On independent times and positions for Brownian motions.

Bernard de Meyer; Bernard Roynette; Pierre Vallois; Marc Yor

Revista Matemática Iberoamericana (2002)

  • Volume: 18, Issue: 3, page 541-586
  • ISSN: 0213-2230

How to cite

top

Meyer, Bernard de, et al. "On independent times and positions for Brownian motions.." Revista Matemática Iberoamericana 18.3 (2002): 541-586. <http://eudml.org/doc/39694>.

@article{Meyer2002,
author = {Meyer, Bernard de, Roynette, Bernard, Vallois, Pierre, Yor, Marc},
journal = {Revista Matemática Iberoamericana},
keywords = {Procesos estocásticos; Martingalas; Proceso de Markov; Movimiento browniano; Desigualdades de Hadamard; space-time Brownian motion; Bessel process; Ornstein-Uhlenbeck process; exponential moment; stopping time; intertwinings; holomorphic function},
language = {eng},
number = {3},
pages = {541-586},
title = {On independent times and positions for Brownian motions.},
url = {http://eudml.org/doc/39694},
volume = {18},
year = {2002},
}

TY - JOUR
AU - Meyer, Bernard de
AU - Roynette, Bernard
AU - Vallois, Pierre
AU - Yor, Marc
TI - On independent times and positions for Brownian motions.
JO - Revista Matemática Iberoamericana
PY - 2002
VL - 18
IS - 3
SP - 541
EP - 586
LA - eng
KW - Procesos estocásticos; Martingalas; Proceso de Markov; Movimiento browniano; Desigualdades de Hadamard; space-time Brownian motion; Bessel process; Ornstein-Uhlenbeck process; exponential moment; stopping time; intertwinings; holomorphic function
UR - http://eudml.org/doc/39694
ER -

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.