Relations entre pont et excursion du mouvement Brownien réel

Ph. Biane

Annales de l'I.H.P. Probabilités et statistiques (1986)

  • Volume: 22, Issue: 1, page 1-7
  • ISSN: 0246-0203

How to cite

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Biane, Ph.. "Relations entre pont et excursion du mouvement Brownien réel." Annales de l'I.H.P. Probabilités et statistiques 22.1 (1986): 1-7. <http://eudml.org/doc/77268>.

@article{Biane1986,
author = {Biane, Ph.},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {local times; Brownian bridge; Brownian excursions},
language = {fre},
number = {1},
pages = {1-7},
publisher = {Gauthier-Villars},
title = {Relations entre pont et excursion du mouvement Brownien réel},
url = {http://eudml.org/doc/77268},
volume = {22},
year = {1986},
}

TY - JOUR
AU - Biane, Ph.
TI - Relations entre pont et excursion du mouvement Brownien réel
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 1986
PB - Gauthier-Villars
VL - 22
IS - 1
SP - 1
EP - 7
LA - fre
KW - local times; Brownian bridge; Brownian excursions
UR - http://eudml.org/doc/77268
ER -

References

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  1. [1] W. Verwaat, A relation between Brownian bridge and Brownian excursion. Ann. of Proba., t. 7, n° 1, 1979, p. 143-149. Zbl0392.60058MR515820
  2. [2] J.M. Bismut, Last exist decompositions and regularity at the boundary of transition probability. Zeit. für Wahr., t. 69, 1985, p. 65-99. Zbl0551.60077MR775853
  3. [3] T. Jeulin, Applications de la théorie du grossissement de filtrations à l'étude des temps locaux du mouvement Browniens. Springer, Lecture Notes in Math., t. 1118, p. 197-305. Zbl0562.60080
  4. [4] J. Pitman, M. Yor, Bessel processes and infinitely divisible laws. Stochastic integrals. Proceedings LMS, Durham, 1980. Springer, Lecture Notes in Math., t. 851. Zbl0469.60076MR620995
  5. [5] D. Ray, Sojourn times of diffusion processes. Ill. J. Math., t. 7, 1965, p. 615-630. Zbl0118.13403MR156383
  6. [6] F.B. Knight, Random walk and a sojourn density of Brownian motion. T. A. M. S., t. 109, 1965, p. 56-86. Zbl0119.14604MR154337
  7. [7] N. Ikeda, S. Watanabe, Stochastic differential equations and diffusion processes. North-Holland, 1981. Zbl0495.60005MR637061
  8. [8] K. Ito, H.P. Mac-Kean, Diffusion process and their sample path. Springer-Verlag, Berlin, 1965. Zbl0127.09503

Citations in EuDML Documents

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  1. Loïc Chaumont, David G. Hobson, Marc Yor, Some consequences of the cyclic exchangeability property for exponential functionals of Lévy processes
  2. Jean Bertoin, Décomposition du mouvement brownien avec dérive en un minimum local par juxtaposition de ses excursions positives et négatives
  3. Philippe Biane, Sur un calcul de F. Knight
  4. Gerónimo Uribe Bravo, The falling apart of the tagged fragment and the asymptotic disintegration of the brownian height fragmentation
  5. Jim Pitman, Stationary excursions

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