Lois conditionnelles des excursions markoviennes

Hacène Boutabia; Bernard Maisonneuve

Séminaire de probabilités de Strasbourg (1992)

  • Volume: 26, page 162-166

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Boutabia, Hacène, and Maisonneuve, Bernard. "Lois conditionnelles des excursions markoviennes." Séminaire de probabilités de Strasbourg 26 (1992): 162-166. <http://eudml.org/doc/113793>.

@article{Boutabia1992,
author = {Boutabia, Hacène, Maisonneuve, Bernard},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {random time; conditioning is with respect to the position of the process; excursion; duration of the excursion},
language = {fre},
pages = {162-166},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Lois conditionnelles des excursions markoviennes},
url = {http://eudml.org/doc/113793},
volume = {26},
year = {1992},
}

TY - JOUR
AU - Boutabia, Hacène
AU - Maisonneuve, Bernard
TI - Lois conditionnelles des excursions markoviennes
JO - Séminaire de probabilités de Strasbourg
PY - 1992
PB - Springer - Lecture Notes in Mathematics
VL - 26
SP - 162
EP - 166
LA - fre
KW - random time; conditioning is with respect to the position of the process; excursion; duration of the excursion
UR - http://eudml.org/doc/113793
ER -

References

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  1. [1] Benveniste A., Jacod J. — Systèmes de Lévy des processus de Markov, Invent. Math., 21 (1973), 183-198. Zbl0265.60074MR343375
  2. [2] Boutabia H. — Thèse de troisième cycle, Grenoble, 1985. 
  3. [3] Dellacherie C., Meyer P.A.— Probabilités et Potentiel, Hermann, I-IV, 1975, Hermann, XII-XVI, 1987. MR488194
  4. [4] Dellacherie C., Maisonneuve B., Meyer P.A. — Probabilités et Potentiel, XVII-XXIV, à paraître. 
  5. [5] Doob J.L. — Stochastic Processes, Wiley, New-York, 1953. Zbl0053.26802MR58896
  6. [6] Getoor R.K., Sharpe M.J. — Excursions of dual processes, Advances in Math., 45 (1982), 259-309. Zbl0497.60067MR673804
  7. [7] Kaspi M., Maisonneuve B. — Predictable local lines and exit systems, Sém. Prob. XX,LN, 1204 (1986), 95-100. Zbl0607.60060MR942018
  8. [8] Maisonneuve B. — Exit systems, Ann.Prob, 3 (1975), 399-411. Zbl0311.60047MR400417
  9. [9] Maisonneuve B. — On the structure of certain excursions of Markov processes, Z.W., 47 (1979), 61-67. Zbl0381.60061MR521532
  10. [10] Maisonneuve B. — Strict past at arbitrary times, Seminar on Stochastic Processes, 1985Birkhäuser1986. Zbl0599.60069MR896741
  11. [11] Maisonneuve B. — Systèmes de sortie (FDt)-prévisibles, Z.W., 80 (1989), 395-405. Zbl0661.60088MR976533
  12. [12] Pitman J. — Lévy systems and path decompositions, Sem. Stoch. Proc., 1951Birkhäuser1952. Zbl0518.60077MR647782
  13. [13] Weil M. — Conditionnement par rapport au passé strict, Sem. Prob. Strasbourg V, LN191 (1971), 362-372. MR381011

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