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Local Times and Excursion Theory for Brownian Motion [2013]
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Prerequisites
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The Existence and Regularity of Semimartingale Local Times
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Lévy’s Representation of Reflecting BM and Pitman’s Representation of BES(3)
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Paul Lévy’s Arcsine Laws
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Brownian Excursion Theory: A First Approach
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Two Descriptions of n: Itô’s and Williams’
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A Simple Path Decomposition of Brownian Motion Around Time <italic>t</italic> = 1
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The Laws of, and Conditioning with Respect to, Last Passage Times
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Integral Representations Relating W and n
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The Feynman–Kac Formula and Excursion Theory
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Some Identities in Law