Comparaison entre temps d'atteinte et temps de séjour de certaines diffusions réelles

Philippe Biane

Séminaire de probabilités de Strasbourg (1985)

  • Volume: 19, page 291-296

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Biane, Philippe. "Comparaison entre temps d'atteinte et temps de séjour de certaines diffusions réelles." Séminaire de probabilités de Strasbourg 19 (1985): 291-296. <http://eudml.org/doc/113528>.

@article{Biane1985,
author = {Biane, Philippe},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {sojourn time; first exit time; path transformations},
language = {fre},
pages = {291-296},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Comparaison entre temps d'atteinte et temps de séjour de certaines diffusions réelles},
url = {http://eudml.org/doc/113528},
volume = {19},
year = {1985},
}

TY - JOUR
AU - Biane, Philippe
TI - Comparaison entre temps d'atteinte et temps de séjour de certaines diffusions réelles
JO - Séminaire de probabilités de Strasbourg
PY - 1985
PB - Springer - Lecture Notes in Mathematics
VL - 19
SP - 291
EP - 296
LA - fre
KW - sojourn time; first exit time; path transformations
UR - http://eudml.org/doc/113528
ER -

References

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  1. [1] Z. Ciesielski, S. Taylor : First passage time and sojourn density for Brownian Motion in Space and the exact Hausdorff Measure of the sample path. T.A.M.S103 (1962), p. 434-450. Zbl0121.13003MR143257
  2. [2] M.J. Sharpe : Some transformations of diffusions by time reversal. Ann. Proba.8 (1980), p. 1157-1162. Zbl0465.60066MR602388
  3. [3] R. Getoor, M. Sharpe : Excursions of Brownian Motion and Bessel Processes. Z.W.47 (1979), p. 83-106. Zbl0399.60074MR521534
  4. [4] D. Williams : Path decompositions and continuity of local times for one dimensional diffusions. Proc. London Math. Soc.3, 28, p. 738-768, 1974. Zbl0326.60093MR350881

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