%0 Journal Article %1 py07ito %A Pitman, Jim %A Yor, Marc %D 2007 %I Springer Japan %J Japanese Journal of Mathematics %K Brownian_excursion Dept_Mathematics_Berkeley Dept_Statistics_Berkeley Markov_excursion poisson_point_process myown %N 1 %P 83-96 %R 10.1007/s11537-007-0661-z %T Itô's excursion theory and its applications %V 2 %X A presentation of Itô’s excursion theory for general Markov processes is given, with several applications to Brownian motion and related processes.

@article{py07ito, abstract = {A presentation of Itô’s excursion theory for general Markov processes is given, with several applications to Brownian motion and related processes.}, added-at = {2008-01-21T01:17:20.000+0100}, author = {Pitman, Jim and Yor, Marc}, biburl = {https://www.bibsonomy.org/bibtex/22ccd5aaecc7dd4caf166d133082f47dd/pitman}, date = {March, 2007}, doi = {10.1007/s11537-007-0661-z}, interhash = {103605e6392c20da789a37720c8fd1ed}, intrahash = {2ccd5aaecc7dd4caf166d133082f47dd}, journal = {Japanese Journal of Mathematics}, keywords = {Brownian_excursion Dept_Mathematics_Berkeley Dept_Statistics_Berkeley Markov_excursion poisson_point_process myown}, mrclass = {60J65,60J60}, note = {Special Feature: Award of the 1st Gauss Prize to K. It\^{o}}, number = 1, pages = {83-96}, publisher = {Springer Japan}, timestamp = {2010-10-30T22:51:59.000+0200}, title = {It\^{o}'s excursion theory and its applications}, volume = 2, year = 2007 }