À propos de l’inverse du mouvement brownien dans ℝ n ( n ≧ 3 )

M. Yor

Annales de l'I.H.P. Probabilités et statistiques (1985)

  • Volume: 21, Issue: 1, page 27-38
  • ISSN: 0246-0203

How to cite

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Yor, M.. "À propos de l’inverse du mouvement brownien dans $\mathbb {R}^n (n \geqq 3)$." Annales de l'I.H.P. Probabilités et statistiques 21.1 (1985): 27-38. <http://eudml.org/doc/77246>.

@article{Yor1985,
author = {Yor, M.},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {Brownian bridge; Bessel process},
language = {fre},
number = {1},
pages = {27-38},
publisher = {Gauthier-Villars},
title = {À propos de l’inverse du mouvement brownien dans $\mathbb \{R\}^n (n \geqq 3)$},
url = {http://eudml.org/doc/77246},
volume = {21},
year = {1985},
}

TY - JOUR
AU - Yor, M.
TI - À propos de l’inverse du mouvement brownien dans $\mathbb {R}^n (n \geqq 3)$
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 1985
PB - Gauthier-Villars
VL - 21
IS - 1
SP - 27
EP - 38
LA - fre
KW - Brownian bridge; Bessel process
UR - http://eudml.org/doc/77246
ER -

References

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  1. [1] A. Bernard, E.A. Campbell and A.M. Davie, Brownian motion and generalized analytic and inner functions. Ann. Inst. Fourier, t. 29, 1, 1979, p. 207-228. Zbl0386.30029MR526785
  2. [2] R.K. Getoor, The Brownian espace process. Annals of Proba., n° 5, t. 7, 1979, p. 864- 867. Zbl0416.60086MR542136
  3. [3] R.K. Getoor, M.J. Sharpe, Excursions of Brownian motion and Bessel processes. Zeitschrift für Wahr, t. 47, 1979, p. 83-106. Zbl0399.60074MR521534
  4. [4] K. Itô, H.P. Mc Kean, Diffusion processes and their sample paths. Springer, 1965. Zbl0127.09503
  5. [5] T. Jeulin, Semi-martingales et grossissement d'une filtration. Lect. Notes in Maths., 833, Springer, 1980. Zbl0444.60002MR604176
  6. [6] T. Jeulin, M. Yor, Sur les distributions de certaines fonctionnelles du mouvement Brownien. Sém. Proba. XV. Lect. Notes in Maths., 850, Springer, 1981. Zbl0462.60077MR622565
  7. [7] F.B. Knight, A reduction of continuous square integrable martingales to Brownian motion. Lect. Notes in Maths., 190, Springer, 1971. MR370741
  8. [8] N.V. Krylov, Controlled Diffusion Processes, Springer-Verlag, 1980. Zbl0459.93002MR601776
  9. [9] J.W. Pitman, M. Yor, Bessel processes and infinitely divisible laws. In: Stochastic Integrals, ed.: D. Williams. Lect. Notes, 851, 1981. Zbl0469.60076
  10. [10] L. Schwartz, Article précédent dans ce volume. 
  11. [11] M. Sharpe, Some transformations of diffusion by time-reversal. Annals of Proba., t. 8, 1980, p. 1157-1162. Zbl0465.60066MR602388
  12. [12] D.W. Stroock, On the growth of stochastic integrals. Zeitschrift für Wahr., t. 18, 1971, p. 340-344. Zbl0203.50002MR287622

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