DOI10.1007/s11537-007-0661-zzbMath1156.60066MaRDI QIDQ1000330
Marc Yor, Jim W. Pitman
Publication date: 6 February 2009 Published in: Japanese Journal of Mathematics. 3rd Series (Search for Journal in Brave) Full work available at URL: https://doi.org/10.1007/s11537-007-0661-z
zbMATH Keywords
excursion theory; Poisson point process; lévy processes
Mathematics Subject Classification ID
60J65: Brownian motion
60J60: Diffusion processes