On a stopped brownian motion formula of H. M. Taylor
Séminaire de probabilités de Strasbourg, Tome 10 (1976), pp. 235-239.
@article{SPS_1976__10__235_0,
     author = {Williams, David},
     title = {On a stopped brownian motion formula of {H.} {M.} {Taylor}},
     journal = {S\'eminaire de probabilit\'es de Strasbourg},
     pages = {235--239},
     publisher = {Springer - Lecture Notes in Mathematics},
     volume = {10},
     year = {1976},
     mrnumber = {461687},
     zbl = {0368.60056},
     language = {en},
     url = {http://www.numdam.org/item/SPS_1976__10__235_0/}
}
TY  - JOUR
AU  - Williams, David
TI  - On a stopped brownian motion formula of H. M. Taylor
JO  - Séminaire de probabilités de Strasbourg
PY  - 1976
SP  - 235
EP  - 239
VL  - 10
PB  - Springer - Lecture Notes in Mathematics
UR  - http://www.numdam.org/item/SPS_1976__10__235_0/
LA  - en
ID  - SPS_1976__10__235_0
ER  - 
%0 Journal Article
%A Williams, David
%T On a stopped brownian motion formula of H. M. Taylor
%J Séminaire de probabilités de Strasbourg
%D 1976
%P 235-239
%V 10
%I Springer - Lecture Notes in Mathematics
%U http://www.numdam.org/item/SPS_1976__10__235_0/
%G en
%F SPS_1976__10__235_0
Williams, David. On a stopped brownian motion formula of H. M. Taylor. Séminaire de probabilités de Strasbourg, Tome 10 (1976), pp. 235-239. http://www.numdam.org/item/SPS_1976__10__235_0/

[1] Breiman, L.. (1968). Probability. Addison-Wesley, Reading, Mass.. | MR | Zbl

[2] Itô K and Mckean H.P., (1965). Diffusion processes and their sample paths. Springer, Berlin. | Zbl

[3] Knight, F.B. (1963). Random walks and a sojourn density process of Brownian motion. Trans. Amer. Math. Soc. 109 56-86. | MR | Zbl

[4] ---- (1969). Brownian local times and taboo processes. ibid. 143 173-85. | MR | Zbl

[5] Mckean, H.P. (1969). Stochastic integrals. Academic Press, New York. | MR | Zbl

[6] ---- (1975). Brownian local times. Advances in Math. 15 91-111. | MR | Zbl

[7] Ray D.B., (1963). Sojourn times of diffusion processes. Illinois J. Math. 7 615-30. | MR | Zbl

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

[9] Williams, D. (1969). Markov properties of Brownian local time. Bull. Amer. Math. Soc. 75 1035-36. | MR | Zbl

[10] ---- (1970). Decomposing the Brownian path. ibid. 76 871-73. | MR | Zbl

[11] ---- (1974). Path decomposition and continuity of local time for one-dimensional diffusions, I. Proc. London Math. Soc. (3) 28 738-68. | MR | Zbl