1992•Birkhäuser Boston eBooksRequires access
Brownian Excursion
Robert Blumenthal
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Abstract
In this chapter we will give various descriptions of Brownian excursion measure; that is the measure Pˆ one obtains when the basic process X is Brownian motion in R 1 and the distinguished point b is the origin. Also we will describe the excursion structure of some processes closely related to Brownian motion. These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.