Sur un calcul de F. Knight

Philippe Biane

Séminaire de probabilités de Strasbourg (1988)

  • Volume: 22, page 190-196

How to cite

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Biane, Philippe. "Sur un calcul de F. Knight." Séminaire de probabilités de Strasbourg 22 (1988): 190-196. <http://eudml.org/doc/113632>.

@article{Biane1988,
author = {Biane, Philippe},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {Brownian motion; Bessel process; path decompositions of the trajectories of Brownian paths},
language = {fre},
pages = {190-196},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Sur un calcul de F. Knight},
url = {http://eudml.org/doc/113632},
volume = {22},
year = {1988},
}

TY - JOUR
AU - Biane, Philippe
TI - Sur un calcul de F. Knight
JO - Séminaire de probabilités de Strasbourg
PY - 1988
PB - Springer - Lecture Notes in Mathematics
VL - 22
SP - 190
EP - 196
LA - fre
KW - Brownian motion; Bessel process; path decompositions of the trajectories of Brownian paths
UR - http://eudml.org/doc/113632
ER -

References

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  1. [1] Ph. Biane: Relations entre pont et excursions du mouvement Brownien réelAnnales de l'I.H.P., vol 22, n°1, 1986, p. 1-7. Zbl0596.60079MR838369
  2. [2] Ph. Biane et M. Yor: Valeurs principales associées aux temps locaux Browniens, Bull. Sc. math., 2e série, 111, 1987, p. 23-101. Zbl0619.60072MR886959
  3. [3] Ph. Biane, J.F. Le Gall, et M. Yor: Un processus qui ressemble au pont Brownien, Séminaire de Probabilités XXI, Lecture Notes in Mathematics n° 1247Springer1987, p. 270-275. Zbl0621.60086MR941990
  4. [4] Ph. Biane et M. Yor: Précisions sur le méandre Brownien, à paraître au Bull. Sc. math, Vol 112, 1988. Zbl0665.60081MR942801
  5. [5] F. Knight: Inverse Local Times Positive Sojourns, and Maxima for Brownian Motion, , à paraître dans Astérisque , volume consacré au colloque Paul Lévy. Zbl0665.60072MR976221
  6. [6] K. Itô et H.P. McKean, Jr: Diffusion Processes and their sample paths, Academic Press (1965), New York. Zbl0127.09503MR199891
  7. [7] Th. Jeulin: Semi-martingales et grossissement d'une filtration, Lecture Notes in Mathematics n°833, Springer1980. Zbl0444.60002MR604176

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