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Precisions sur l'existence et la continuite des temps locaux d'intersection du mouvement brownien dans ℝ2

  • Marc Yor
Conference paper
Part of the Lecture Notes in Mathematics book series (LNM, volume 1204)

Keywords

Brownian Path Note Encore Multidimensional Diffusion Process Nous Utilisons Nous Montrons 
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References

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    E.B. Dynkin: Self-intersection local times, occupation fields and stochastic integrals. Preprint (1985).Google Scholar
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    D. Geman, J. Horowitz, J. Rosen: A local time analysis of intersections of Brownian paths in the plane. Annals of Proba 12, 86–107, 1984.MathSciNetCrossRefzbMATHGoogle Scholar
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    J.F. Le Gall: Sur le temps local d'intersection du mouvement brownien plan et la méthode de renormalisation de Varadhan. Sém. Probas XIX, Lect. Notes in Maths 1123. Springer (1985).Google Scholar
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    P.A. Meyer: Un cours sur les intégrales stochastiques. Sém. Probas X. Lect. Notes in Maths 511. Springer (1976).Google Scholar
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    J. Rosen: Tanaka's formula and renormalization for intersections of planar Brownian motion. Ann. of Prob. To appear.Google Scholar
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    J. Rosen: A renormalized local time for multiple intersections of planar Brownian motion. This volume.Google Scholar
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    D.W. Stroock, S.R.S. Varadhan: Multidimensional diffusion processes. Springer-Verlag (1979).Google Scholar
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    M. Yor: Compléments aux formules de Tanaka-Rosen. Sém. Probas XIX, Lect. Notes in Maths. 1123. Springer (1985).Google Scholar
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    M. Yor: Sur la représentation comme intégrales stochastiques des temps d'occupation du mouvement brownien dans ℝd. Dans ce volume.Google Scholar
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    M. Yor: Burkholder-Gundy type inequalities for Brownian motion, and non-moderate increasing functions. To appear.Google Scholar

Copyright information

© Springer-Verlag 1986

Authors and Affiliations

  • Marc Yor

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