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. Lévy, Paul. Processus stochastiques et mouvement brownien.(French) Suivi d'une note de M. Loève. Deuxième édition revue et augmentée Gauthier-Villars & Cie, Paris 1965 vi+438 pp. MR0190953 (32 #8363)
  2. Hawkes, J.; Truman, A. Statistics of local time and excursions for the Ornstein-Uhlenbeck process. Stochastic analysis (Durham, 1990), 91--101, London Math. Soc. Lecture Note Ser., 167, Cambridge Univ. Press, Cambridge, 1991. MR1166408 (93f:60117)
  3. Truman, A.; Williams, D. Excursions and ItÙ Calculus in Nelson's Stochastic Mechanics, ``Recent Developments in Quantum Mechanics", (Kluwer Academic Publishers, Netherlands, 1991)
  4. Davies, Ian; Truman, Aubrey. Laplace asymptotic expansions of conditional Wiener integrals and generalized Mehler kernel formulas. J. Math. Phys. 23 (1982), no. 11, 2059--2070. MR0680002 (85d:81045a)
  5. Davies,I. M; Truman, A. Semiclassical analysis and a new result in in excursion theory, in ``Probability Theory and Mathematical Statistics, Proceedings of the Seventh Vilnius Conference (1998)'' WHERE article_id=edited by B. Grigelionis et al, (Utrecht: VSP, Vilnius: TEV, 1999), 701 -- 706
  6. Olver, F. W. J. Asymptotics and special functions.Computer Science and Applied Mathematics.Academic Press [A subsidiary of Harcourt Brace Jovanovich, Publishers], New York-London, 1974. xvi+572 pp. MR0435697 (55 #8655)


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