LOCAL TIME AND EXCURSIONS OF REFLECTED BROWNIAN-MOTION IN A WEDGE

被引：8

作者：

WILLIAMS, RJ ^{[1
]}

机构：

[1] UNIV CALIF SAN DIEGO,DEPT MATH,LA JOLLA,CA 92093

来源：

PUBLICATIONS OF THE RESEARCH INSTITUTE FOR MATHEMATICAL SCIENCES | 1987年 / 23卷 / 02期

关键词：

D O I：

10.2977/prims/1195176542

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

引用

页码：297 / 319

页数：23

共 50 条

[1] REFLECTED BROWNIAN-MOTION IN A WEDGE - SEMIMARTINGALE PROPERTY
WILLIAMS, RJ
[J]. ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE, 1985, 69 (02): : 161 - 176
[2] EXCURSIONS IN BROWNIAN-MOTION
CHUNG, KL
[J]. ARKIV FOR MATEMATIK, 1976, 14 (02): : 155 - 177
[3] EXCURSIONS OF THE INTEGRATED BROWNIAN-MOTION
LACHAL, A
[J]. COMPTES RENDUS DE L ACADEMIE DES SCIENCES SERIE I-MATHEMATIQUE, 1992, 314 (13): : 1053 - 1056
[4] ON EXCURSIONS OF REFLECTING BROWNIAN-MOTION
HSU, P
[J]. TRANSACTIONS OF THE AMERICAN MATHEMATICAL SOCIETY, 1986, 296 (01) : 239 - 264
[5] RECURRENCE CLASSIFICATION AND INVARIANT MEASURE FOR REFLECTED BROWNIAN-MOTION IN A WEDGE
WILLIAMS, RJ
[J]. ANNALS OF PROBABILITY, 1985, 13 (03): : 758 - 778
[6] EXCURSIONS OF BROWNIAN-MOTION AND BESSEL PROCESSES
GETOOR, RK
SHARPE, MJ
[J]. ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE, 1979, 47 (01): : 83 - 106
[7] REFLECTED BROWNIAN-MOTION ON AN ORTHANT
HARRISON, JM
REIMAN, MI
[J]. ANNALS OF PROBABILITY, 1981, 9 (02): : 302 - 308
[8] INVARIANT-MEASURES FOR TRANSIENT REFLECTED BROWNIAN-MOTION IN A WEDGE - EXISTENCE AND UNIQUENESS
DEBLASSIE, RD
[J]. JOURNAL OF MULTIVARIATE ANALYSIS, 1994, 48 (02) : 203 - 227
[9] NONPOLAR POINTS FOR REFLECTED BROWNIAN-MOTION
BURDZY, K
MARSHALL, DE
[J]. ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES, 1993, 29 (02): : 199 - 228
[10] INEQUALITIES WITH LOCAL TIME AT ZERO OF A BROWNIAN-MOTION
VALLOIS, P
[J]. STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 1992, 41 (01) : 117 - 155

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