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Excursions from random boundaries

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Stochastic Mechanics and Stochastic Processes

Part of the book series: Lecture Notes in Mathematics ((LNM,volume 1325))

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References

  1. P. Greenwood and J. Pitman Fluctuation identities for Lévy processes and splitting at the maximum, Adv. Appl. Prob. 12 893–902 (1980).

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  2. P.A. Meyer, R.T. Smythe and J.B. Walsh Birth and death of Markov processes. Proc. 6th Berkeley Symp., Vol. III 295–306 (1972).

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  3. P.W. Millar Random times and decomposition theorems. Proc. Symp. in Pure Mathematics, Vol. 31, 91–103 (1977).

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  4. J.B. Walsh Excursions and local time. In: Temps Locaux, Astérisque Vol. 52/3, Soc. Math. France, 1977.

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  5. D. Williams Decomposing the Brownian path. Bull. Amer. Math. Soc. 76, 871–3 (1970)

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Author information

Authors and Affiliations

  1. School of Theoretical Physics, DIAS, 10 Burlington Road, Dublin 4, Ireland

    Paul McGill

Authors
  1. Paul McGill
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Aubrey Truman Ian M. Davies

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© 1988 Springer-Verlag

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McGill, P. (1988). Excursions from random boundaries. In: Truman, A., Davies, I.M. (eds) Stochastic Mechanics and Stochastic Processes. Lecture Notes in Mathematics, vol 1325. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0077924

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  • DOI: https://doi.org/10.1007/BFb0077924

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-50015-5

  • Online ISBN: 978-3-540-45887-6

  • eBook Packages: Springer Book Archive

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