The uniform law for exchangeable and lévy process bridges

Asterisque

Volumn 236, Issue , 1996, Pages 171-188

  Knight, F B ^a  

^a UNIVERSITY OF ILLINOIS AT URBANA CHAMPAIGN   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0001125756     PISSN: 03031179     EISSN: None     Source Type: Book Series    
DOI: None     Document Type: Article

References (15)

1. E. Sparre Andersen, On the fluctuations of sums of random variables, Math. Scand. 1 (1953), 263- 285; Remarks to the paper, ibid II, (1954), 193-194 .
2. E. Sparre Andersen, On the fluctuations of sums of random variables II, Math. Scand. 2 (1954), 195-223.
3. P. Billingsley, Convergence of Probability Measures, John Wiley and Sons, Inc, 1968.
4. P. Fitzsimmons, J. Pitman, M. Yor, Markovian Bridges: Construction, Palm interpretation, and splicing., In Seminar on Stochastic Processes, 1992, Birkhauser, Boston.
5. R. K. Getoor and M. Sharpe, Arc-sine laws for Lévy process, J. Appl. Prob. 31 1 (1994).
6. O. Kallenberg, Canonical representations and convergence criteria for processes with interchangeable increments, Z. Wahrscheinlichkeitstheorie verw. Geb. 27 (1973), 23-36.
7. O. Kallenberg, Splitting at backward times in regenerative sets, The Annals of Probability 9 (1981), 781-799.
8. P. Levy, Sur certains processus stochastiques homogènes, Compositio Math 7 (1939), 283-339.
9. M. Loeve, Probability Theory, Third Edition, Van Nostrand, 1963.
10. P. W. Millar, Exit properties of stochastic processes with stationary independent increments, Trans. Amer. Math. Soc. 178 (1973), 459-479.
11. E. S. Shtatland, On local properties of processes with independent increments, Th. Prob. Appl. 10 (1965), 317-322.
12. J. Bertoin, Splitting at the infimum and excursions in half-lines for random walks and Lévy processes, Stochastic Processes and their Applications 47 (1993), 17-35.
13. W. Feller, An Introduction to Probability Theory and Its Applications, vol. II, John Wiley and Sons, Inc., 1966.
14. E.A. Pecherskii and B.A. Rogozin, On joint distributions of random variables associated with fluctuations of a process with independent increments, Theory of Prob, and its Application XIV, 3 (1969), 410-423.
15. P.T. Fitzsimmons and R.K. Getoor, Occupation time distributions for Lévy bridges and excursions, Stochastic Processes and Their Applications, 58 1 (1995), 73-89.