@article{SPS_1988__22__502_0, author = {Hsu, Pei and March, Peter}, title = {Brownian excursions from extremes}, journal = {S\'eminaire de probabilit\'es de Strasbourg}, pages = {502--507}, publisher = {Springer - Lecture Notes in Mathematics}, volume = {22}, year = {1988}, mrnumber = {960545}, zbl = {0643.60061}, language = {en}, url = {http://www.numdam.org/item/SPS_1988__22__502_0/} }
Hsu, Pei; March, Peter. Brownian excursions from extremes. Séminaire de probabilités de Strasbourg, Tome 22 (1988), pp. 502-507. http://www.numdam.org/item/SPS_1988__22__502_0/
[1] Markov Processes and Convex Minorants, Sem. Prob. XVIII, Lecture Notes in Math. No. 1059, 24-41. | Numdam | Zbl
,[2] Splitting Times and Shift Functionals, Z. fur Wahr. verw. Gebiete, 47(1979), 69-81. | Zbl
,[3] Excursions of Markov Processes, Ann. Prob. 7(1979), 244-266. | Zbl
,[4] The Concave Majorant of Brownian Motion, Ann. Prob. 6(1983), 1016-1027. | Zbl
,[5] On Excursions of Reflecting Brownian Motion, Trans. Amer. Math. Soc., vol.296, No.1(1986), p.239-263. | Zbl
,[6] Stochastic Differential Equations and Diffusion Processes, North Holland and Kodansha, Amsterdam, Oxford, New York, 1981. | Zbl
and ,[7] On the Range of Brownian Motion and its Inverse Process, Ann. Prob. 13(1985), 1011-1017. | Zbl
,[8] Excursions of a Markov Process Induced by Continuous Additive Functionals, Z. fur Wahr. verw. Gebiete, 44 (1978), 325-336. | Zbl
,[9] Remarks on the Convex Minorant of Brownian Motion, Seminar on Stochastic Processes, Birkhäuser, 1982. | Zbl
,[10] Brownian Motion and Classical Potential Theory, Academic Press, New York, 1978. | Zbl
and ,[11] Stochastic Differential Equations with Reflecting Boundary Conditions in Convex Domains, Hiroshima Math. J. 9(1979), 163-179. | Zbl
,