DIVERGENT SUMS OVER EXCURSIONS

[摘要] Criteria for the almost sure divergence or convergence of sums of functions of excursions away from a recurrent point in the state space of a Markov process are proved. These are applied to the excursions from 0 of reflecting diffusions; in particular, reflecting Brownian motion, to derive some interesting sample path properties for these processes.

[发布日期] 1994-11-01

[关键词] EXCURSION FORMULA;LOCAL TIME;DIFFUSION;SAMPLE PATH PROPERTIES