Abstract
In this chapter we will give various descriptions of Brownian excursion measure; that is the measure Pˆ one obtains when the basic process X is Brownian motion in R1 and the distinguished point b is the origin. Also we will describe the excursion structure of some processes closely related to Brownian motion.
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© 1992 Birkhäuser Boston
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Blumenthal, R.M. (1992). Brownian Excursion. In: Excursions of Markov Processes. Probability and Its Applications. Birkhäuser Boston. https://doi.org/10.1007/978-1-4684-9412-9_4
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DOI: https://doi.org/10.1007/978-1-4684-9412-9_4
Publisher Name: Birkhäuser Boston
Print ISBN: 978-1-4684-9414-3
Online ISBN: 978-1-4684-9412-9
eBook Packages: Springer Book Archive