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Le mouvement brownien

Laurent Schwartz

Publications mathématiques et informatique de Rennes (1994)

  • Issue: 2, page 1-26

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Schwartz, Laurent. "Le mouvement brownien." Publications mathématiques et informatique de Rennes (1994): 1-26. <http://eudml.org/doc/274028>.

@article{Schwartz1994,
author = {Schwartz, Laurent},
journal = {Publications mathématiques et informatique de Rennes},
language = {fre},
number = {2},
pages = {1-26},
publisher = {Département de Mathématiques et Informatique, Université de Rennes},
title = {Le mouvement brownien},
url = {http://eudml.org/doc/274028},
year = {1994},
}

TY - JOUR
AU - Schwartz, Laurent
TI - Le mouvement brownien
JO - Publications mathématiques et informatique de Rennes
PY - 1994
PB - Département de Mathématiques et Informatique, Université de Rennes
IS - 2
SP - 1
EP - 26
LA - fre
UR - http://eudml.org/doc/274028
ER -

References

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  1. [1] R.M. Blumenthal and R.K. Getoor, Markov Processes and Potential Theory, Academic Press, New-York and London, 1968. Zbl0169.49204MR264757
  2. [2] Claude Dellacherie - Paul-André Meyer, Probabilités et Potentiels, Paris, Hermann, chap. V-VIII, Tomes 1 (1979), (théorie des martingales). Zbl0323.60039
  3. Claude Dellacherie - Paul-André Meyer, Probabilités et Potentiels, Paris, Hermann, chap. V-VIII, Tomes 2 (1980), (théorie des martingales). Zbl0323.60039MR566768
  4. [3] Paul Levy, Processus Stochastiques et Mouvement Brownien, Paris, Gauthiers-Villars, 1992 (Toutes propriétés du mouvement brownien). Zbl0034.22603MR586765
  5. [4] Sydney C. Port - Charles J. Stone, Brownian Motion and Classical Potential Theory, Academic Press, New-York-San Francisco-London, 1978. Zbl0413.60067MR492329

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