Sur une horloge fluctuante pour les processus de Bessel de petites dimensions

Jean Bertoin

Séminaire de probabilités de Strasbourg (1990)

  • Volume: 24, page 117-136

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Bertoin, Jean. "Sur une horloge fluctuante pour les processus de Bessel de petites dimensions." Séminaire de probabilités de Strasbourg 24 (1990): 117-136. <http://eudml.org/doc/113711>.

@article{Bertoin1990,
author = {Bertoin, Jean},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {Bessel process; additive functional; Markov additive process; measure- valued; Ray-Knight type theorem for the occupation measure},
language = {fre},
pages = {117-136},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Sur une horloge fluctuante pour les processus de Bessel de petites dimensions},
url = {http://eudml.org/doc/113711},
volume = {24},
year = {1990},
}

TY - JOUR
AU - Bertoin, Jean
TI - Sur une horloge fluctuante pour les processus de Bessel de petites dimensions
JO - Séminaire de probabilités de Strasbourg
PY - 1990
PB - Springer - Lecture Notes in Mathematics
VL - 24
SP - 117
EP - 136
LA - fre
KW - Bessel process; additive functional; Markov additive process; measure- valued; Ray-Knight type theorem for the occupation measure
UR - http://eudml.org/doc/113711
ER -

References

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  2. [2] J. Bertoin : Excursions of a BES0(d) and its drift term ( 0&lt;d&lt;1 ), à paraître dans Probab. Th. Rel. Fields. Zbl0665.60073
  3. [3] Ph. Biane et M. Yor : Valeurs principales associées aux temps locaux browniens, Bull. Sc. Math.2ème série 111 (1987), p. 23-101. Zbl0619.60072MR886959
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  7. [7] K. Itô : Poisson point process attached to Markov processes, Proc. 6th Berkeley Symp. vol.III (1971), p. 225-239. Zbl0284.60051MR402949
  8. [8] R.R. London, H.P. Mc Kean, L.C.G. Rogers et D. Williams : A martingale approach to some Wiener-Hopf problems I , Séminaire de Probabilités XVI , Lect. Notes in Math. n° 920 (1981), p. 41-67. Zbl0485.60072MR658671
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  11. [11] L.C.G. Rogers : Wiener-Hopf factorization of diffusions and Lévy processes, Proc. London Math. Soc.47 (1983), p. 177-191. Zbl0524.60070MR698932
  12. [12] L.C.G. Rogers : A new identity for real Lévy processes, Ann. Inst. Henri Poincaré vol.20 n°1 (1984), p. 21-34. MR740248
  13. [13] L.C.G. Rogers et D. Williams : Time substitution based on fluctuating additive functionals (Wiener-Hopf factorization for infinitesimal generators), Séminaire de Probabilités XIV , Lect. Notes in Math. n° 784 (1979), p. 332-342. Zbl0442.60075MR580139
  14. [14] D. Williams : On Lévy's downcrossing theorem, Z.f.W.40 (1977), p. 157-158. Zbl0372.60115MR464413
  15. [15] T. Yamada : On some limit theorems for occupation times of one dimensional brownian motion and its continuous additive functionals locally of zero energy, J. Math. Kyoto Univ. vol. 26-2 (1986), p. 309-322. Zbl0618.60080MR849222

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