Calculation of some conditional excursion formulae

DOI10.1007/BF01844635MaRDI QIDQ3959232zbMATH OpenFDO

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

• scientific article; zbMATH DE number 3656912 (Why is no real title available?)
• scientific article; zbMATH DE number 3583004 (Why is no real title available?)
• Exit systems
• 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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