On the joining of sticky brownian motion

Jonathan Warren

Séminaire de probabilités de Strasbourg (1999)

  • Volume: 33, page 257-266

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Warren, Jonathan. "On the joining of sticky brownian motion." Séminaire de probabilités de Strasbourg 33 (1999): 257-266. <http://eudml.org/doc/114011>.

@article{Warren1999,
author = {Warren, Jonathan},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {one-dimensional diffusion; sticky Brownian motion; criteria of cosiness; Tsirel'son method},
language = {eng},
pages = {257-266},
publisher = {Springer - Lecture Notes in Mathematics},
title = {On the joining of sticky brownian motion},
url = {http://eudml.org/doc/114011},
volume = {33},
year = {1999},
}

TY - JOUR
AU - Warren, Jonathan
TI - On the joining of sticky brownian motion
JO - Séminaire de probabilités de Strasbourg
PY - 1999
PB - Springer - Lecture Notes in Mathematics
VL - 33
SP - 257
EP - 266
LA - eng
KW - one-dimensional diffusion; sticky Brownian motion; criteria of cosiness; Tsirel'son method
UR - http://eudml.org/doc/114011
ER -

References

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  1. [1] M. Barlow, One dimensional stochastic differential equation with no strong solution. Journal of the London Mathematical Society, 26:335-347, 1982. Zbl0456.60062MR675177
  2. [2] M. Barlow, M. Émery F. Knight, S. Song, M. Yor, Autour d'un théorème de Tsirelson sur des filtrations browniennes et non browniennes. Sém. de Probabilités XXXII, Lecture notes in Mathematics1686, 264-305. Springer, 1998. Zbl0914.60064MR1655299
  3. [3] M. Barlow, J. Pitman, M. Yor, On Walsh's Brownian motions. Sém. de Probabilités XXIII, Lecture notes in Mathematics1372, 275-293. Springer, 1989. Zbl0747.60072MR1022917
  4. [4] S. Beghdadi-Sakrani, M. Émery, On certain probabilities equivalent to cointossing, d'après Schachermayer. In this volume, 1999. Zbl0947.60080MR1767998
  5. [5] M. Émery M. Yor, Sur un théorème de Tsirelson relatif à des mouvements browniens corrélés et à la nullité de certain temps locaux. Sém. de Probabilités XXXII, Lecture notes in Mathematics1686, 306-312. Springer. 1998. Zbl0949.60088MR1655300
  6. [6] W. Feller, On boundaries and lateral conditions for the Kolmogorov equations. Annals of Mathematics, Series 2, 65:527-570, 1957. Zbl0084.35503MR90928
  7. [7] P.A. Meyer, C. Stricker, M. Yor, Sur une formule de la théorie du balayage. Sém. de Probabilités XIII, Lecture notes in Mathematics721, 478-487. Springer, 1979. Zbl0415.60031MR544817
  8. [8] D. Revuz, M. Yor, Continuous martingales and Brownian motion. Springer, Berlin, 1991. Zbl0731.60002MR1083357
  9. [9] B. Tsirelson, Walsh process filtration is not Brownian. Preprint, 1996. 
  10. [10] B. Tsirelson, Triple points: From non-Brownian filtrations to harmonic measures. Geom. Funct. Anal.7:1096-1142, 1997. Zbl0902.31004MR1487755
  11. [11] B. Tsirelson, Within and beyond the reach of Brownian innovation. Documenta Mathematica, extra volume ICM1998, III:311-320. Zbl0907.60053MR1648165
  12. [12] J. Warren, Branching Processes, the Ray-Knight theorem, and sticky Brownian motion., Sém. de Probabilités XXXI, Lecture notes in Mathematics1655, 1-15. Springer, 1997. Zbl0884.60081MR1478711

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