Comportement des temps d'atteinte d'une diffusion fortement rentrante

Madalina Deaconu; Sophie Wantz

Séminaire de probabilités de Strasbourg (1997)

  • Volume: 31, page 168-175

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Deaconu, Madalina, and Wantz, Sophie. "Comportement des temps d'atteinte d'une diffusion fortement rentrante." Séminaire de probabilités de Strasbourg 31 (1997): 168-175. <http://eudml.org/doc/113949>.

@article{Deaconu1997,
author = {Deaconu, Madalina, Wantz, Sophie},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {hitting time; recurrent diffusion; eigenfunction; Brownian motion; strongly recurrent; infinitesimal generator},
language = {fre},
pages = {168-175},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Comportement des temps d'atteinte d'une diffusion fortement rentrante},
url = {http://eudml.org/doc/113949},
volume = {31},
year = {1997},
}

TY - JOUR
AU - Deaconu, Madalina
AU - Wantz, Sophie
TI - Comportement des temps d'atteinte d'une diffusion fortement rentrante
JO - Séminaire de probabilités de Strasbourg
PY - 1997
PB - Springer - Lecture Notes in Mathematics
VL - 31
SP - 168
EP - 175
LA - fre
KW - hitting time; recurrent diffusion; eigenfunction; Brownian motion; strongly recurrent; infinitesimal generator
UR - http://eudml.org/doc/113949
ER -

References

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  1. [GNRS] V. Giorno, A.G. Nobile, L.M. Ricciardi, L. SacerdoteSome remarks on the Rayleigh process, J. Appl. Prob.23 , 398-408 (1986) Zbl0598.60085MR839994
  2. [KKR] O. Kavian, G. Kerkyacharian, B. RoynetteQuelques remarques sur l'ultra-contractivité, Journal of Functional Analysis, 111 (1993) Zbl0807.47027MR1200640
  3. [RY] D. Revuz, M. YorContinuous Martingales and Brownian Motion, Springer Verlag Zbl0731.60002

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