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
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topMeyer, 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 -
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