Un processus qui ressemble au pont brownien

Philippe Biane; Jean-François Le Gall; Marc Yor

Séminaire de probabilités de Strasbourg (1987)

  • Volume: 21, page 270-275

How to cite


Biane, Philippe, Le Gall, Jean-François, and Yor, Marc. "Un processus qui ressemble au pont brownien." Séminaire de probabilités de Strasbourg 21 (1987): 270-275. <http://eudml.org/doc/113598>.

author = {Biane, Philippe, Le Gall, Jean-François, Yor, Marc},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {Brownian bridge; Brownian motion; local time},
language = {fre},
pages = {270-275},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Un processus qui ressemble au pont brownien},
url = {http://eudml.org/doc/113598},
volume = {21},
year = {1987},

AU - Biane, Philippe
AU - Le Gall, Jean-François
AU - Yor, Marc
TI - Un processus qui ressemble au pont brownien
JO - Séminaire de probabilités de Strasbourg
PY - 1987
PB - Springer - Lecture Notes in Mathematics
VL - 21
SP - 270
EP - 275
LA - fre
KW - Brownian bridge; Brownian motion; local time
UR - http://eudml.org/doc/113598
ER -


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  2. [2] K.L. Chung : Excursions in Brownian motion. Ark. für Math.14, 155-177 (1976). Zbl0356.60033MR467948
  3. [3] R.K. Getoor : The Brownian escape process. Annals of Proba, 7, 864-867 (1979). Zbl0416.60086MR542136
  4. [4] Th. Jeulin : Semi-martingales et grossissement d'une filtration. Lect. Notes in Maths.833. Springer (1980). Zbl0444.60002MR604176
  5. [5] Th. Jeulin, M. Yor (eds) : Grossissement de filtrations : exemples et applications. Lect. Notes in Maths.1118. Springer (1985). Zbl0576.60038MR884713
  6. [6] J.W. Pitman, M. Yor : Bessel processes and infinitely divisible laws. In : "Stochastic Integrals", ed. D. Williams, Lect. Notes in Maths.851. Springer (1981). Zbl0469.60076MR620995
  7. [7] D. Williams : Path decomposition and continuity of local times for one-dimensional diffusions. Proc. London Math. Soc.(3) 28, 738-768 (1974). Zbl0326.60093MR350881

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