Birth-death chains and the local time of Brownian motion

Gregory Tycho Markowsky

doi:10.1017/S000497271100284X

Birth-death chains and the local time of Brownian motion

Gregory Tycho Markowsky

School of Mathematics

Research output: Contribution to journal › Article › Research › peer-review

1 Citation (Scopus)

Abstract

A connection between Brownian motion and birth-death chains is explored. Several results concerning birth death chains are shown to be consequences of well-known results on Brownian motion.

Original language	English
Pages (from-to)	497 - 504
Number of pages	8
Journal	Bulletin of the Australian Mathematical Society
Volume	85
Issue number	3
DOIs	https://doi.org/10.1017/S000497271100284X
Publication status	Published - 2012

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title = "Birth-death chains and the local time of Brownian motion",

abstract = "A connection between Brownian motion and birth-death chains is explored. Several results concerning birth death chains are shown to be consequences of well-known results on Brownian motion.",

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AB - A connection between Brownian motion and birth-death chains is explored. Several results concerning birth death chains are shown to be consequences of well-known results on Brownian motion.

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DO - 10.1017/S000497271100284X

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EP - 504

JO - Bulletin of the Australian Mathematical Society

JF - Bulletin of the Australian Mathematical Society

IS - 3

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Birth-death chains and the local time of Brownian motion

Abstract

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