Étude asymptotique du temps passé par le mouvement brownien dans un cône

Thierry Meyre

Annales de l'I.H.P. Probabilités et statistiques (1991)

  • Volume: 27, Issue: 1, page 107-124
  • ISSN: 0246-0203

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Meyre, Thierry. "Étude asymptotique du temps passé par le mouvement brownien dans un cône." Annales de l'I.H.P. Probabilités et statistiques 27.1 (1991): 107-124. <http://eudml.org/doc/77396>.

@article{Meyre1991,
author = {Meyre, Thierry},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {Brownian motion; distribution function of the hitting time},
language = {fre},
number = {1},
pages = {107-124},
publisher = {Gauthier-Villars},
title = {Étude asymptotique du temps passé par le mouvement brownien dans un cône},
url = {http://eudml.org/doc/77396},
volume = {27},
year = {1991},
}

TY - JOUR
AU - Meyre, Thierry
TI - Étude asymptotique du temps passé par le mouvement brownien dans un cône
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 1991
PB - Gauthier-Villars
VL - 27
IS - 1
SP - 107
EP - 124
LA - fre
KW - Brownian motion; distribution function of the hitting time
UR - http://eudml.org/doc/77396
ER -

References

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  1. [1] K.L. Chung, A Course in Probability Theory, New York, Academic Press, 1974. Zbl0345.60003MR1796326
  2. [2] R.D. De Blassie, Exit Times from Cones in Rn of Brownian Motion, Prob. Theor. Rel. Fields, vol. 74, 1987, p. 1-29. Zbl0586.60077MR863716
  3. [3] R.D. De Blassie, Remark on : Exit Times from Cones in Rn of Brownian Motion, Prob. Theor. Rel. Fields, vol. 79, 1988, p. 95-97. MR952996
  4. [4] J.F. Le Gall, Mouvement brownien, cônes et processus stables, Prob. Theor. Rel. Fields, vol. 76, 1987, p. 587-627. Zbl0611.60076MR917681
  5. [5] T.S. Mountford, Limiting Behaviour of the Occupation of Wedges by Complex Brownian Motion, Prob. Theor. Rel. Fields, vol. 84, 1990, p. 55-65. Zbl0694.60074MR1027820
  6. [6] J.W. Pitman et M. Yor, A Decomposition of Bessel Bridges, Z. Wahrscheinlichkeitstheorie Verw. Gebiete, vol. 59, 1982, p. 425-457. Zbl0484.60062MR656509
  7. [7] S.C. Port et C.J. Stone, Brownian Motion and Classical Potential Theory, New York, Academic Press, 1978. Zbl0413.60067MR492329
  8. [8] L.C.G. Rogers et D. Williams, Diffusions, Markov Processes, and Martingales, vol. II, Wiley, 1987. Zbl0627.60001MR921238
  9. [9] G.N. Watson, A Treatise on the Theory of Bessel Functions, Cambridge, University Press, 1944. Zbl0063.08184MR10746
  10. [10] M. Yor, Loi de l'indice du lacet brownien, et distribution de Hartman-Watson, Z. Wahrscheinlichkeitstheorie Verw. Gebiete, vol. 53, 1980, p. 71-95. Zbl0436.60057MR576898

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