Étude d'une fonctionnelle liée au pont de Bessel

G. Lorang; B. Roynette

Annales de l'I.H.P. Probabilités et statistiques (1996)

  • Volume: 32, Issue: 1, page 107-133
  • ISSN: 0246-0203

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Lorang, G., and Roynette, B.. "Étude d'une fonctionnelle liée au pont de Bessel." Annales de l'I.H.P. Probabilités et statistiques 32.1 (1996): 107-133. <http://eudml.org/doc/77528>.

@article{Lorang1996,
author = {Lorang, G., Roynette, B.},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {-dimensional Bessel bridge; density of hyperbolic diffusions; differential operator},
language = {fre},
number = {1},
pages = {107-133},
publisher = {Gauthier-Villars},
title = {Étude d'une fonctionnelle liée au pont de Bessel},
url = {http://eudml.org/doc/77528},
volume = {32},
year = {1996},
}

TY - JOUR
AU - Lorang, G.
AU - Roynette, B.
TI - Étude d'une fonctionnelle liée au pont de Bessel
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 1996
PB - Gauthier-Villars
VL - 32
IS - 1
SP - 107
EP - 133
LA - fre
KW - -dimensional Bessel bridge; density of hyperbolic diffusions; differential operator
UR - http://eudml.org/doc/77528
ER -

References

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  1. [D.] E.B. Davies, Heat Kernels and Spectral Theory, Cambridge tracts in Mathematics, 92, Cambridge University Press, Cambridge, New York, New Rochelle, Melbourne, Sidney, 1989. [D.M.] C. DELLACHERIE et P. A. MEYER, Probabilités et potentiel, Hermann, Paris, vol. I, 1976, vol. II, 1980, vol. III, 1983, vol. IV, 1987. Zbl0699.35006MR990239
  2. [G.] I.V. Girsanov, On Transforming a Certain Class of Stochastic Processes by Absolutely Continuous Substitution of Measures, Theor. Prob. Appl., vol. 5, 1960, p. 285-301. Zbl0100.34004MR133152
  3. [I.W.] N. Ikeda et S. Watanabe, Stochastic Differential Equations and Diffusion Processes, North-Holland Publ. Co., Amsterdam, Oxford, New York; Kodansha Ltd., Tokyo1989. Zbl0684.60040MR1011252
  4. [K.K.R.] O. Kavian, G. Kerkyacharian et B. Roynette, Quelques remarques sur l'ultracontractivité, Journal of Functional Analysis, vol. 111, n° 1, 1993, p. 155-196. Zbl0807.47027MR1200640
  5. [R.Y.] D. Revuz et M. Yor, Continuous Martingales and Brownian Motion, Grundlehren der mathematischen Wissenschaften, 293, Springer, Berlin, Heidelberg, New York, 1991. Zbl0731.60002MR1083357
  6. [W.W.] E.T. Whittaker et G.N. Watson, A Course of ModernAnalysis, Cambridge University Press, Cambridge1927. Zbl45.0433.02MR1424469JFM53.0180.04
  7. [Y.] M. Yor, Loi de l'indice du lacet Brownien, et distribution de Hartman Watson, ZW, vol. 53, 1980, p. 71-95. Zbl0436.60057MR576898

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