Le théorème de Ray-Knight à temps fixe

Christophe Leuridan

Séminaire de probabilités de Strasbourg (1998)

  • Volume: 32, page 376-396

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Leuridan, Christophe. "Le théorème de Ray-Knight à temps fixe." Séminaire de probabilités de Strasbourg 32 (1998): 376-396. <http://eudml.org/doc/113997>.

@article{Leuridan1998,
author = {Leuridan, Christophe},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {Brownian motion; local time; Ray-Knight theorem},
language = {fre},
pages = {376-396},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Le théorème de Ray-Knight à temps fixe},
url = {http://eudml.org/doc/113997},
volume = {32},
year = {1998},
}

TY - JOUR
AU - Leuridan, Christophe
TI - Le théorème de Ray-Knight à temps fixe
JO - Séminaire de probabilités de Strasbourg
PY - 1998
PB - Springer - Lecture Notes in Mathematics
VL - 32
SP - 376
EP - 396
LA - fre
KW - Brownian motion; local time; Ray-Knight theorem
UR - http://eudml.org/doc/113997
ER -

References

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  1. [1] Biane P., Yor M. — Sur la loi des temps locaux pris en un temps exponentiel, Sém. Prob. XXII, LNM1321, Springer (1988),454-466. Zbl0652.60081MR960541
  2. [2] Eisenbaum N. — Un théorème de Ray-Knight lié au supremum des temps locaux browniens, PTRF87 (1990), 79-95. Zbl0688.60060MR1076957
  3. [3] Van Der Hofstad R. , Den Hollander F., König W. — Central limit theorem for the Edwards model, Annals of Probability25 (2) (1997), 573-597. Zbl0873.60009MR1434119
  4. [4] Jeulin T., Yor M. — Grossissement de filtrations: exemples et applications, LNM1118, Springer, 1985. Zbl0547.00034MR884713
  5. [5] Knight F.B.. — Random walks and a sojourn density process of brownian motion, Trans. Am. Math. Soc.109 (1963), 56-86. Zbl0119.14604MR154337
  6. [6] Leuridan C. — Une démonstration élémentaire d'une identité de Biane et Yor, Sém. Prob. XXX, LNM1626, Springer (1996), 255-260. Zbl0861.60086MR1459488
  7. [7] Perkins E. — Local time is a semimartingale, Z.W.60 (1982), 79-117. Zbl0468.60070MR661760
  8. [8] Ray D.B. — Sojourn times of a diffusion process, Ill. J. Math.7 (1963), 615-630. Zbl0118.13403MR156383
  9. [9] Revuz D., Yor M. — Continuous martingales and brownian motion, Springer, 1991. Zbl0731.60002MR1083357
  10. [10] Vallois P. — Une extension des théorèmes de Ray et Knight sur les temps locaux browniens, PTRF 88, vol 4 (1991), 445-482. Zbl0723.60097MR1105713

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