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One-dimensional Brownian motion and the three-dimensional Bessel process

Published online by Cambridge University Press:  01 July 2016

J. W. Pitman*
Affiliation:
University of Sheffield

Abstract

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Type
II Contributed Papers
Copyright
Copyright © Applied Probability Trust 1974 

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References

[1] Williams, D. (1970) Decomposing the Brownian path. Bull. Amer. Math. Soc. 76 871873.Google Scholar
[2] Williams, D. (1973) Path decomposition and continuity of local time for one-dimensional diffusions: I. Duplicated report, University College of Swansea.Google Scholar