Some remarks on perturbed reflecting brownian motion

Wendelin Werner

Séminaire de probabilités de Strasbourg (1995)

  • Volume: 29, page 37-43

How to cite

top

Werner, Wendelin. "Some remarks on perturbed reflecting brownian motion." Séminaire de probabilités de Strasbourg 29 (1995): 37-43. <http://eudml.org/doc/113915>.

@article{Werner1995,
author = {Werner, Wendelin},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {perturbed Brownian motion; local time; semi-stable Markov processes; Ray- Knight type theorem; Bessel processes},
language = {eng},
pages = {37-43},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Some remarks on perturbed reflecting brownian motion},
url = {http://eudml.org/doc/113915},
volume = {29},
year = {1995},
}

TY - JOUR
AU - Werner, Wendelin
TI - Some remarks on perturbed reflecting brownian motion
JO - Séminaire de probabilités de Strasbourg
PY - 1995
PB - Springer - Lecture Notes in Mathematics
VL - 29
SP - 37
EP - 43
LA - eng
KW - perturbed Brownian motion; local time; semi-stable Markov processes; Ray- Knight type theorem; Bessel processes
UR - http://eudml.org/doc/113915
ER -

References

top
  1. [1] Azéma, J., Yor, M.: Une solution simple au problème de Skorokhod, in: Séminaire de Probabilités XIII, Lecture Notes in Mathematics721, Springer, pages 90-115 (1979) Zbl0414.60055
  2. [2] Carmona, P., Petit, F., Yor, M.: Some extensions of the Arcsine law as partial consequences of the scaling property for Brownian motion, Probab. Theory Relat. Fields100, 1-29 (1994) Zbl0808.60066MR1292188
  3. [3] Getoor, R.K.: The Brownian escape process, Ann. Prob.7, 864-867 (1979) Zbl0416.60086MR542136
  4. [4] Kent, J.: Some probabilistic properties of Bessel functions, Ann. Probab.6, 760-770 (1978) Zbl0402.60080MR501378
  5. [5] Lamperti, J.: Semi-stable Markov processes. I, Z. Wahrscheinlichkeitstheorie verw. Geb.22, 205-225 (1972) Zbl0274.60052MR307358
  6. [6] Le Gall, J.F., Yor, M.: Excursions browniennes et carrés de processus de Bessel, C. R. Acad. Sci.Paris, Série I, 303, 73-76 (1986) Zbl0589.60070MR851079
  7. [7] Le Gall, J.F., Yor, M.: Enlacements du mouvement brownien autour des courbes de l'espace, Trans. Amer. Math. Soc.317, 687-722 (1990) Zbl0696.60072MR946219
  8. [8] Perman, M.: An excursion approach to Ray-Knight theorems for perturbed reflecting Brownian motion, preprint (1994). Zbl0909.60067MR1411190
  9. [9] P. Révész: Local time and invariance, in: Analytical methods in Probability (D. Dugué, E. Lukacs, V.K. Rohatgi ed.), Lecture Notes in Math.861, 128-145 (1981) Zbl0456.60029MR655268
  10. [10] Revuz, D., Yor, M.: Continuous martingales and Brownian motion, 2nd edition, Springer, 1994. Zbl0804.60001MR1303781
  11. [11] Shi, Z., Werner, W.: Asymptotics for occupation times of half-lines by stable processes and perturbed reflecting Brownian motion, Stochastics, to appear (1995) Zbl0886.60030MR1382286
  12. [12] Watson, G.N.: Theory of Bessel functions, Cambridge University Press, 1922. Zbl48.0412.02JFM50.0264.01
  13. [13] Yor, M.: Some aspects of Brownian motion, Part I: Some special functionals, Lecture Notes ETH Zürich, Birkhäuser, Basel, 1992. Zbl0779.60070MR1193919
  14. [14] Yor, M.: Sur certaines fonctionnelles exponentielles du mouvement brownien réel, J. Appl. Prob.29, 202-208 (1992) Zbl0758.60085MR1147781
  15. [15] Davis, B.: Path convergence of random walk partly reflected at extrema, Technical report #94-22, Departement of Statistics, Purdue University (1994) 
  16. [16] Nester, D.K.: Random walk with partial reflection of repulsion at both extrema, preprint (1994) 

NotesEmbed ?

top

You must be logged in to post comments.

To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.

Only the controls for the widget will be shown in your chosen language. Notes will be shown in their authored language.

Tells the widget how many notes to show per page. You can cycle through additional notes using the next and previous controls.

    
                

Note: Best practice suggests putting the JavaScript code just before the closing </body> tag.