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Lévy systems and path decompositions

. Seminar on Stochastic Processes, 1981, стр. 79-110. Birkhäuser, Boston, (1981)

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Matthias J W Bohnen

Andreas J W Hartel

Walter W J Döpper

Friedrich W J Fröhlig

Hendrik W J Kroes

 

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One-dimensional Brownian motion and the three-dimensional Bessel process. Advances in Applied Probability, (1975)An identity for stopping times of a Markov Process. Studies in Probability and Statistics, Jerusalem Academic Press, (1974)Some divergent integrals of Brownian motion, и . Analytic and Geometric Stochastics: Papers in Honour of G. E. H. Reuter (Special supplement to Adv. App. Prob), Applied Prob. Trust, (1986)Remarks on the convex minorant of Brownian motion. Seminar on Stochastic Processes, 1982, стр. 219-227. Birkhäuser, Boston, (1983)On coupling of Markov chains. Z. Wahrsch. Verw. Gebiete, (1976)Brownian interpretations of an elliptic integral, , и . Seminar on Stochastic Processes, 1991, стр. 83-95. Birkhäuser, Boston, (1992)Quelques identités en loi pour les processus de Bessel, и . Hommage à P.A. Meyer et J. Neveu, Soc. Math. de France, (1996)Uniform rates of convergence for Markov chain transition probabilities. Z. Wahrsch. Verw. Gebiete, (1974)Lévy systems and path decompositions. Seminar on Stochastic Processes, 1981, стр. 79-110. Birkhäuser, Boston, (1981)An inequality for characteristic functions, и . Bull. Aust. Math. Soc., (1972)