On the upcrossing chains of stopped brownian motion
Séminaire de probabilités de Strasbourg, Tome 32 (1998), pp. 343-375. 
@article{SPS_1998__32__343_0,
     author = {Knight, Frank B.},
     title = {On the upcrossing chains of stopped brownian motion},
     journal = {S\'eminaire de probabilit\'es de Strasbourg},
     pages = {343--375},
     publisher = {Springer - Lecture Notes in Mathematics},
     volume = {32},
     year = {1998},
     mrnumber = {1655304},
     zbl = {0917.60077},
     language = {en},
     url = {http://archive.numdam.org/item/SPS_1998__32__343_0/}
}
TY  - JOUR
AU  - Knight, Frank B.
TI  - On the upcrossing chains of stopped brownian motion
JO  - Séminaire de probabilités de Strasbourg
PY  - 1998
SP  - 343
EP  - 375
VL  - 32
PB  - Springer - Lecture Notes in Mathematics
UR  - http://archive.numdam.org/item/SPS_1998__32__343_0/
LA  - en
ID  - SPS_1998__32__343_0
ER  - 
%0 Journal Article
%A Knight, Frank B.
%T On the upcrossing chains of stopped brownian motion
%J Séminaire de probabilités de Strasbourg
%D 1998
%P 343-375
%V 32
%I Springer - Lecture Notes in Mathematics
%U http://archive.numdam.org/item/SPS_1998__32__343_0/
%G en
%F SPS_1998__32__343_0
Knight, Frank B. On the upcrossing chains of stopped brownian motion. Séminaire de probabilités de Strasbourg, Tome 32 (1998), pp. 343-375. http://archive.numdam.org/item/SPS_1998__32__343_0/

1. Chacon, R., Lejan, Y., Perkins, E. and Taylor, S.J., Generalized arc length for Brownian motion and Lévy processes, Z. Wahrsch. Verw. Gebiete 57 (1981), 197-211. | MR | Zbl

2. Feller, W., An Introduction to Probability Theory and its Applications, Vol. I., 3rd Edition. John Wiley and Sons, New York (1968). | MR | Zbl

3. Knight, F.B., On the random walk and Brownian motion, TAMS 103 (1962), 218-228. | MR | Zbl

4. _, Random walks and a sojourn density process of Brownian motion, TAMS 109 (1963), 56-86. | MR | Zbl

5. _, Brownian local times and taboo processes, TAMS 143 (1969), 173-185. | MR | Zbl

6. _, Approximation of stopped Brownian local time by dyadic crossing chains, Stochastic Processes and their Applications Vol. 66, No 2 (1997), 253-271. | MR | Zbl

7. Pitman, J., and Yor, M., A decomposition of Bessel bridges, Z. Wahrsch. Verw. Gebiete 59 (1982), 425-457. | MR | Zbl

8. Walsh, J.B., Downcrossings and the Markov property of local time, In Temps Locaux, Asterisque 52-53 (1978), 89-116.

9. Warren, J., and Yor, M., The Brownian burglar: conditioning Brownian motion by its local time process, Séminaire de Prob. XXXII (?). | EuDML | Numdam | Zbl

10. Whittaker, E.T., and Watson, G.N., A Course of Modern Analysis, 4th Edition Cambridge (1965). | JFM