Decomposing the Brownian path
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- by David Williams PDF
- Bull. Amer. Math. Soc. 76 (1970), 871-873
References
- Patrick Billingsley, Convergence of probability measures, John Wiley & Sons, Inc., New York-London-Sydney, 1968. MR 0233396
- Z. Ciesielski and S. J. Taylor, First passage times and sojourn times for Brownian motion in space and the exact Hausdorff measure of the sample path, Trans. Amer. Math. Soc. 103 (1962), 434–450. MR 143257, DOI 10.1090/S0002-9947-1962-0143257-8
- Kiyoshi Itô and Henry P. McKean Jr., Diffusion processes and their sample paths, Die Grundlehren der mathematischen Wissenschaften, Band 125, Academic Press, Inc., Publishers, New York; Springer-Verlag, Berlin-New York, 1965. MR 0199891
- Daniel Ray, Sojourn times of diffusion processes, Illinois J. Math. 7 (1963), 615–630. MR 156383
- David Williams, Markov properties of Brownian local time, Bull. Amer. Math. Soc. 75 (1969), 1035–1036. MR 245095, DOI 10.1090/S0002-9904-1969-12350-5
Additional Information
- Journal: Bull. Amer. Math. Soc. 76 (1970), 871-873
- MSC (1970): Primary 6060, 6062
- DOI: https://doi.org/10.1090/S0002-9904-1970-12591-5
- MathSciNet review: 0258130