Local Times and Excursion Theory for Brownian Motion - Lecture Notes in Mathematics
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9783319012698, 9783319012704

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Integral Representations Relating W and n

Local Times and Excursion Theory for Brownian Motion - Lecture Notes in Mathematics ◽

10.1007/978-3-319-01270-4_9 ◽

2013 ◽

pp. 101-104

Author(s):

Ju-Yi Yen ◽

Marc Yor

Keyword(s):

Integral Representations

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The Laws of, and Conditioning with Respect to, Last Passage Times

Local Times and Excursion Theory for Brownian Motion - Lecture Notes in Mathematics ◽

10.1007/978-3-319-01270-4_8 ◽

2013 ◽

pp. 93-100

Author(s):

Ju-Yi Yen ◽

Marc Yor

Keyword(s):

Last Passage Times ◽

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Some Identities in Law

Local Times and Excursion Theory for Brownian Motion - Lecture Notes in Mathematics ◽

10.1007/978-3-319-01270-4_11 ◽

2013 ◽

pp. 111-131

Author(s):

Ju-Yi Yen ◽

Marc Yor

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Two Descriptions of n: Itô’s and Williams’

Local Times and Excursion Theory for Brownian Motion - Lecture Notes in Mathematics ◽

10.1007/978-3-319-01270-4_6 ◽

2013 ◽

pp. 65-77

Author(s):

Ju-Yi Yen ◽

Marc Yor

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A Simple Path Decomposition of Brownian Motion Around Time t = 1

Local Times and Excursion Theory for Brownian Motion - Lecture Notes in Mathematics ◽

10.1007/978-3-319-01270-4_7 ◽

2013 ◽

pp. 79-92

Author(s):

Ju-Yi Yen ◽

Marc Yor

Keyword(s):

Brownian Motion ◽

Simple Path ◽

Path Decomposition

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The Existence and Regularity of Semimartingale Local Times

Local Times and Excursion Theory for Brownian Motion - Lecture Notes in Mathematics ◽

10.1007/978-3-319-01270-4_2 ◽

2013 ◽

pp. 13-28

Author(s):

Ju-Yi Yen ◽

Marc Yor

Keyword(s):

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Paul Lévy’s Arcsine Laws

Local Times and Excursion Theory for Brownian Motion - Lecture Notes in Mathematics ◽

10.1007/978-3-319-01270-4_4 ◽

2013 ◽

pp. 43-54

Author(s):

Ju-Yi Yen ◽

Marc Yor

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Prerequisites

Local Times and Excursion Theory for Brownian Motion - Lecture Notes in Mathematics ◽

10.1007/978-3-319-01270-4_1 ◽

2013 ◽

pp. 1-10

Author(s):

Ju-Yi Yen ◽

Marc Yor

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Brownian Excursion Theory: A First Approach

Local Times and Excursion Theory for Brownian Motion - Lecture Notes in Mathematics ◽

10.1007/978-3-319-01270-4_5 ◽

2013 ◽

pp. 57-64

Author(s):

Ju-Yi Yen ◽

Marc Yor

Keyword(s):

Excursion Theory ◽

Brownian Excursion

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Lévy’s Representation of Reflecting BM and Pitman’s Representation of BES(3)

Local Times and Excursion Theory for Brownian Motion - Lecture Notes in Mathematics ◽

10.1007/978-3-319-01270-4_3 ◽

2013 ◽

pp. 29-41

Author(s):

Ju-Yi Yen ◽

Marc Yor

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