On Excursions of Reflecting Brownian Motion

DOI10.2307/2000572zbMath0602.60070MaRDI QIDQ3738355

No author found.

Publication date: 1986

Full work available at URL: https://doi.org/10.2307/2000572

zbMATH Keywords

reflecting Brownian motion; boundary process; excursion process; point process of excursions

Mathematics Subject Classification ID

60J60: Diffusion processes

60G17: Sample path properties

60J55: Local time and additive functionals

60G55: Point processes (e.g., Poisson, Cox, Hawkes processes)

Related Items

A representation of local time for Lipschitz surfaces, Effective conductivity and skew Brownian motion., Time changes of symmetric diffusions and Feller measures, Brownian motion characterization of some Besov--Lipschitz spaces on domains, On Some Connections between Potential Theory and Excursions of Reflecting Brownian Motion

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