On the path of an inert object impinged on one side by a Brownian particle

Probability Theory and Related Fields

Volumn 121, Issue 4, 2001, Pages 577-598

  Knight, Frank B ^a  

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

Author keywords

Additive process; Brownian motion; Local time; Reflected diffusion; Selfdecomposable

Indexed keywords

EID: 0035731563     PISSN: 01788051     EISSN: None     Source Type: Journal    
DOI: 10.1007/s004400100160     Document Type: Article

References (9)

1. Chacon, R., Le Jan, Y., Perkins, E., Taylor, S.: Generalized arc length for Brownian motion and Levy processes, Wahr, Z. Verw. Geb., 57, 197-211 (1981)
2. Einstein, A.: Investigations on the Theory of the Brownian Movement, Dover (1905)
3. Feller, W.: (1966) An Introduction to Probability Theory and Its Applications, Volume II, J. Wiley and Sons, Inc (1966)
4. Fitzsimmons, P.J.: A converse to a theorem of P. Lévy Ann. Probab 15, 1515-1523 (1987)
5. Karatzas, I., Shreve, S.: Brownian Motion and Stochastic Calculus, Springer Verlag (1988)
6. Knight, E: (1981) Essentials of Brownian Motion and Diffusion, Mathematical Surveys No. 18. American Mathematical Society, Providence (1981)
7. Matsumoto, H., Yor, M.: A version of Pitman's 2M - X theorem for geometric Brownian motions, C. R. Acad. Sci. Paris, t., 328, Série 1, 1067-1074 (1999)
8. Nelson, E.: (1967). Dynamical Theories of Brownian Motion, Mathematical Notes, Princeton University Press (1967)
9. Sato, K.: (1999). Levy Processes and Infinitely Divisible Distributions, Cambridge University Press (1999)