Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Preview
Unable to display preview. Download preview PDF.
References
BREIMAN, L. (1968). Probability. Addison-Wesley, Reading, Mass.
ITÔ, K. and McKEAN, H.P. (1965). Diffusion processes and their sample paths. Springer, Berlin.
KNIGHT, F.B. (1963). Random walks and a sojourn density process of Brownian motion. Trans. Amer. Math. Soc., 109 56–86.
(1969). Brownian local times and taboo processes. ibid., 143 173–85.
McKEAN, H.P. (1969). Stochastic integrals. Academic Press, New York.
(1975). Brownian local times. Advances in Math. 15, 91–111.
RAY, D.B. (1963). Sojourn times of diffusion processes. Illinois J. Math. 7, 615–30.
TAYLOR, H.M. (1975). A stopped Brownian motion formula. Ann. Probability 3, 234–246.
WILLIAMS, D. (1969). Markov properties of Brownian local time. Bull. Amer. Math. Soc., 75, 1035–36.
(1970). Decomposing the Brownian path. ibid. 76 871–73.
(1974). Path decomposition and continuity of local time for one-dimensional diffusions, I. Proc. London Math. Soc. (3) 28 738–68.
Author information
Authors and Affiliations
Editor information
Rights and permissions
Copyright information
© 1976 Springer-Verlag
About this paper
Cite this paper
Williams, D. (1976). On a stopped Brownian motion formula of H.M. Taylor. In: Meyer, P.A. (eds) Séminaire de Probabilités X Université de Strasbourg. Lecture Notes in Mathematics, vol 511. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0101110
Download citation
DOI: https://doi.org/10.1007/BFb0101110
Published:
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-07681-0
Online ISBN: 978-3-540-38197-6
eBook Packages: Springer Book Archive