Brownian local times, branching and Bessel processes
J. Pitman. том 1875 из Lecture Notes in Mathematics, глава 9, стр. 177--191. (2006)
Аннотация
It is well known that the random occupation measure induced by the sample path of a Brownian motion B = (Bt, t âÂÂ¥ 0) admits a jointly continuous local time process (Lxt (B); x â âÂÂ, t âÂÂ¥ 0) such that
%0 Book Section
%1 csp-local-times
%A Pitman, Jim
%B Combinatorial Stochastic Processes
%D 2006
%K Bessel_process Brownian_excursions Dept_Mathematics_Berkeley Dept_Statistics_Berkeley Ray_Knight_theorem local_time one-dimensional_diffusion myown
%P 177--191
%T Brownian local times, branching and Bessel processes
%U http://dx.doi.org/10.1007/3-540-34266-4_9
%V 1875
%X It is well known that the random occupation measure induced by the sample path of a Brownian motion B = (Bt, t âÂÂ¥ 0) admits a jointly continuous local time process (Lxt (B); x â âÂÂ, t âÂÂ¥ 0) such that
%& 9
@inbook{csp-local-times,
abstract = {It is well known that the random occupation measure induced by the sample path of a Brownian motion B = (Bt, t âÂÂ¥ 0) admits a jointly continuous local time process (Lxt (B); x â âÂÂ, t âÂÂ¥ 0) such that},
added-at = {2008-01-20T21:51:47.000+0100},
author = {Pitman, Jim},
biburl = {https://www.bibsonomy.org/bibtex/29a62475aafdf6b7dfeb4cb9b7f0b269a/pitman},
booktitle = {Combinatorial Stochastic Processes},
chapter = 9,
description = {SpringerLink - Book Chapter},
interhash = {e59d60b4aab4f7ef22479edbea1d63ae},
intrahash = {9a62475aafdf6b7dfeb4cb9b7f0b269a},
keywords = {Bessel_process Brownian_excursions Dept_Mathematics_Berkeley Dept_Statistics_Berkeley Ray_Knight_theorem local_time one-dimensional_diffusion myown},
pages = {177--191},
series = {Lecture Notes in Mathematics},
timestamp = {2010-10-30T22:51:58.000+0200},
title = {Brownian local times, branching and Bessel processes},
url = {http://dx.doi.org/10.1007/3-540-34266-4_9},
volume = 1875,
year = 2006
}