Sur un processus associé aux temps locaux browniens

Marc Yor

Annales scientifiques de l'Université de Clermont. Mathématiques (1982)

  • Volume: 71, Issue: 20, page 140-148
  • ISSN: 0249-7042

How to cite

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Yor, Marc. "Sur un processus associé aux temps locaux browniens." Annales scientifiques de l'Université de Clermont. Mathématiques 71.20 (1982): 140-148. <http://eudml.org/doc/80533>.

@article{Yor1982,
author = {Yor, Marc},
journal = {Annales scientifiques de l'Université de Clermont. Mathématiques},
keywords = {local time; occupation time density; modulus of continuity},
language = {fre},
number = {20},
pages = {140-148},
publisher = {UER de Sciences exactes et naturelles de l'Université de Clermont},
title = {Sur un processus associé aux temps locaux browniens},
url = {http://eudml.org/doc/80533},
volume = {71},
year = {1982},
}

TY - JOUR
AU - Yor, Marc
TI - Sur un processus associé aux temps locaux browniens
JO - Annales scientifiques de l'Université de Clermont. Mathématiques
PY - 1982
PB - UER de Sciences exactes et naturelles de l'Université de Clermont
VL - 71
IS - 20
SP - 140
EP - 148
LA - fre
KW - local time; occupation time density; modulus of continuity
UR - http://eudml.org/doc/80533
ER -

References

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  1. [1] M. Barlow: L(Bt,t) is not a semi-martingale. A paraître Sém. Probas XVI. Springer (1982). 
  2. [2] M. Barlow, M. Yor: Semi-Martingale Inequalities and Local Times. Zeitschrift für Wahr, (1981), 237-254. Zbl0451.60050MR608019
  3. [3] N. Bouleau, M. Yor: Sur la variation quadratique des temps locaux de certaines semi-martingales. C.R.A.S Paris, t. 292 (2 Mars 1981). Zbl0476.60046MR612544
  4. [4] K. Ito, H.P. M: Diffusion Processes and their Sample paths. Springer (1965). Zbl0127.09503
  5. [5] T. Jeulin: Article en préparation. 
  6. [6] E. Perkins: Local Time is a Semi-Martingale. Preprint. Zbl0468.60070
  7. [7] M. Yor: Sur la continuité des temps locaux associés à certaines semi-martingales. Astérisque 52-53, Soc. Math. France (1978). 

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