Inégalités pour les processus self-similaires arrêtés à un temps quelconque

Shiqi Song; Marc Yor

Séminaire de probabilités de Strasbourg (1987)

  • Volume: 21, page 230-245

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Song, Shiqi, and Yor, Marc. "Inégalités pour les processus self-similaires arrêtés à un temps quelconque." Séminaire de probabilités de Strasbourg 21 (1987): 230-245. <http://eudml.org/doc/113595>.

@article{Song1987,
author = {Song, Shiqi, Yor, Marc},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {processes stopped at a random time; self-similar processes},
language = {eng},
pages = {230-245},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Inégalités pour les processus self-similaires arrêtés à un temps quelconque},
url = {http://eudml.org/doc/113595},
volume = {21},
year = {1987},
}

TY - JOUR
AU - Song, Shiqi
AU - Yor, Marc
TI - Inégalités pour les processus self-similaires arrêtés à un temps quelconque
JO - Séminaire de probabilités de Strasbourg
PY - 1987
PB - Springer - Lecture Notes in Mathematics
VL - 21
SP - 230
EP - 245
LA - eng
KW - processes stopped at a random time; self-similar processes
UR - http://eudml.org/doc/113595
ER -

References

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  1. [1] R. Azencott : Grandes déviations et applications. Ecole d'Eté de Probabilités de Saint-Flour VIII - 1978. Lect. Notes Math.774. Springer (1980). Zbl0435.60028MR590626
  2. [2] M.T. Barlow, S.D. Jacka, M. Yor : Inequalities for a pair of processes stopped at a random time. Proc. London Math. Soc. (3), 52 (1986), 142-172. Zbl0585.60055MR812449
  3. [3] P. Groenenboom : Brownian motion with a parabolic drift and Airy functions. A paraître dans Probab. Th. Rel. Fields (1987). 
  4. [4] D. Williams : Path decomposition and continuity of local time for one-dimensional diffusions. Proc. London Math. Soc. (3), 28, 738-768, 1974. Zbl0326.60093MR350881
  5. [5] M.T. Barlow, M. Yor : Semi-martingale inequalities via the Garsia - Rodemich - Rumsey Lemma and applications to local times. J. Funct. Anal.49 (1982), 198-229. Zbl0505.60054MR680660
  6. [6] G.L. O'Brien and W. Vervaat : Marginal distributions of self-similar processes with stationary increments. Zeitschrift für Wahr., 64, 1983, 129-138. Zbl0498.60060MR710651

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