Excursions of Brownian motion and bessel processes
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Abstract
References (11)
Handbook of Mathematical Functions
1966 • 42,275 citations
Handbook of Mathematical Functions
1972 • 15,955 citations
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1966 • 8,183 citations
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1966 • 3,442 citations
Diffusion Processes and Their Sample Paths.
1996 • 1,749 citations
Diffusion Processes and their Sample Paths.
1968 • 1,163 citations
First passage times and sojourn times for Brownian motion in space and the exact Hausdorff measure of the sample path
1962 • 245 citations
Excursions in Brownian motion
1976 • 226 citations
Formulas and Theorems for the Special Functions of Mathematical Physics
1968 • 137 citations
Excursions of a Markov Process
1979 • 103 citations
The Brownian Escape Process
1979 • 80 citations