scientific article; zbMATH DE number 4009480

zbMATH Open0622.60083MaRDI QIDQ3759650FDOQ3759650

Frank B. Knight

Publication date: 1986

Title of this publication is not available (Why is that?)

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zbMATH Keywords

Ornstein-Uhlenbeck processlocal timeexcursion theorylengths of excursions

Mathematics Subject Classification ID

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

Cited In (14)

• Trajectories with the longest lifetime
• The rank of the present excursion
• Brownian penalisations related to excursion lengths. VII
• Order statistics for jumps of normalised subordinators
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• Applications of the continuous-time ballot theorem to Brownian motion and related processes.
• On the excursion theory for linear diffusions
• Shortest excursion lengths
• Asymptotics for the distribution of lengths of excursions of a \(d\)-dimensional Bessel process \((0 < d < 2)\)
• Divergent sums over excursions
• Duration distribution of a conjunction
• Distributions of the Longest Excursions in a Tied Down Simple Random Walk and in a Brownian Bridge
• Foremost non-stop journey arrival in linear time

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