On an identity in law obtained by A. Földes and P. Révész

Marc Yor

Annales de l'I.H.P. Probabilités et statistiques (1993)

  • Volume: 29, Issue: 2, page 321-324
  • ISSN: 0246-0203

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Yor, Marc. "On an identity in law obtained by A. Földes and P. Révész." Annales de l'I.H.P. Probabilités et statistiques 29.2 (1993): 321-324. <http://eudml.org/doc/77459>.

@article{Yor1993,
author = {Yor, Marc},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {Brownian motion; local time},
language = {eng},
number = {2},
pages = {321-324},
publisher = {Gauthier-Villars},
title = {On an identity in law obtained by A. Földes and P. Révész},
url = {http://eudml.org/doc/77459},
volume = {29},
year = {1993},
}

TY - JOUR
AU - Yor, Marc
TI - On an identity in law obtained by A. Földes and P. Révész
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 1993
PB - Gauthier-Villars
VL - 29
IS - 2
SP - 321
EP - 324
LA - eng
KW - Brownian motion; local time
UR - http://eudml.org/doc/77459
ER -

References

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  1. [1] Z. Ciesielski and S.J. Taylor, First Passage Time and Sojourn Density for Brownian Motion in Space and the Exact Hausdorff Measure of the Sample Path, Trans. Amer. Math. Soc., Vol. 103, 1962, pp. 434-450. Zbl0121.13003MR143257
  2. [2] A. Földes and P. Révész, On hardly visited Points of the Brownian Motion, Prob. Th. and Rel. Fields, Vol. 91, 1992, pp. 71-80. Zbl0744.60099MR1142762
  3. [3] J. Kent, Some probabilistic properties of Bessel functions, The Annals of Prob., Vol. 6, (5), 1978, pp. 760-770. Zbl0402.60080MR501378
  4. [4] F. Petit, Thèse, Université Paris-VII, Presented on February 15th, 1992. 
  5. [5] M. Yor, Some aspects of Brownian motion, Course given in ETH Zürich, Fall 1991. 
  6. [6] M. Yor, Une explication du théorème de Ciesielski-Taylor, Ann. Inst. Henri Poincaré, Vol. 27, n° 2, 1991, pp. 201-213. Zbl0743.60080MR1118934
  7. [7] R.K. Getoor and M.J. Sharpe, Excursions of Brownian motion and Bessel processes, Zeitschrift für Wahr., t. 47, 1979, pp. 83-106. Zbl0399.60074MR521534
  8. [8] D. Revuz and M. Yor, Continuous martingales and Brownian motion, Springer, 1991. Zbl0731.60002MR1083357
  9. [9] M. Yor, A propos de l'inverse du mouvement brownien dans Rn (n ≧ 3), Ann. Inst. Henri Poincaré, Vol. 21, n° 1, 1984, pp. 27-38. Zbl0556.60032MR791267

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