XIII: 59, 646-646, LNM 721 (1979)
BARLOW, Martin T.
On the left endpoints of Brownian excursions (
Brownian motion,
Excursion theory)
It is shown that no expansion of the Brownian filtration can be found such that $B_t$ remains a semimartingale, and the set of left endpoints of Brownian excursions becomes optional
Keywords: Progressive setsNature: Original
Retrieve article from Numdam
XV: 13, 191-205, LNM 850 (1981)
MAISONNEUVE, Bernard
On Lévy's downcrossing theorem and various extensions (
Excursion theory)
Lévy's downcrossing theorem describes the local time $L_t$ of Brownian motion at $0$ as the limit of $\epsilon D_t(\epsilon)$, where $D_t$ denotes the number of downcrossings of the interval $(0,\epsilon)$ up to time $t$. To give a simple proof of this result from excursion theory, easy to generalize, the paper uses the weaker definition of regenerative systems described in
1137. A gap in the related author's paper
Zeit. für W-Theorie, 52, 1980 is repaired at the end of the paper
Keywords: Excursions,
Lévy's downcrossing theorem,
Local times,
Regenerative systemsNature: Original Retrieve article from Numdam
