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On the sojourn times of killed brownian motion

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Book cover Séminaire de Probabilités XII

Part of the book series: Lecture Notes in Mathematics ((SEMPROBAB,volume 649))

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References

  1. W. Feller, An introduction to probability theory and its applications, Vol. II, 2nd corrected printing, Wiley, New York, 1966.

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  2. K. Ito and H. P. McKean, Jr., Diffusion processes and their sample paths, Springer, Berlin, 1965.

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  3. F. B. Knight, Random walks and a sojourn density process of Brownian motion, Trans. Amer. Math. Soc. 109 (1963), 56–86.

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  4. F. B. Knight, Brownian local times and taboo processes, Trans. Amer. Math. Soc. 143 (1969). 173–185

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  5. H. M. Taylor, A stopped Brownian motion formula, Ann. Probability 3(1975), 234–246.

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  7. D.L. Burkholder, One-sided maximal functions and Hp. Journal of functional analysis 18(1975), 429–454.

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Author information

Authors and Affiliations

  1. Department of Mathematics, University of Illinois, USA

    Frank B. Knight

Authors
  1. Frank B. Knight
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Editor information

Editors and Affiliations

  1. Départment de Mathématiques, Université Louis Pasteur de Strasbourg, 7, rue René Descartes, F-67084, Strasbourg, France

    C. Dellacherie  & P. A. Meyer  & 

  2. Départment de Mathématiques, Université de Besançon, F-2500, Besançon, France

    M. Weil

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© 1978 Springer-Verlag Berlin Heidelberg

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Knight, F.B. (1978). On the sojourn times of killed brownian motion. In: Dellacherie, C., Meyer, P.A., Weil, M. (eds) Séminaire de Probabilités XII. Lecture Notes in Mathematics, vol 649. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0064617

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  • DOI: https://doi.org/10.1007/BFb0064617

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-08761-8

  • Online ISBN: 978-3-540-35856-5

  • eBook Packages: Springer Book Archive

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