Le drap brownien comme limite en loi des temps locaux linéaires

Marc Yor

Séminaire de probabilités de Strasbourg (1983)

  • Volume: 17, page 89-105

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Yor, Marc. "Le drap brownien comme limite en loi des temps locaux linéaires." Séminaire de probabilités de Strasbourg 17 (1983): 89-105. <http://eudml.org/doc/113471>.

@article{Yor1983,
author = {Yor, Marc},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {local times; Brownian sheet; weak convergence; Brownian motion},
language = {fre},
pages = {89-105},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Le drap brownien comme limite en loi des temps locaux linéaires},
url = {http://eudml.org/doc/113471},
volume = {17},
year = {1983},
}

TY - JOUR
AU - Yor, Marc
TI - Le drap brownien comme limite en loi des temps locaux linéaires
JO - Séminaire de probabilités de Strasbourg
PY - 1983
PB - Springer - Lecture Notes in Mathematics
VL - 17
SP - 89
EP - 105
LA - fre
KW - local times; Brownian sheet; weak convergence; Brownian motion
UR - http://eudml.org/doc/113471
ER -

References

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  1. [1] M. Barlow, M. Yor : (Semi)-martingale inequalities and local times. Zeitschrift für Wahr, 55, 237-254 (1981). Zbl0451.60050MR608019
  2. [2] R. Bass : A representation of additive functionals of d-dimensional Brownian motion. Preprint (1981). 
  3. [3] P. Billingsley : Convergence of probability measures. Wiley, New-York, 1968. Zbl0172.21201MR233396
  4. [4] N. Bouleau, M. Yor : Sur la variation quadratique des temps locaux de certaines semi-martingales. C.R.A.S.Paris, t. 291 (2 Mars 1981), 491-494. Zbl0476.60046MR612544
  5. [5] N.N. Centsov : Limit theorems for some classes of random functions. in : Selected Translations in Math. Statistics and Probability, 9, 37-42, 1971. Zbl0226.60031
  6. [6] Y. Kasahara, S. Kotani : On limit processes for a class of additive functionals of recurrent diffusion processes. Zeitschrift für Wahr., 49, 133-153 (1979). Zbl0435.60080MR543989
  7. [7] F.B. Knight : A reduction of continuous square-integrable martingales to Brownian motion. Lect. Notes in Maths, n° 190, Springer (1971). MR370741
  8. [8] F.B. Knight : Random Walks and the sojourn density process of Brownian motion. Trans. Amer. Math. Soc.109, p. 56-86, 1963. Zbl0119.14604MR154337
  9. [9] D. Nualart : Weak Convergence to the law of two-parameter Continuous processes. Zeitschrift für Wahr.55, 255-269, 1981. Zbl0447.60017MR608020
  10. [10] G.C. Papanicolaou, D.W. Stroock S.R.S. Varadhan : Martingale approach to some limit theorems. Duke Univ. Maths. Series III, Statistical Mechanics and Dynamical Systems (1977). MR461684
  11. [11] E. Perkins : Local time is a semi-martingale. Zeitschrift für Wahr, 60, 79-117 (1982). Zbl0468.60070MR661760
  12. [12] D.B. Ray : Sojourn Times of diffusion processes. I11. J. Maths7, p. 615-630, 1963. Zbl0118.13403MR156383
  13. [13] M.L. Straf : Weak convergence of stochastic processes with several parameters. Proc. of 6th Berkeley Symp. on Math. Statistics and Probability, Vol 2, 187-221 (1971). Zbl0255.60019MR402847
  14. [14] D.W. Stroock S.R.S. Varadhan : Multidimensional Diffusion processes. Grundlehren der mathematischen Wissenschaften233. Springer (1979). Zbl0426.60069MR532498
  15. [15] D. Williams : "To begin at the beginning..." (Part III) in : Stochastic Integrals. Lect. Notes851, Springer, 1981. Zbl0471.60065MR620984
  16. [16] M. Yor : Sur la continuité des temps locaux associés à certaines semi-martingales. Astérisque52-53, 23-35, 1978. 

Citations in EuDML Documents

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  1. Mathieu Merle, Local behaviour of local times of super-brownian motion
  2. Maria Jolis, Weak convergence to the law of the brownian sheet
  3. Sophie Weinryb, Marc Yor, Le mouvement brownien de Lévy indexé par 3 comme limite centrale de temps locaux d’intersection
  4. Nathalie Eisenbaum, Une version sans conditionnement du théorème d'isomorphisme de Dynkin
  5. Nathalie Eisenbaum, A gaussian sheet connected to symmetric Markov chains
  6. Nathalie Eisenbaum, Théorèmes limites pour les temps locaux d'un processus stable symétrique
  7. Endre Csáki, Miklós Csörgő, Antónia Földes, Pál Révész, Random walk local time approximated by a brownian sheet combined with an independent brownian motion
  8. Jay S. Rosen, Second order limit laws for the local times of stable processes
  9. Davar Khoshnevisan, Pál Révész, Zhan Shi, On the explosion of the local times along lines of brownian sheet

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