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Richard Timothy Durrett

James B. Duke Distinguished Professor Emeritus of Mathematics
Mathematics
Dept of Math, Box 90320, Durham, NC 27708-0320
120 Science Drive, Durham, NC 27708-0320

Scholarly Works - Book sections


Downcrossings and local time

Book section · 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 ... Full text Cite