Selected Works of Kai Lai Chung
Downcrossings and local time
Publication
, Chapter
Chung, KL; Durrett, R
January 1, 2008
Let formula presented be the standard Brownian motion with all paths continuous. Let formula presented be the maximum process and formula presented be reflecting Brownian motion. If formula presented is the number of є to 0 times Y crosses down from e to 0 before time t, then it was Paul Lévy's idea thatformula presented
Duke Scholars
DOI
ISBN
9789812833853
Publication Date
January 1, 2008
Start / End Page
585 / 587
Citation
APA
Chicago
ICMJE
MLA
NLM
Chung, K. L., & Durrett, R. (2008). Downcrossings and local time. In Selected Works of Kai Lai Chung (pp. 585–587). https://doi.org/10.1142/9789812833860_0037
Chung, K. L., and R. Durrett. “Downcrossings and local time.” In Selected Works of Kai Lai Chung, 585–87, 2008. https://doi.org/10.1142/9789812833860_0037.
Chung KL, Durrett R. Downcrossings and local time. In: Selected Works of Kai Lai Chung. 2008. p. 585–7.
Chung, K. L., and R. Durrett. “Downcrossings and local time.” Selected Works of Kai Lai Chung, 2008, pp. 585–87. Scopus, doi:10.1142/9789812833860_0037.
Chung KL, Durrett R. Downcrossings and local time. Selected Works of Kai Lai Chung. 2008. p. 585–587.
DOI
ISBN
9789812833853
Publication Date
January 1, 2008
Start / End Page
585 / 587