Calcul stochastique pour les mesures signées
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Cálculo diferencial estocástico para procesos con parámetro n-dimensional.
Marta Sanz Solé (1978)
Stochastica
In this paper we obtain a representation of semimartingalas in the plane by means of stochastic integrals. Some applications to the study of random Markov gaussian fields are given.
Canonical decompositions of certain generalized Brownian bridges.
Alili, Larbi (2002)
Electronic Communications in Probability [electronic only]
Central limit theorems for the brownian motion on large unitary groups
Florent Benaych-Georges (2011)
Bulletin de la Société Mathématique de France
In this paper, we are concerned with the large limit of the distributions of linear combinations of the entries of a Brownian motion on the group of unitary matrices. We prove that the process of such a linear combination converges to a Gaussian one. Various scales of time and various initial distributions are considered, giving rise to various limit processes, related to the geometric construction of the unitary Brownian motion. As an application, we propose a very short proof of the asymptotic...
Changing time for two-parameter strong martingales
D. Nualart, M. Sanz (1981)
Annales de l'I.H.P. Probabilités et statistiques
Chaos de Wiener et intégrale de Feynman
Y. Z. Hu, Paul-André Meyer (1988)
Séminaire de probabilités de Strasbourg
Chung's law of the iterated logarithm for iterated brownian motion
Davar Khoshnevisan, Thomas M. Lewis (1996)
Annales de l'I.H.P. Probabilités et statistiques
Coalescence of skew brownian motions
Martin T. Barlow, Krzysztof Burdzy, Haya Kaspi, Avi Mandelbaum (2001)
Séminaire de probabilités de Strasbourg
Coarsening, nucleation, and the marked brownian web
L. R. G. Fontes, M. Isopi, C. M. Newman, K. Ravishankar (2006)
Annales de l'I.H.P. Probabilités et statistiques
Compléments aux formules de Tanaka-Rosen
Marc Yor (1985)
Séminaire de probabilités de Strasbourg
Comportement asymptotique de certaines fonctionnelles additives de plusieurs mouvements browniens
Philippe Biane (1989)
Séminaire de probabilités de Strasbourg
Comportement asymptotique du nombre de tours effectués par la trajectoire brownienne plane
Jean Bertoin, Wendelin Werner (1994)
Séminaire de probabilités de Strasbourg
Concentration of measure and logarithmic Sobolev inequalities
Michel Ledoux (1999)
Séminaire de probabilités de Strasbourg
Conditional generalized analytic Feynman integrals and a generalized integral equation.
Chang, Seung Jun, Kang, Soon Ja, Skoug, David (2000)
International Journal of Mathematics and Mathematical Sciences
Conditioned brownian motion in simply connected planar domains
Philip S. Griffin, Terry R. McConnell, Gregory Verchota (1993)
Annales de l'I.H.P. Probabilités et statistiques
Conditions for strong maximality of local diffusions in multi-dimensional case
Ivo Vrkoč (1978)
Czechoslovak Mathematical Journal
Configurations of balls in Euclidean space that Brownian motion cannot avoid.
Carroll, Tom, Ortega-Cerdà, Joaquim (2007)
Annales Academiae Scientiarum Fennicae. Mathematica
Conformal restriction and related questions.
Werner, Wendelin (2005)
Probability Surveys [electronic only]
Consistent non-parametric bayesian estimation for a time-inhomogeneous brownian motion
Shota Gugushvili, Peter Spreij (2014)
ESAIM: Probability and Statistics
We establish posterior consistency for non-parametric Bayesian estimation of the dispersion coefficient of a time-inhomogeneous Brownian motion.
Construction de quasimartingales s'annulant sur un ensemble donné
Paul-André Meyer (1979)
Séminaire de probabilités de Strasbourg
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