@article{SPS_1998__32__412_0,
author = {Mc Gill, Paul},
title = {Brownian motion, excursions, and matrix factors},
journal = {S\'eminaire de probabilit\'es},
pages = {412--425},
year = {1998},
publisher = {Springer - Lecture Notes in Mathematics},
volume = {32},
mrnumber = {1655307},
zbl = {0944.60086},
language = {en},
url = {https://www.numdam.org/item/SPS_1998__32__412_0/}
}
Mc Gill, Paul. Brownian motion, excursions, and matrix factors. Séminaire de probabilités, Tome 32 (1998), pp. 412-425. https://www.numdam.org/item/SPS_1998__32__412_0/
1. Fluctuation theory in continuous time. Adv. Appl. Prob. 7 (1975) 705-766. | Zbl | MR
2. . Eléments d'analyse, Tome 7. Gauthier-Villars, Paris 1978. | Zbl
3. An Introduction to Probability Theory and its Applications, Vol. 1. 3rd Ed., Wiley, New York 1968. | Zbl | MR
4. and Fluctuation identities for Lévy processes and splitting at the maximum. Adv. Appl. Prob., 12 (1980) 893-902. | Zbl | MR
5. . Wiener-Hopf splitting of a 2 × 2 matrix. Proc. Roy. Soc. Lond. A. 434 (1991) 419-433. | Zbl | MR
6. Systèmes régénératifs. Astérisque No. 15, Société Mathématique de France, Paris 1974. | Zbl | MR | Numdam
7. Singular integral equations. Noordhoff, Groningen 1953. | Zbl | MR
8. Stable processes with absorbing barrier. Trans. Amer. Math. Soc.89 (1958) 16-24. | Zbl | MR
9. Théorie des distributions. Hermann, Paris 1966. | Zbl | MR
10. Some aspects of Wiener-Hopf factorization.Phil. Trans. R. Soc. Lond. A. 335 (1991) 593-608. | Zbl | MR





