Markov processes and convex minorants
Bass, Richard F.
Séminaire de probabilités de Strasbourg, Tome 18 (1984), p. 29-41 / Harvested from Numdam
Access to full text
Full (PDF)
Full (DJVU) 
@article{SPS_1984__18__29_0,
     author = {Bass, Richard F.},
     title = {Markov processes and convex minorants},
     journal = {S\'eminaire de probabilit\'es de Strasbourg},
     volume = {18},
     year = {1984},
     pages = {29-41},
     mrnumber = {770946},
     zbl = {0575.60080},
     language = {en},
     url = {http://dml.mathdoc.fr/item/SPS_1984__18__29_0}
}

Bass, Richard F. Markov processes and convex minorants. Séminaire de probabilités de Strasbourg, Tome 18 (1984) pp. 29-41. http://gdmltest.u-ga.fr/item/SPS_1984__18__29_0/

1. R.M. Blumenthal, Weak convergence to Brownian excursion, to appear in Ann. Prob. 11 (1983). | MR 704566 | Zbl 0515.60081

2. J.L. Doob, Conditional Brownian motion and the boundary limits of harmonic functions, Bull. Soc. Math. France 85(1957), 431-458. | Numdam | MR 109961 | Zbl 0097.34004

3. J.L. Doob, Heuristic approach to the Kolmogorov-Smirnov theorems, Ann. Math. Stat. 16(1949), 31-41. | MR 30732 | Zbl 0035.08901

4. R.T. Durrett, D.L. Inglehart, and D.R. Miller, Weak convergence to Brownian meander and Brownian excursion, Ann. Prob. 5(1977), 117-129. | MR 436353 | Zbl 0356.60034

5. P. Groeneboom, The concave majorant of Brownian motion, to appear in Ann. Prob. | MR 714964 | Zbl 0523.60079

6. K. Ito and H.P. Mckean, Jr., Diffusion processes and their sample paths, Springer-Verlag, New York, 1974. | MR 345224 | Zbl 0285.60063

7. P.A. Meyer, R.T. Smythe, and J.B. Walsh, Birth and death of Markov processes, Sixth Berkeley Symposium, Vol.3, 295-305, Univ. of California Press, Berkeley, 1972. | MR 405600 | Zbl 0255.60046

8. P.W. Millar, A path decomposition for Markov processes, Ann. Prob. 6(1978), 345-348. | MR 461678 | Zbl 0379.60070

9. J.W. Pitman, Remarks on the convex minorant of Brownian motion, to appear in Seminar on Stochastic Processes 1982, Birkhäuser, Boston. | MR 733673 | Zbl 0528.60033