Le drap brownien comme limite en loi des temps locaux linéaires
Séminaire de probabilités de Strasbourg (1983)
- Volume: 17, page 89-105
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topYor, 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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- [2] R. Bass : A representation of additive functionals of d-dimensional Brownian motion. Preprint (1981).
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- [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] 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
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- [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] D. Nualart : Weak Convergence to the law of two-parameter Continuous processes. Zeitschrift für Wahr.55, 255-269, 1981. Zbl0447.60017MR608020
- [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] E. Perkins : Local time is a semi-martingale. Zeitschrift für Wahr, 60, 79-117 (1982). Zbl0468.60070MR661760
- [12] D.B. Ray : Sojourn Times of diffusion processes. I11. J. Maths7, p. 615-630, 1963. Zbl0118.13403MR156383
- [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] D.W. Stroock S.R.S. Varadhan : Multidimensional Diffusion processes. Grundlehren der mathematischen Wissenschaften233. Springer (1979). Zbl0426.60069MR532498
- [15] D. Williams : "To begin at the beginning..." (Part III) in : Stochastic Integrals. Lect. Notes851, Springer, 1981. Zbl0471.60065MR620984
- [16] M. Yor : Sur la continuité des temps locaux associés à certaines semi-martingales. Astérisque52-53, 23-35, 1978.
Citations in EuDML Documents
top- Mathieu Merle, Local behaviour of local times of super-brownian motion
- Maria Jolis, Weak convergence to the law of the brownian sheet
- Sophie Weinryb, Marc Yor, Le mouvement brownien de Lévy indexé par comme limite centrale de temps locaux d’intersection
- Nathalie Eisenbaum, Une version sans conditionnement du théorème d'isomorphisme de Dynkin
- Nathalie Eisenbaum, A gaussian sheet connected to symmetric Markov chains
- Nathalie Eisenbaum, Théorèmes limites pour les temps locaux d'un processus stable symétrique
- Endre Csáki, Miklós Csörgő, Antónia Földes, Pál Révész, Random walk local time approximated by a brownian sheet combined with an independent brownian motion
- Jay S. Rosen, Second order limit laws for the local times of stable processes
- Davar Khoshnevisan, Pál Révész, Zhan Shi, On the explosion of the local times along lines of brownian sheet
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