Comportement asymptotique de certaines fonctionnelles additives de plusieurs mouvements browniens

Philippe Biane

Séminaire de probabilités de Strasbourg (1989)

  • Volume: 23, page 198-233

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Biane, Philippe. "Comportement asymptotique de certaines fonctionnelles additives de plusieurs mouvements browniens." Séminaire de probabilités de Strasbourg 23 (1989): 198-233. <http://eudml.org/doc/113673>.

@article{Biane1989,
author = {Biane, Philippe},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {Brownian motions; long time asymptotics of additive functionals},
language = {fre},
pages = {198-233},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Comportement asymptotique de certaines fonctionnelles additives de plusieurs mouvements browniens},
url = {http://eudml.org/doc/113673},
volume = {23},
year = {1989},
}

TY - JOUR
AU - Biane, Philippe
TI - Comportement asymptotique de certaines fonctionnelles additives de plusieurs mouvements browniens
JO - Séminaire de probabilités de Strasbourg
PY - 1989
PB - Springer - Lecture Notes in Mathematics
VL - 23
SP - 198
EP - 233
LA - fre
KW - Brownian motions; long time asymptotics of additive functionals
UR - http://eudml.org/doc/113673
ER -

References

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  2. [2] S.N. Evans : Potential theory for a family of several Markov Processes. Ann. de l'Inst. Henri Poincaré, 23, p 499-530, (1987). Zbl0625.60086MR906728
  3. [3] P.J. Fitzsimmons, T.S. Salisbury : Capacity and energy for multiparameter Markov processes. preprint. Zbl0689.60071
  4. [4] D. Geman, J. Horowitz, J. Rosen : A local time analysis of intersections of Brownian paths in the plane. Ann. Prob.12, p 86-107 (1984). Zbl0536.60046MR723731
  5. [5] G. Kallianpur, H. Robbins : Ergodic property of the Brownian motion process. Proc Nat. Acad. Sci.U.S.A.39, p 525-533 (1953). Zbl0053.10003MR56233
  6. [6] Y. Kasahara, S. Kotani : On limit processes for a class of additive functionals of recurrent diffusion processes. Z. Wahrsch. verw. Gebiete49, p 133-153 (1979). Zbl0435.60080MR543989
  7. [7] J.F. Le Gall : Propriétés d'intersection des marches aléatoires II. Etude des cas critiques. Comm. Math. Phys.104, p 509-528 (1986). Zbl0609.60079MR840749
  8. [8] J.F. Le Gall : Sur le temps local d'intersection du mouvement Brownien plan et la méthode de renormalisation de Varadhan. Séminaire de Probabilités XIX, Lecture notes in Mathematics n°1123, p 314-332 (1985) Zbl0563.60072MR889492
  9. [9] J.F. Le Gall : Sur la saucisse de Wiener et les points multiples du Mouvement Brownien. Ann. Prob., 14, p 1219-1244. (1986). Zbl0621.60083MR866344
  10. [10] Mountford : An extension of a result of Kahane using Rosen's local time of intersection Stochastics23, 4, p 449-464 (1988). Zbl0645.60086MR943815
  11. [11] G.C. Papanicolaou, D.W. Stroock, S.R.S. Varadhan : Martingale approach to some limit theorems. Duke Univ. Math. Ser. III, Statistical Mechanics and Dynamical Systems. (1977). Zbl0387.60067MR461684
  12. [12] D.L. Burkholder : Sharp inequalities for martingales and stochastic integrals. Colloque Paul Lévy, Astérisque n°157-158, p 75-94. (1988). Zbl0656.60055MR976214
  13. [13] J. Rosen : Tanaka's formula for multiple intersections of planar Brownian motion. Stoch. Proc. and Appl., 23, p 131-141 (1986). Zbl0612.60070MR866291
  14. [14] S. Weinryb, M. Yor : Le mouvement Brownien de Lévy indexé par R3 comme limite centrale de temps locaux d'intersection. Séminaire de Probabilités XXII, Lecture notes in Mathematics n° 1321, p 225-248 (1988). Zbl0653.60074MR960531
  15. [15] M. Yor : Compléments aux formules de Tanaka-Rosen. Séminaire de Probabilités XIX, Lecture notes in Mathematics n°1123, p 332-349 (1985). Zbl0563.60073MR889493

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