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McKean, H. P. jun.

Excursions of a non-singular diffusion. (English) Zbl 0117.35903

Z. Wahrscheinlichkeitstheor. Verw. Geb. 1, 230-239 (1963).
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Cited in 22 Documents

Keywords:

probability theory
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[1] Doob, J., Conditional Brownian motion and the boundary limits of harmonic functions, Bull. Soc. math. France, 85, 431-458 (1957) · Zbl 0097.34004
[2] Dvoretsky, A., and P. Erdös: Some problems on random walk in space. Proc. 2nd Berkeley Symposium on Math. Stat and Prob., 353-367. U. of California Press 1951. · Zbl 0044.14001
[3] Dynkin, E. B., One-dimensional continuous strong Markov processes, Teor. Verojatn. Primen., 4, 1-52 (1959) · Zbl 0201.50301
[4] ItÔ, K., and H. P. McKean, Jr.: Diffusion (to appear).
[5] Lévy, P.: Processus stochastiques et mouvement Brownien. Paris 1948. · Zbl 0034.22603
[6] McKean, H. P. Jr., Elementary solutions for certain parabolic partial differential equations, Trans. Amer. math. Soc., 82, 519-548 (1956) · Zbl 0070.32003
[7] Volkonskii, B., Random substitution of time in strong Markov processes, Teor. Verojatn. Primen., 3, 332-350 (1958) · Zbl 0102.14004
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