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Itô’s excursion theory and its applications |
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| Authors: | J. Pitman M. Yor |
| Affiliation: | 1. Statistics Department, 367 Evans Hall #3860, University of California, Berkeley, CA, 94720-3860, USA 2. Laboratoire de Probabilités et Modèles Aléatoires, Université Paris VI, 175 rue du Chevaleret - Bo?te courrier 188, F-75013, Paris, France 3. Institut Universitaire de France, Paris, France |
| Abstract: | A presentation of It?’s excursion theory for general Markov processes is given, with several applications to Brownian motion and related processes. |
| Keywords: | excursion theory Poisson point process Lévy processes |
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