The gap between the past supremum and the future infimum of a transient Bessel process
Khoshnevisan, Davar
Séminaire de probabilités de Strasbourg, Tome 29 (1995), p. 220-230 / Harvested from Numdam
Access to full text
Full (PDF)
Full (DJVU) 
@article{SPS_1995__29__220_0,
     author = {Khoshnevisan, Davar},
     title = {The gap between the past supremum and the future infimum of a transient Bessel process},
     journal = {S\'eminaire de probabilit\'es de Strasbourg},
     volume = {29},
     year = {1995},
     pages = {220-230},
     mrnumber = {1459463},
     zbl = {0836.60083},
     language = {en},
     url = {http://dml.mathdoc.fr/item/SPS_1995__29__220_0}
}

Khoshnevisan, Davar. The gap between the past supremum and the future infimum of a transient Bessel process. Séminaire de probabilités de Strasbourg, Tome 29 (1995) pp. 220-230. http://gdmltest.u-ga.fr/item/SPS_1995__29__220_0/

[A] D. Aldous (1992). Greedy search on the binary tree with random edge-weight. Comb., Prob. & Computing 1, pp. 281-293 | Zbl 0803.68025

[KLL] D. Khoshnevisan, T.M. Lewis and W.V. Li (1993). On the future infima of some transient processes. To appear in Prob. Theory and Rel. Fields | MR 1283116 | Zbl 0801.60066

[KS] S.B. Kochen and C.J. Stone (1964). A note on the Borel-Cantelli problem. Ill. J. Math. 8, pp. 248-251 | MR 161355 | Zbl 0139.35401

[RY] D. Revuz and M. Yor (1991). Continuous Martingales and Brownian Motion. Springer Verlag. Grundlehren der mathematischen Wissenschaften #293. Berlin-Heidelberg | MR 1083357 | Zbl 0731.60002

[ST] Y. Saisho and H. Tanemura (1990). Pitman type theorem for one-dimensional diffusion processes. Tokyo J. Math. Vol.13, No.2, pp. 429-440 | MR 1088242 | Zbl 0722.60082

[Y] M. Yor (1993). Some Aspects of Brownian Motion. Part II: Some Recent martingale Problems. Forthcoming Lecture Notes | MR 1442263 | Zbl 0880.60082