Williams' characterisation of the brownian excursion law : proof and applications
Rogers, L. C. G.
Séminaire de probabilités de Strasbourg, Tome 15 (1981), p. 227-250 / Harvested from Numdam
Access to full text
Full (PDF)
Full (DJVU) 
@article{SPS_1981__15__227_0,
     author = {Rogers, L. C. G.},
     title = {Williams' characterisation of the brownian excursion law : proof and applications},
     journal = {S\'eminaire de probabilit\'es de Strasbourg},
     volume = {15},
     year = {1981},
     pages = {227-250},
     mrnumber = {622566},
     zbl = {0462.60078},
     language = {en},
     url = {http://dml.mathdoc.fr/item/SPS_1981__15__227_0}
}

Rogers, L. C. G. Williams' characterisation of the brownian excursion law : proof and applications. Séminaire de probabilités de Strasbourg, Tome 15 (1981) pp. 227-250. http://gdmltest.u-ga.fr/item/SPS_1981__15__227_0/

[1] Azema, J., Yor M., Une solution simple au problème de Skorokhod. Séminaire de Probabilités XIII, SLN 721, Springer (1979). | Numdam | MR 544782 | Zbl 0414.60055

[2] Itô K., Poisson point processes attached to Markov processes. Proc. 6th Berkeley Symposium Math. Statist. and Prob. Univ. of California Press (1971). | MR 402949 | Zbl 0284.60051

[31 Jeulin, T., Yor M., Lois de certaines fonctionelles du mouvement Brownien et de son temps Local. Séminaire de Probabilités XV (1981).

[4] Knight, F.B. On the sojourn times of killed Brownian motion. Séminaire de Probabilités XII, SLN 649, Springer (1978). | Numdam | MR 520018 | Zbl 0376.60082

[5] Lehoczky, J. Formulas for stopped diffusion processes with stopping times based on the maximum. Ann. Probability 5 pp.601-608 (1977). | MR 458570 | Zbl 0367.60093

[6] Pierre, M. Le problème de Skorokhod; Une remarque sur la démonstration d'Azéma-Yor. Séminaire de Probabilités XIV, SLN 784, Springer (1980). | Numdam | MR 580143 | Zbl 0426.60048

[7] Taylor, H.M. A stopped Brownian motion formula. Ann. Probability 3 pp.234-246 (1975). | MR 375486 | Zbl 0303.60072

[8] Williams, D. Path decomposition and continuity of local time for one-dimensional diffusions. Proc. London Math. Soc. (3) 28 pp.738-768 (1974). | MR 350881 | Zbl 0326.60093

[91 Williams, D. On a stopped Brownian motion formula of H.M. Taylor. Séminaire de Probabilités X, SLN 511, Springer (1976). | Numdam | MR 461687 | Zbl 0368.60056

[10] Williams, D. The Itô excursion law for Brownian motion. (unpublished-but see §II.67 of Williams' book 'Diffusions,Markov processes, and martingales' (Wiley, 1979).)