A trivariate law for certain processes related to perturbed brownian motions

Philippe Carmona; Frédérique Petit; Marc Yor

Annales de l'I.H.P. Probabilités et statistiques (2004)

  • Volume: 40, Issue: 6, page 737-758
  • ISSN: 0246-0203

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Carmona, Philippe, Petit, Frédérique, and Yor, Marc. "A trivariate law for certain processes related to perturbed brownian motions." Annales de l'I.H.P. Probabilités et statistiques 40.6 (2004): 737-758. <http://eudml.org/doc/77831>.

@article{Carmona2004,
author = {Carmona, Philippe, Petit, Frédérique, Yor, Marc},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {reflecting Brownian motion; Bessel processes; Ray-Knight theorems; generalized arcsine laws},
language = {eng},
number = {6},
pages = {737-758},
publisher = {Elsevier},
title = {A trivariate law for certain processes related to perturbed brownian motions},
url = {http://eudml.org/doc/77831},
volume = {40},
year = {2004},
}

TY - JOUR
AU - Carmona, Philippe
AU - Petit, Frédérique
AU - Yor, Marc
TI - A trivariate law for certain processes related to perturbed brownian motions
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 2004
PB - Elsevier
VL - 40
IS - 6
SP - 737
EP - 758
LA - eng
KW - reflecting Brownian motion; Bessel processes; Ray-Knight theorems; generalized arcsine laws
UR - http://eudml.org/doc/77831
ER -

References

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