Brownian Motion, Reflection Groups and Tanaka Formula

Nizar Demni; Dominique Lépingle

Rendiconti del Seminario Matematico della Università di Padova (2012)

  • Volume: 127, page 41-56
  • ISSN: 0041-8994

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Demni, Nizar, and Lépingle, Dominique. "Brownian Motion, Reflection Groups and Tanaka Formula." Rendiconti del Seminario Matematico della Università di Padova 127 (2012): 41-56. <http://eudml.org/doc/275120>.

@article{Demni2012,
author = {Demni, Nizar, Lépingle, Dominique},
journal = {Rendiconti del Seminario Matematico della Università di Padova},
keywords = {Brownian motion; reflection; Tanaka's formula; local times},
language = {eng},
pages = {41-56},
publisher = {Seminario Matematico of the University of Padua},
title = {Brownian Motion, Reflection Groups and Tanaka Formula},
url = {http://eudml.org/doc/275120},
volume = {127},
year = {2012},
}

TY - JOUR
AU - Demni, Nizar
AU - Lépingle, Dominique
TI - Brownian Motion, Reflection Groups and Tanaka Formula
JO - Rendiconti del Seminario Matematico della Università di Padova
PY - 2012
PB - Seminario Matematico of the University of Padua
VL - 127
SP - 41
EP - 56
LA - eng
KW - Brownian motion; reflection; Tanaka's formula; local times
UR - http://eudml.org/doc/275120
ER -

References

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  1. [1] P. Biane - P. Bougerol - N. O'Connell, Littelman paths and Brownian paths. Duke Math. J., 130 (2004), pp. 127–167. Zbl1161.60330MR2176549
  2. [2] N. Bourbaki, Éléments de mathématiques: Groupes et algèbres de Lie. Chapitres 4-6, Hermann, Paris 1968. Zbl1120.17002MR240238
  3. [3] O. Chybiryakov, Processus de Dunkl et relation de Lamperti. Ph. D. Thesis, Université de Paris VI, 2006. 
  4. [4] O. Chybiryakov - L. Gallardo - M. Yor, Dunkl processes and their radial parts relative to a root system. Travaux en cours, 71 (Hermann 2008), pp. 113–197. 
  5. [5] N. Demni, A guided tour in the world of radial Dunkl processes. Travaux en cours, 71 (Hermann 2008), pp. 199–226. 
  6. [6] J. E. Humpreys, Reflection Groups and Coxeter Groups. Cambridge University Press, 1990. Zbl0768.20016MR1066460
  7. [7] D. Revuz - M. Yor, Continuous Martingales and Brownian Motion. Springer, third edition, 1999. Zbl0917.60006MR1725357

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