Publication:4492756
From MaRDI portal
zbMath0949.60003MaRDI QIDQ4492756
L. C. G. Rogers, David Williams
Publication date: 18 July 2000
Lévy processes; Brownian motion; Martin boundary; local time; Skorokhod embedding; Hille-Yosida theorem; Ray processes; sample-path properties; Feller-Dynkin processes; probability measures on Lusin spaces
60-01: Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory
60G44: Martingales with continuous parameter
60G17: Sample path properties
60J55: Local time and additive functionals
60Jxx: Markov processes
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