On Walsh's brownian motions
Martin T. Barlow; Jim Pitman; Marc Yor
Séminaire de probabilités de Strasbourg (1989)
- Volume: 23, page 275-293
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topBarlow, Martin T., Pitman, Jim, and Yor, Marc. "On Walsh's brownian motions." Séminaire de probabilités de Strasbourg 23 (1989): 275-293. <http://eudml.org/doc/113680>.
@article{Barlow1989,
author = {Barlow, Martin T., Pitman, Jim, Yor, Marc},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {Walsh's Brownian motion; reflecting Brownian motion; semigroups of Brownian motions; strong Markov process; local martingales; representation property; lower bound for the splitting multiplicity; windings and crossings of planar Brownian motion; uniqueness of weak solutions of stochastic differential equations},
language = {fre},
pages = {275-293},
publisher = {Springer - Lecture Notes in Mathematics},
title = {On Walsh's brownian motions},
url = {http://eudml.org/doc/113680},
volume = {23},
year = {1989},
}
TY - JOUR
AU - Barlow, Martin T.
AU - Pitman, Jim
AU - Yor, Marc
TI - On Walsh's brownian motions
JO - Séminaire de probabilités de Strasbourg
PY - 1989
PB - Springer - Lecture Notes in Mathematics
VL - 23
SP - 275
EP - 293
LA - fre
KW - Walsh's Brownian motion; reflecting Brownian motion; semigroups of Brownian motions; strong Markov process; local martingales; representation property; lower bound for the splitting multiplicity; windings and crossings of planar Brownian motion; uniqueness of weak solutions of stochastic differential equations
UR - http://eudml.org/doc/113680
ER -
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- S. Beghdadi-Sakrani, Some remarkable pure martingales
- Jean Picard, Stochastic calculus and martingales on trees
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