scientific article; zbMATH DE number 4009480

MaRDI QIDQ3759650zbMATH OpenFDO

Authors Frank B. Knight

Publication date 1986

zbMATH Keywords

excursion theorylengths of excursionslocal timeOrnstein-Uhlenbeck process

Mathematics Subject Classification ID

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

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• On the excursion theory for linear diffusions
• Shortest excursion lengths
• Divergent sums over excursions
• The rank of the present excursion
• Extreme lengths in Brownian and Bessel excursions
• Applications of the continuous-time ballot theorem to Brownian motion and related processes.
• Foremost non-stop journey arrival in linear time
• Order statistics for jumps of normalised subordinators
• Asymptotics for the distribution of lengths of excursions of a \(d\)-dimensional Bessel process \((0 < d < 2)\)
• Deterministic time intervals on which a class of persistent processes are away from their origins
• Duration distribution of a conjunction
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• scientific article; zbMATH DE number 3894228 (Why is no real title available?)
• Distributions of the Longest Excursions in a Tied Down Simple Random Walk and in a Brownian Bridge
• Brownian penalisations related to excursion lengths. VII
• Trajectories with the longest lifetime

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