Calculation of some conditional excursion formulae

DOI10.1007/BF01844635zbMATH Open0495.60081MaRDI QIDQ3959232FDOQ3959232

Authors: Paul McGill 

Publication date: 1982

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

zbMATH Keywords

martingale calculusexcursion formulae

Mathematics Subject Classification ID

Brownian motion (60J65)

Cites Work

• Title not available (Why is that?)
• Exit systems
• Title not available (Why is that?)
• Markov properties of Brownian local time

Cited In (3)

• Continuity of martingales in the Brownian excursion filtration
• The intrinsic local time sheet of Brownian motion
• A martingale characterisation of the Brownian excursion compensator

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