Formule de Cauchy relative à certains lacets browniens

Marc Yor

Bulletin de la Société Mathématique de France (1977)

  • Volume: 105, page 3-31
  • ISSN: 0037-9484

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Yor, Marc. "Formule de Cauchy relative à certains lacets browniens." Bulletin de la Société Mathématique de France 105 (1977): 3-31. <http://eudml.org/doc/87309>.

@article{Yor1977,
author = {Yor, Marc},
journal = {Bulletin de la Société Mathématique de France},
language = {fre},
pages = {3-31},
publisher = {Société mathématique de France},
title = {Formule de Cauchy relative à certains lacets browniens},
url = {http://eudml.org/doc/87309},
volume = {105},
year = {1977},
}

TY - JOUR
AU - Yor, Marc
TI - Formule de Cauchy relative à certains lacets browniens
JO - Bulletin de la Société Mathématique de France
PY - 1977
PB - Société mathématique de France
VL - 105
SP - 3
EP - 31
LA - fre
UR - http://eudml.org/doc/87309
ER -

References

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  1. [1] CAIROLI (R.) and WALSH (J. B.). — Stochastic integrals in the plane, Acta Math. Uppsala, t. 134, 1975, fasc. 1-2, p. 111-183. Zbl0334.60026MR54 #8857
  2. [2] CARTAN (H.). — Théorie élémentaire des fonctions analytiques d'une ou plusieurs variables complexes, Paris, Hermann, 1961 (Enseignement des Sciences). Zbl0094.04401MR26 #5138
  3. [3] DAVIS (B.). — On the distribution of conjugate functions of non negative measures, Duke math. J., t. 40, 1973, p. 695-700. Zbl0271.60090MR48 #2649
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  5. [5] FÖLLMER (H.). — Stochastic holomorphy, Math. Annalen, t. 207, 1974, p. 245-255. Zbl0262.60032MR49 #6345
  6. [6] GETOOR (R.) and SHARPE (M.). — Conformal martingales, Invent. Math., t. 16, 1972, p. 271-308. Zbl0268.60048MR46 #4603
  7. [7] ITO (K.) and MCKEAN (H. P.). — Diffusion processes and their sample paths, Berlin, Springer-Verlag, 1965 (Die Grundlehren der mathematischen Wissenschaften, 125). Zbl0127.09503MR33 #8031
  8. [8] LÉVY (P.). — Processus stochastiques et mouvement brownien, 2e édition, Paris, Gauthier-Villars, 1965. Zbl0137.11602MR32 #8363
  9. [9] MCKEAN (H. P.). — Stochastic integrals, New York, Academic Press, 1969 (Probability and mathematical Statistics, 5). Zbl0191.46603MR40 #947
  10. [10] NEVEU (J.). — Notes sur l'intégrale stochastique, Cours 3e cycle, 1972, Lab. Probabilités, Université Paris-VI. 
  11. [11] OREY (S.) and PRUITT (W.). — Sample functions of the N-parameter Wiener process, Ann. Probability, t. 1, 1973, p. 138-163. Zbl0284.60036MR49 #11646
  12. [12] PARK (W.). — A multiparameter gaussian process, Ann. math. Stat., t. 41, 1970, p. 1582-1585. Zbl0279.60030MR42 #6925
  13. [13] SPITZER (F.). — Some theorems concerning 2-dimensional brownian motion, Trans. Amer. math. Soc., t. 87, 1958, p. 187-197. Zbl0089.13601MR21 #3051
  14. [14] WONG (E.) and ZAKAÏ (M.). — Riemann-Stieltjes approximations of stochastic integrals, Z. Wahrscheinlichk., t. 12, 1969, p. 87-97. Zbl0185.44401MR39 #7671
  15. [15] WONG (E.) and ZAKAÏ (M.). — An extension of stochastic integrals in the plane (à paraître). 
  16. [16] YEH (J.). — Cameron-Martin translation theorems in the Wiener space of functions of two variables, Trans. Amer. math. Soc., t. 107, 1963, p. 409-420. Zbl0113.33104MR32 #6565

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