Sur la mesure de Hausdorff de la courbe brownienne

Jean-François Le Gall

Séminaire de probabilités de Strasbourg (1985)

  • Volume: 19, page 297-313

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Le Gall, Jean-François. "Sur la mesure de Hausdorff de la courbe brownienne." Séminaire de probabilités de Strasbourg 19 (1985): 297-313. <http://eudml.org/doc/113529>.

@article{LeGall1985,
author = {Le Gall, Jean-François},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {limit theorems for occupation times; exact Hausdorff measure of the Brownian path},
language = {fre},
pages = {297-313},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Sur la mesure de Hausdorff de la courbe brownienne},
url = {http://eudml.org/doc/113529},
volume = {19},
year = {1985},
}

TY - JOUR
AU - Le Gall, Jean-François
TI - Sur la mesure de Hausdorff de la courbe brownienne
JO - Séminaire de probabilités de Strasbourg
PY - 1985
PB - Springer - Lecture Notes in Mathematics
VL - 19
SP - 297
EP - 313
LA - fre
KW - limit theorems for occupation times; exact Hausdorff measure of the Brownian path
UR - http://eudml.org/doc/113529
ER -

References

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  1. [1 ] Z. Ciesielski et S.J. Taylor : First passage times and sojourn times for Brownian motion in space and the exact Hausdorff measure of the sample path. Trans. American Math. Soc.103 (1962), 434-450. Zbl0121.13003MR143257
  2. [2 ] D. Geman, J. Horowitz et J. Rosen : A local time analysis of intersections of Brownian paths in the plane. Ann. Prob.12 (1984), 86-107. Zbl0536.60046MR723731
  3. [3 ] K. Ito et H.P. Mc Kean : Diffusion processes and their sample paths. Springer, New-York (1974). Zbl0285.60063MR345224
  4. [4 ] J.F. Le Gall : Sur la saucisse de Wiener et les points multiples du mouvement brownien. En préparation (octobre 1984). 
  5. [5 ] P. Lévy : La mesure de Hausdorff de la courbe du mouvement brownien. Giorn. Ist. Ital. Attuari16 (1953), 1-37. Zbl0053.10101MR64344
  6. [6 ] P. McGill : A direct proof of the Ray-Knight theorem. Séminaire de Probabilités XV. Lecture Notes in Maths850. Springer, Berlin (1981). Zbl0458.60071MR622564
  7. [7] J.W. Pitman et M. Yor : A decomposition of Bessel bridges. Z. Wahrsch. verw. Gebiete59 (1982) 425-457. Zbl0484.60062MR656509
  8. [8] D. Ray : Sojourn times and the exact Hausdorff measure of the sample path for planar Brownian motion. Trans. American Math. Soc.106 (1963), 436-444. Zbl0119.14602MR145599
  9. [9 ] C.A. Rogers et S.J. Taylor : Functions continuous and singular with respect to a Hausdorff measure. Mathematika8 (1961), 1-31. Zbl0145.28701MR130336
  10. [10 ] S.J. Taylor : The exact Hausdorff measure of the sample path for planar Brownian motion. Proc. Cambridge Philos. Soc.60 (1964), 253-258. Zbl0149.13104MR164380
  11. [11] D. Williams : Path decomposition and continuity of local time for one-dimensional diffusions, I. Proc. London Math. Soc.28 (1974), 738-768. Zbl0326.60093MR350881
  12. [12 ] D. Williams : Diffusions, Markov processes and martingales. Wiley, New York (1979). MR531031

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