Principes d’invariance faibles pour le temps local d’intersection du mouvement brownien de d

B. Cadre

Publications mathématiques et informatique de Rennes (1994)

  • Issue: 2, page 1-29

How to cite

top

Cadre, B.. "Principes d’invariance faibles pour le temps local d’intersection du mouvement brownien de $\mathbb {R}^d$." Publications mathématiques et informatique de Rennes (1994): 1-29. <http://eudml.org/doc/274023>.

@article{Cadre1994,
author = {Cadre, B.},
journal = {Publications mathématiques et informatique de Rennes},
language = {fre},
number = {2},
pages = {1-29},
publisher = {Département de Mathématiques et Informatique, Université de Rennes},
title = {Principes d’invariance faibles pour le temps local d’intersection du mouvement brownien de $\mathbb \{R\}^d$},
url = {http://eudml.org/doc/274023},
year = {1994},
}

TY - JOUR
AU - Cadre, B.
TI - Principes d’invariance faibles pour le temps local d’intersection du mouvement brownien de $\mathbb {R}^d$
JO - Publications mathématiques et informatique de Rennes
PY - 1994
PB - Département de Mathématiques et Informatique, Université de Rennes
IS - 2
SP - 1
EP - 29
LA - fre
UR - http://eudml.org/doc/274023
ER -

References

top
  1. [BK] R. Bass, D. Khoshnevisan - Intersection Local Times and Tanaka Formulas, Ann. Inst. H. Poincaré, vol. 29 no 3, (1993), p.419-451. Zbl0798.60072MR1246641
  2. [Bi] P. Billingsley - Convergence of Probability Measure, Wiley and Sons, New-York, (1968). Zbl0649.60001MR233396
  3. [Bor] A.N. Borodin - On the Asymptotic Behavior of Local Times of recurrent Random Walks with finite variance, Theory Prob. Appl., vol. XXVI no 4, (1981), p.758-772. Zbl0488.60078MR636771
  4. [DJ] C. Domb, G.S. Joyce - Cluster Expansion for a Polymer Chain, J.Phys. C5, (1975), p.956-976. 
  5. [DEK] A. Dvoretzky, P. Erdös, S. Kakutani - Double points of paths of Brownian motion in n-space, Acta Sci. Math. Szeged, vol. 12, (1950), p.75-81. Zbl0036.09001MR34972
  6. [Ed] S.F. Edwards - The Statistical Mechanics of Polymers with excluded volume, Proc Phys. Sci., vol. 85, (1965), p.613-624. Zbl0125.23205MR183442
  7. [GHR] D. Geman, J. Horowitz, J. Rosen - The Local Time of Intersection for Brownian paths in the plane, Ann. Prob., vol. 12, (1984), p.86-107. Zbl0536.60046MR723731
  8. [Ha] E. Haeusler - An exact rate of Convergence in the Functional Limit Theorem for special Martingale Difference array, Z. Wahrs. verw Gebiete, vol. 65, (1984), p.523-534. Zbl0539.60032MR736144
  9. [Ku] S. Kusuoka - Asymptotics of the Polymer Measure in one dimension, Infinite Dimensional Analysis and Stochastic Processes, Albeverio (ed.), Boston, (1985), p.66-82. Zbl0616.60061MR865019
  10. [LG1] J.F. Le Gall - Propriétés d'intersection des marches aléatoires : convergence vers le temps local d'intersection, Comm. Math. Phys., vol. 104, (1986), p.471-507. Zbl0609.60078MR840748
  11. [LG2] J.F. Le Gall - Sur la saucisse de Wiener et les points multiples du mouvement brownien, Ann. Prob., vol. 14, (1986), p.1219-1244. Zbl0621.60083MR866344
  12. [LG3] J.F. Le Gall - Sur le temps local d'intersection du mouvement brownien plan, et la méthode de renormalisation de Varadhan, Sém. Prob. XIX, Lect. Notes in Math., vol. 1123, Springer, Berlin, (1985), p.314-331. Zbl0563.60072MR889492
  13. [Pe] E. Perkins - Weak Invariance Principles for Local Time, Z. Wahrs. verw Gebiete, vol. 60, (1982), p.437-451. Zbl0465.60065MR665738
  14. [ReY] D. Revuz, M. Yor - Continuous Martingales and Brownian motion, Springer-Verlag, Berlin, (1991). Zbl0804.60001MR1083357
  15. [R1] J. Rosen - A Local Time approach to the self-intersection of Brownian motion paths in space, Comm. Math. Phys., vol. 88, (1983), p.327-338. Zbl0534.60070MR701921
  16. [R2] J. Rosen - A Renormalized Local Time for multiple intersection of planar Brownian motion, Sém. Prob. XX, Notes in Math. , vol. 1204, Springer, Berlin, (1986), p.515-531. Zbl0611.60065MR942041
  17. [R3] J. Rosen - Random Walks and Intersection Local Time, Ann. Prob., vol. 18 no 3, (1990), p.959-977. Zbl0717.60057MR1062054
  18. [R4] J. Rosen - Tanaka's Formula for Multiple Intersection of Planar Brownian motion, Stoch. Proc. Appl, vol. 23, (1986), p.131-141 Zbl0612.60070MR866291
  19. [RY] J. Rosen, M. Yor - Tanaka Formulae and renormalization for triple intersection of Brownian motion in the plane, Ann. Prob., vol. 19 no 1, (1991), p.142-159. Zbl0719.60084MR1085330
  20. [Sp] F. Spitzer - Principle of Random Walks, Van Nostrand, Princeton, New-York, (1964). MR171290
  21. [St] A. Stoll - Invariance Principle for Brownian Intersection Local Time and Polymer Measures, Math. Scand., vol. 64, (1989), p. 133-160. Zbl0717.60043MR1036433
  22. [Va] S.R.S. Varadhan - Appendix to Euclidean Quantum Field Theory, by K.Symanzik, in Local Quantum Theory, R.Jost (Ed.), Academic Press, New-York, (1969). 
  23. [Wei] S. Weinryb - Asymptotic results for Independent Wiener Sausages. Application to generalized Intersection Local Times, Stochastic, vol. 27, (1989), p.99-127. Zbl0674.60076MR1011657
  24. [Wes] J. Westwater - On Edward's Model for Long Polymer Chain, Comm. Math. Phys, vol. 72, (1980), p.131-174. Zbl0431.60100MR573702
  25. [Yl] M. Yor - Compléments aux formules de Tanaka-Rosen, Sém. Prob. XIX, Lect. Notes in Math. vol. 1123, Springer, Berlin, (1985), p.332-349. Zbl0563.60073MR889493
  26. [Y2] M. Yor - Précisions sur l’existence et la continuité des temps locaux d’intersection du mouvement brownien dans 2 , Sém. Prob. XX, Lect. Notes in Math., vol. 1204, Springer, Berlin, (1986), p.532-542. Zbl0611.60066MR942042
  27. [Y3] M. Yor - Sur la représentation comme intégrale stochastique du temps d’occupation du mouvement brownien dans d , Sém. Prob. XX, Lect. Notes in math., vol. 1204, Springer, Berlin, (1986), p.543-552. Zbl0611.60067MR942043
  28. [Y4] M. Yor - Renormalisation et convergence en loi pour les temps locaux d’intersection du mouvement brownien dans 3 , Sém. Prob. XIX, Lect. Notes in Math., vol. 1123, Springer, Berlin, (1985), p.350-365. Zbl0569.60075MR889494

NotesEmbed ?

top

You must be logged in to post comments.

To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.

Only the controls for the widget will be shown in your chosen language. Notes will be shown in their authored language.

Tells the widget how many notes to show per page. You can cycle through additional notes using the next and previous controls.

    
                

Note: Best practice suggests putting the JavaScript code just before the closing </body> tag.