Branching processes, the Ray-Knight theorem, and sticky brownian motion
Séminaire de probabilités de Strasbourg (1997)
- Volume: 31, page 1-15
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topWarren, Jonathan. "Branching processes, the Ray-Knight theorem, and sticky brownian motion." Séminaire de probabilités de Strasbourg 31 (1997): 1-15. <http://eudml.org/doc/113954>.
@article{Warren1997,
author = {Warren, Jonathan},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {Brownian motion; Bessel process; continuous-state branching process; stochastic differential equation},
language = {fre},
pages = {1-15},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Branching processes, the Ray-Knight theorem, and sticky brownian motion},
url = {http://eudml.org/doc/113954},
volume = {31},
year = {1997},
}
TY - JOUR
AU - Warren, Jonathan
TI - Branching processes, the Ray-Knight theorem, and sticky brownian motion
JO - Séminaire de probabilités de Strasbourg
PY - 1997
PB - Springer - Lecture Notes in Mathematics
VL - 31
SP - 1
EP - 15
LA - fre
KW - Brownian motion; Bessel process; continuous-state branching process; stochastic differential equation
UR - http://eudml.org/doc/113954
ER -
References
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- [9] D. Revuz and M. Yor. Continuous martingales and Brownian motion. Springer, Berlin, 1991. Zbl0731.60002MR1083357
- [10] L.C.G. Rogers and D. Williams. Diffusions, Markov processes and Martingales, vol 2: Itô calculus. Wiley, New York, 1987. Zbl0627.60001MR921238
- [11] T. Shiga and S. Watanabe. Bessel diffusions as a one-parameter family of diffusion processes. Zeitschrift für Wahrscheinlichkeitstheorie, 27:37-46, 1973. Zbl0327.60047MR368192
- [12] K. Yamada. Reflecting or sticky Markov processes with Lévy generators as the limit of storage processes. Stochastic Processes and their Applications, 52:135-164, 1994. Zbl0811.60067MR1289173
- [13] M. Yor. Some remarks concerning sticky Brownian motion. Unpublished, 1989.
- [14] M. Yor. Some aspects of Brownian motion, part 1: Some special functionals. Birkhäuser, 1992. Zbl0779.60070MR1193919
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