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Une decomposition multiplicative de la valeur absolue d'un mouvement Brownien

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Séminaire de Probabilités XVI 1980/81

Part of the book series: Lecture Notes in Mathematics ((SEMPROBAB,volume 920))

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Bibliographie

  1. ITÔ, K.; Mc KEAN, H. P.: Diffusion processes and their sample paths. Springer (1965).

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  2. MEYER, P. A.: “Un cours sur les intégrales stochastiques”. Sém. Proba. Strasbourg X, Lecture Notes in Math. 511, Berlin, Springer, 1976.

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  3. MEYER, P. A.; YOEURP, Ch.: “Sur la décomposition multiplicative des sous-martingales positives”. Sém. Proba. Strasbourg X, Lecture Notes in Math. 511, Berlin, Springer, 1976.

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Authors and Affiliations

  1. Laboratoire de Probabilités, Université Paris VI, 4 place Jussieu-Tour 56 3ème Etage, 75005, Paris Cedex

    Ch. Yoeurp

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  1. Ch. Yoeurp
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Jacques Azéma Marc Yor

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© 1982 Springer-Verlag

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Yoeurp, C. (1982). Une decomposition multiplicative de la valeur absolue d'un mouvement Brownien. In: Azéma, J., Yor, M. (eds) Séminaire de Probabilités XVI 1980/81. Lecture Notes in Mathematics, vol 920. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0092787

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  • DOI: https://doi.org/10.1007/BFb0092787

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-11485-7

  • Online ISBN: 978-3-540-39158-6

  • eBook Packages: Springer Book Archive

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