scientific article; zbMATH DE number 4009480

MaRDI QIDQ3759650zbMATH OpenFDO

Authors Frank B. Knight

Publication date 1986

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)

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