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

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Séminaire de Probabilités XX 1984/85

Part of the book series: Lecture Notes in Mathematics ((SEMPROBAB,volume 1204))

Je remercie vivement J.F. Le Gall dont la stimulation est pour beaucoup dans l'existence de ce travail.

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References

  1. E.B. Dynkin: Self-intersection local times, occupation fields and stochastic integrals. Preprint (1985).

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  2. 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.

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  3. 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).

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  6. J. Rosen: Tanaka's formula and renormalization for intersections of planar Brownian motion. Ann. of Prob. To appear.

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  7. J. Rosen: A renormalized local time for multiple intersections of planar Brownian motion. This volume.

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  9. M. Yor: Compléments aux formules de Tanaka-Rosen. Sém. Probas XIX, Lect. Notes in Maths. 1123. Springer (1985).

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  10. M. Yor: Sur la représentation comme intégrales stochastiques des temps d'occupation du mouvement brownien dans ℝd. Dans ce volume.

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Authors
  1. Marc Yor
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Jacques Azéma Marc Yor

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© 1986 Springer-Verlag

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Yor, M. (1986). Precisions sur l'existence et la continuite des temps locaux d'intersection du mouvement brownien dans ℝ2 . In: Azéma, J., Yor, M. (eds) Séminaire de Probabilités XX 1984/85. Lecture Notes in Mathematics, vol 1204. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0075739

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  • DOI: https://doi.org/10.1007/BFb0075739

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-16779-2

  • Online ISBN: 978-3-540-39860-8

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