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Un processus qui ressemble au pont Brownien

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Séminaire de Probabilités XXI

Part of the book series: Lecture Notes in Mathematics ((SEMPROBAB,volume 1247))

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References

  1. Ph. BIANE, M. YOR: Valeurs principales associées aux temps locaux browniens. Bull. Sciences Mathématiques, 1987.

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  2. K.L. CHUNG: Excursions in Brownian motion. Ark. für Math. 14, 155–177 (1976).

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  3. R.K. GETOOR: The Brownian escape process. Annals of Proba, 7, 864–867 (1979).

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  4. Th. JEULIN: Semi-martingales et grossissement d'une filtration. Lect. Notes in Maths. 833. Springer (1980).

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  5. Th. JEULIN, M. YOR (eds): Grossissment de filtrations: exemples et applications. Lect. Notes in Maths. 1118. Springer (1985).

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  6. J.W. PITMAN, M. YOR: Bessel processes and infinitely divisible laws. In: "Stochastic Integrals", ed. D. Williams, Lect. Notes in Maths. 851. Springer (1981).

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  7. D. WILLIAMS: Path decomposition and continuity of local times for one-dimensional diffusions. Proc. London Math. Soc. (3) 28, 738–768 (1974).

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Author information

Authors and Affiliations

  1. Laboratoire de Probabilités, Universite Paris VI, 4 place Jussieu - Tour 56 3ème Etage - Couloir 56–66, 75252, Paris Cedex 05

    M. Yor

Authors
  1. Ph. Biane
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  2. J. F. Le Gall
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  3. M. Yor
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Jacques Azéma Marc Yor Paul André Meyer

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© 1987 Springer-Verlag

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Biane, P., Le Gall, J.F., Yor, M. (1987). Un processus qui ressemble au pont Brownien. In: Azéma, J., Yor, M., Meyer, P.A. (eds) Séminaire de Probabilités XXI. Lecture Notes in Mathematics, vol 1247. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0077641

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  • DOI: https://doi.org/10.1007/BFb0077641

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-17768-5

  • Online ISBN: 978-3-540-47814-0

  • eBook Packages: Springer Book Archive

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