownian motion and algorithm complexity
• Generalized covariances of multi-dimensional Brownian excursion local times.
• Some joint distributions for conditional random walks
• On the Explicit Form of the Density of Brownian Excursion Local Time

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