Une version sans conditionnement du théorème d'isomorphisme de Dynkin

Nathalie Eisenbaum

Séminaire de probabilités de Strasbourg (1995)

  • Volume: 29, page 266-289

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Eisenbaum, Nathalie. "Une version sans conditionnement du théorème d'isomorphisme de Dynkin." Séminaire de probabilités de Strasbourg 29 (1995): 266-289. <http://eudml.org/doc/113911>.

@article{Eisenbaum1995,
author = {Eisenbaum, Nathalie},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {Dynkin's isomorphism theorem; Ray-Knight theorem},
language = {eng},
pages = {266-289},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Une version sans conditionnement du théorème d'isomorphisme de Dynkin},
url = {http://eudml.org/doc/113911},
volume = {29},
year = {1995},
}

TY - JOUR
AU - Eisenbaum, Nathalie
TI - Une version sans conditionnement du théorème d'isomorphisme de Dynkin
JO - Séminaire de probabilités de Strasbourg
PY - 1995
PB - Springer - Lecture Notes in Mathematics
VL - 29
SP - 266
EP - 289
LA - eng
KW - Dynkin's isomorphism theorem; Ray-Knight theorem
UR - http://eudml.org/doc/113911
ER -

References

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  1. [D] E.B. Dynkin : Local times and quantum fields. Sem. on Stoch. Processes, Birkhauser eds. P. Huber and M. Rosenblatt (69-89) 1983. Zbl0554.60058MR902412
  2. [E] N. Eisenbaum : Dynkin's isomorphism theorem and the Ray-Knight theorems. Probab.Theory Relat.Fields99,321-335 (1994). Zbl0801.60064MR1278888
  3. [K 1] F.B. Knight : Random walks and a sofourn density process of Brownian motions.Trans. Amer. Math. Soc.,109 (56-86) 1963. Zbl0119.14604MR154337
  4. [K 2] F.B. Knight : Essentials of Brownian motion and diffusion. Mathematical Surveys18Amer.Math.Soc.Providence,1981. Zbl0458.60002MR613983
  5. [M-R 1] M.B. Marcus and J. Rosen : Sample path properties of the local times of strongly symmetric Markov processes via Gaussian processes. Annals of Proba.. , V20, n°4, (1603-16684), 1992. Zbl0762.60068MR1188037
  6. [M-R 2] M.B. Marcus and J. Rosen : Moment generating functions for local times of strongly symmetric Markov processes and random walks. Proceedings of the conference Probability in Banach Spaces, 8. Birkhauser. 1992. Zbl0788.60092MR1227631
  7. [P-Y] J. Pitman and M. Yor : Bessel processes and infinitely divisible laws.In "Stochastic Integrals" D. Williams ed. LNM851. Springer.1981. Zbl0469.60076MR620995
  8. [Ra] D.B. Ray : Sojourn times of a diffusion process.Ill. J. Maths., 77 (615-630) 1963. Zbl0118.13403MR156383
  9. [R] J. Rosen : Second order limit laws for the local times of stable processes. Sém. de Probabilités XXV.LNM1485 (407-425).Springer.1991 Zbl0758.60078MR1187796
  10. [R-Y] D. Revuz and M. Yor : Continuous martingales and Brownian motion. Springer-Verlag.1991.Second edition 1994. Zbl0731.60002MR1303781
  11. [S] P. Sheppard : On the Ray-Knight property of local times. J. London Math. Soc.31, (377-384),1985. Zbl0535.60070MR809960
  12. [Y 1] M. Yor : Le drap brownien comme limite en loi des temps locaux d'un mouvement brownien linéaire.Sém. de Probabilités XVII. LNM986 (89-105).Springer. 1983. Zbl0514.60075MR770400
  13. [Y 2] M. Yor : Remarques sur certaines constructions des mouvements browniens fractionnaires.Sém. de Probabilités XXII.LNM1321 (217-225).Springer.1988. Zbl0656.60087MR960530

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