Temps locaux d'intersection et points multiples des processus de Lévy

Jean-François Le Gall

Séminaire de probabilités de Strasbourg (1987)

  • Volume: 21, page 341-374

How to cite

top

Le Gall, Jean-François. "Temps locaux d'intersection et points multiples des processus de Lévy." Séminaire de probabilités de Strasbourg 21 (1987): 341-374. <http://eudml.org/doc/113603>.

@article{LeGall1987,
author = {Le Gall, Jean-François},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {multiple points of Lévy processes; intersection local time; tubular neighbourhoods; packing measure of multiple points of Brownian motion},
language = {eng},
pages = {341-374},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Temps locaux d'intersection et points multiples des processus de Lévy},
url = {http://eudml.org/doc/113603},
volume = {21},
year = {1987},
}

TY - JOUR
AU - Le Gall, Jean-François
TI - Temps locaux d'intersection et points multiples des processus de Lévy
JO - Séminaire de probabilités de Strasbourg
PY - 1987
PB - Springer - Lecture Notes in Mathematics
VL - 21
SP - 341
EP - 374
LA - eng
KW - multiple points of Lévy processes; intersection local time; tubular neighbourhoods; packing measure of multiple points of Brownian motion
UR - http://eudml.org/doc/113603
ER -

References

top
  1. [1] Aizenman, M.Communication personnelle. 
  2. [2] Blumenthal, R.M.; Getoor, R.K.Markov processes and potentiàl theory. Academic Press, New-York, 1968. Zbl0169.49204MR264757
  3. [3] Dvoretzky, A. ; Erdös, P.Some problems on random walk in space. Proc. Second Berkeley Symp. on Math. Statistics and Probability. University of California Press, Berkeley, 1951, p. 353-367. Zbl0044.14001MR47272
  4. [4] Dynkin, E.B.Additive functionals of several time-reversible Markov processes. J. Funct. Anal.42 (1981), 64-101. Zbl0467.60069MR620580
  5. [5] Dynkin, E.B.Random fields associated with multiple points of the Brownian motion. J. Funct. Anal.62 (1985), 397-434. Zbl0579.60081MR794777
  6. [6] Dynkin, E.B.Self-intersection gauge for random walks and for Brownian motion. A paraître dans Ann. Probab. (1987). Zbl0638.60081MR920254
  7. [7] Evans, S.N.Potential theory for a family of several Markov processes. A paraître aux Ann. Inst. Henri Poincaré (1987). Zbl0625.60086MR906728
  8. [8] Geman, D. ; Horowitz, J. ; Rosen, J.A local time analysis of intersections of Brownian paths in the plane. Ann. Probab.12 (1984), 86-107. Zbl0536.60046MR723731
  9. [9] Hawkes, J.Potential theory of Lévy processes. Proc. London Math. Soc. (3) (1979), 335-352. Zbl0401.60069MR531166
  10. [10] Hawkes, J.. Multiple points for symmetric Lévy processes. Math. Proc. Cambridge Philos. Soc.83 (1978), 83-90. Zbl0396.60067MR464385
  11. [11] Ito, K. ; Mc Kean, H.P.Diffusion processes and their sample paths. Second Printing. Springer - Verlag, Berlin, 1974. Zbl0285.60063MR345224
  12. [12] Kesten, H.Hitting probabilities of single points for processes with stationary independent increments. Mem. Amer. Math. Soc.93 (1969). Zbl0186.50202MR272059
  13. [13] Le Gall, J.F.,Sur la mesure de Hausdorff de la courbe brownienne. Séminaire de Probabilités XIX. Lect. Notes in Math.1123. Springer - Verlag, Berlin, 1985, p. 297-313. Zbl0563.60071MR889491
  14. [14] Le Gall, J.F.Sur la saucisse de Wiener et les points multiples du mouvement brownien. Ann. Probab.14 (1986). Zbl0621.60083MR866344
  15. [15] Le Gall, J.F.Propriétés d'intersection des marches aléatoires, I. Comm. Math. Phys.104 (1986), 471-507. Zbl0609.60078MR840748
  16. [16] Le Gall, J.F.Le comportement du mouvement brownien entre les deux instants où il passe par un point double. J. Funct. Anal.70 (1987). Zbl0624.60090MR880979
  17. [17] Le Gall, J.F.The exact Hausdorff measure of Brownian multiple points. A paraître dans le Seminar on Stochastic Processes1986. Birkhäuser. Zbl0619.60073
  18. [18] Le Gall, J.F.Fluctuation results for the Wiener sausage. Preprint (1986), soumis à Ann. Probab. Zbl0665.60080MR942751
  19. [19] Le Gall, J.F. ; Rosen, J. ; Shieh, N.R.Multiple pointsfor Lévy processes. Preprint (1986). 
  20. [20] Le Gall, J.F. ; Rosen, J.Limit theorems for random walks in the domain of attraction of a stable law. Article en préparation. 
  21. [21] Le Gall, J.F. ; Taylor, S.J.The packing measure of planar Brownian motion. A paraître dans le Seminar on Stochastic Processes1986. Birkhäuser. Zbl0619.60074
  22. [22] Neveu, J.Bases mathématiques du calcul des probabilités. Masson, Paris1970. Zbl0203.49901MR272004
  23. [23] Ray, D.Sojourn times and the exact Hausdorff measure of the sample path for planar Brownian motion. Trans. Amer. Math. Soc.106 (1963),436-444. Zbl0119.14602MR145599
  24. [24] Rogers, C.A.; Taylor, S.J.Functions continuous and sinpular with respect to a Hausdorff measure. Mathematika8 (1961), 1-31. Zbl0145.28701MR130336
  25. [25] Rosen, J.A local time approach to the self-intersections of Brownian paths in space. Comm. Math. Phys.88 (1983), 327-338. Zbl0534.60070MR701921
  26. [26] Rosen, J.Joint continuity of the intersection local times of Markov processes. A paraître dans Ann. Probab. (1987). Zbl0622.60084MR885136
  27. [27] Rosen, J.Continuity and singularity of the intersection local time of stable processes in R2. Preprint (1985). MR920256
  28. [28] Sznitman, A.S.Some bounds and limiting results for the measure of Wiener sausage of small radius associated to elliptic diffusions. Preprint (1986). Zbl0628.60080MR904262
  29. [29] Taylor, S.J.Multiple points for the sample paths of the symmetric stable process. Z. Wahrsch. verw. Gebiete5 (1966), 247-264. Zbl0146.37905MR202193
  30. [30] Taylor, S.J.Sample path properties of a transient stable process. J. Math. Mech.16 (1967), 1229-1246. Zbl0178.19301MR208684
  31. [31] Taylor, S.J.The measure theory of random fractals. Math. Proc. Cambridge Philos. Soc.100 (1986), 383-406. Zbl0622.60021MR857718
  32. [32] Taylor, S.J.; Tricot, C.Packing measure and its evaluation for a Brownian path. Trans. Amer. Math. Soc.288 (1985), 679-699. Zbl0537.28003MR776398
  33. [33] Williams, D.Path decomposition and continuity of local time for one-dimensional diffusions, I. Proc. London Math. Soc (3) 28 (1974), 738-768. Zbl0326.60093MR350881
  34. [34] Wolpert, R.Wiener path intersections and local time. J. Funct. Anal.30 (1978), 329-340. Zbl0403.60069MR518339
  35. [35] Yor, M.Précisions sur l'existence et la continuité des temps locaux d'intersection du mouvement brownien dans Rd. Séminaire de Probabilités XX. Lect. Notes in Math.1204. Springer - Verlag, Berlin, 1986, p. 532-542. Zbl0611.60066MR942042

NotesEmbed ?

top

You must be logged in to post comments.

To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.

Only the controls for the widget will be shown in your chosen language. Notes will be shown in their authored language.

Tells the widget how many notes to show per page. You can cycle through additional notes using the next and previous controls.

    
                

Note: Best practice suggests putting the JavaScript code just before the closing </body> tag.