The PDF file you selected should load here if your Web browser has a PDF reader plug-in installed (for example, a recent version of Adobe Acrobat Reader).

Alternatively, you can also download the PDF file directly to your computer, from where it can be opened using a PDF reader. To download the PDF, click the Download link below.

If you would like more information about how to print, save, and work with PDFs, Highwire Press provides a helpful Frequently Asked Questions about PDFs.

Download this PDF file Fullscreen Fullscreen Off

References

  1. Borodin, A.N. and Salminen, P. Handbook of Brownian motion---facts and formulae. Second edition. Probability and its Applications. Birkhäuser Verlag, Basel, 2002. xvi+672 pp. ISBN: 3-7643-6705-9 Math. Review MR1912205 (2003g:60001)
  2. Itô, K. and McKean, H.P., Jr. Diffusion processes and their sample paths. Second printing, corrected. Die Grundlehren der mathematischen Wissenschaften, Band 125. Springer-Verlag, Berlin-New York, 1974. xv+321 pp. Math. Review MR0345224 (49 #9963)
  3. Kac, I.S. and Krein, M.G. On the spectral functions of the string. Amer. Math. Soc. Transl., II Ser 103 (1974), 19-102. Math. Review number not available.
  4. Kallenberg, O. Ballot theorems and sojourn laws for stationary processes. Ann. Probab. 27 (1999), no. 4, 2011-2019. Math. Review MR1742898 (2001b:60052)
  5. Kallenberg, O. Foundations of modern probability. Second edition. Probability and its Applications (New York). Springer-Verlag, New York, 2002. xx+638 pp. ISBN: 0-387-95313-2 Math. Review MR1876169 (2002m:60002)
  6. Knight, F.B. Characterization of the Levy measures of inverse local times of gap diffusion. Seminar on Stochastic Processes, 1981 (Evanston, Ill., 1981), pp. 53-78, Progr. Prob. Statist. 1, Birkhäuser, Boston, Mass., 1981. Math. Review MR0647781 (83f:60104)
  7. Kotani, S. and Watanabe, S. Kreuin's spectral theory of strings and generalized diffusion processes. Functional analysis in Markov processes (Katata/Kyoto, 1981), pp. 235-259, Lecture Notes in Math. 923, Springer, Berlin-New York, 1982. Math. Review MR0661628 (83h:60081)
  8. Kozlova, M.; Salminen, P. Diffusion local time storage. Stochastic Process. Appl. 114 (2004), no. 2, 211-229. Math. Review MR2101241
  9. Kozlova, M. and Salminen, P. On occupation time identity for reflecting Brownian motion with drift. To appear in Periodica Math. Hung., (Special volume in honor of Endre Csáki and Pál Révész) (2005). Math. Review number not available.
  10. Küchler, U. On sojourn times, excursions and spectral measures connected with quasi diffusions. J. Math. Kyoto Univ. 26 (1986), no. 3, 403-421. Math. Review MR0857226 (87m:60173)
  11. Küchler, U and Salminen, P. On spectral measures of strings and excursions of quasi diffusions. Séminaire de Probabilités, XXIII, 490-502, Lecture Notes in Math. 1372, Springer, Berlin, 1989. Math. Review MR1022933 (91k:60083)
  12. Pitman, J. Stationary excursions. Séminaire de Probabilités, XXI, 289-302, Lecture Notes in Math. 1247, Springer, Berlin, 1987. Math. Review MR0941992 (90f:60078)
  13. Pitman, J. and Yor, M. On the lengths of excursions of some Markov processes. Séminaire de Probabilités, XXXI, 272-286, Lecture Notes in Math. 1655, Springer, Berlin, 1997. Math. Review MR1478737 (98j:60108)
  14. Pitman, J. and Yor, M. Hitting, occupation and inverse local times of one-dimensional diffusions: martingale and excursion approaches. Bernoulli 9 (2003), no. 1, 1-24. Math. Review MR1963670 (2003k:60206)
  15. Salminen, Paavo. On the distribution of supremum of diffusion local time. Statist. Probab. Lett. 18 (1993), no. 3, 219-225. Math. Review MR1241618 (94h:60115)
  16. Salminen, P. and Norros, I. On busy periods of the unbounded Brownian storage. Queueing Syst. 39 (2001), no. 4, 317-333. Math. Review MR1885742 (2002k:60198)
  17. Salminen P. and Vallois, P. On first range times for linear diffusions. To appear in J. Theor. Probab. (2005). Math. Review number not available.
  18. Tucker, H.G. A generalization of the Glivenko-Cantelli theorem. Ann. Math. Statist. 30 (1959), 828-830. Math. Review MR0107891 (21 #6613)


Creative Commons License
This work is licensed under a Creative Commons Attribution 3.0 License.