Some calculations for perturbed brownian motion

R.A. Doney

Séminaire de probabilités de Strasbourg (1998)

  • Volume: 32, page 231-236

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Doney, R.A.. "Some calculations for perturbed brownian motion." Séminaire de probabilités de Strasbourg 32 (1998): 231-236. <http://eudml.org/doc/113986>.

@article{Doney1998,
author = {Doney, R.A.},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {perturbed Brownian motion; Ray-Knight theorem; two-side exit problem},
language = {eng},
pages = {231-236},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Some calculations for perturbed brownian motion},
url = {http://eudml.org/doc/113986},
volume = {32},
year = {1998},
}

TY - JOUR
AU - Doney, R.A.
TI - Some calculations for perturbed brownian motion
JO - Séminaire de probabilités de Strasbourg
PY - 1998
PB - Springer - Lecture Notes in Mathematics
VL - 32
SP - 231
EP - 236
LA - eng
KW - perturbed Brownian motion; Ray-Knight theorem; two-side exit problem
UR - http://eudml.org/doc/113986
ER -

References

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  1. [1] J. Azéma and M. Yor. Une solution simple au problème de Skorokhod. Sém. de Prob. XIII, Lecture notes in Mathematics, 721, 90-115, Springer, 1978. Zbl0414.60055MR544782
  2. [2] P. Carmona, F. Petit, and M. Yor. Some extensions of the arc-sine law as (partial) consequences of the scaling property of Brownian motion. Prob. Th. and Rel. Fields, 100, 1-29, 1994. Zbl0808.60066MR1292188
  3. [3] P. Carmona, F. Petit, and M. Yor. Beta variables as the time spent in [0, ∞) by certain perturbed Brownian motions. J.London Math. Soc.,(to appear,1997). Zbl0924.60067MR1670130
  4. [4] L. Chaumont and R.A. Doney. Applications of a path decomposition for doubly perturbed Brownian motion. Preprint, 1997. Zbl0997.60095
  5. [5] B. Davis. Weak limits of perturbed random walks and the equation Yt = Bt + α sups&le;tYs + β infs&le;tYs. Ann. Prob.24, 2007-2017, 1996. Zbl0870.60076
  6. [6] R.A. Doney, J. Warren, and M. Yor. Perturbed Bessel processes. This volume. Zbl0924.60039
  7. [7] F. Petit. Sur les temps passé par le mouvement brownien au dessus d'un multiple de son supremum, et quelques extensions de la loi de l'arcsinus.Thèse de doctorat de l'université Paris7, 1992. 
  8. [8] M. Perman and W. Werner. Perturbed Brownian motions. Prob. Th. and Rel. Fields, 108, 357-383, 1997. Zbl0884.60082MR1465164
  9. [9] D. Revuz and M. Yor. Continuous Martingales and Brownian Motion. .Springer-Verlag , Berlin, 1991. Zbl0731.60002MR1083357
  10. [10] W. Werner. Some remarks on perturbed Brownian motion. Sém. de Prob., Lecture notes in Mathematics, 1613, 37-42, Springer, 1995. Zbl0835.60072MR1459447
  11. [11] M. Yor.Some aspects of Brownian motion, part I; some special functionals.Lectures in Mathematics, Birkhäuser, ETH Zürich, 1992. Zbl0779.60070MR1193919

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