Remarques sur une formule de Paul Lévy

Marc Yor

Séminaire de probabilités de Strasbourg (1980)

  • Volume: 14, page 343-346

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Yor, Marc. "Remarques sur une formule de Paul Lévy." Séminaire de probabilités de Strasbourg 14 (1980): 343-346. <http://eudml.org/doc/113297>.

@article{Yor1980,
author = {Yor, Marc},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {Brownian motion; stochastic calculus},
language = {fre},
pages = {343-346},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Remarques sur une formule de Paul Lévy},
url = {http://eudml.org/doc/113297},
volume = {14},
year = {1980},
}

TY - JOUR
AU - Yor, Marc
TI - Remarques sur une formule de Paul Lévy
JO - Séminaire de probabilités de Strasbourg
PY - 1980
PB - Springer - Lecture Notes in Mathematics
VL - 14
SP - 343
EP - 346
LA - fre
KW - Brownian motion; stochastic calculus
UR - http://eudml.org/doc/113297
ER -

References

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  1. [1] B. Gaveau : Principe de moindre action, propagation de la chaleur et estimées sous-elliptiques sur certains groupes nilpotents. Acta Mathematica, Vol. 139, 1977. Zbl0366.22010MR461589
  2. [2] P. Levy : Wiener's Random Function, and other Laplacian Random Functions. Second Symposium of Berkeley. Probability and Statistics (1950), 171-186. Zbl0044.13802MR44774
  3. [3] D. Williams : On a stopped Brownian motion formula of H.M. Taylor. Séminaire de Probabilités X, Lect. Notes in Maths511, Springer (1976). Zbl0368.60056MR461687
  4. [4] M. Yor : Les filtrations de certaines martingales du mouvement brownien dans Rn. Séminaire de Probabilités XIII. Lect. Notes721. Springer (1979). Zbl0418.60057MR544812

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