Publications
Itô excursion theory via resolvents
– Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
(1983)
63,
237
(doi: 10.1007/BF00538964)
Stochastic differential equations and diffusion processes Nobuyuki Ikeda and Shinzo Watanabe North-Holland, Amsterdam, 1981, xiv + 464 pages, Dfl.175.00
– European Journal of Operational Research
(1982)
10,
419
(doi: 10.1016/0377-2217(82)90101-1)
A martingale approach to some Wiener-Hopf problems. I, II
(1982)
920,
41
Characterizing all Diffusions with the $2M - X$ Property
– The Annals of Probability
(1981)
9,
561
(doi: 10.1214/aop/1176994362)
WILLIAMS CHARACTERIZATION OF THE BROWNIAN EXCURSION LAW - PROOF AND APPLICATIONS
– LECT NOTES MATH
(1981)
850,
227
Diffusions, Markov Processes, and Martingales, VOlume 2
Diffusions, Markov Processes, and Martingales, Volume 1
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