Skip to main content
SpringerLink
Log in

Sur la transformee de Hilbert des temps locaux Browniens, et une extension de la formule d'itô

  • Conference paper
  • First Online:
Book cover Séminaire de Probabilités XVI 1980/81

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

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Log in via an institution
Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 44.99
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 59.00
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

Références

  1. M. T. BARLOW, M. YOR: (Semi-)Martingale inequalities and Local Times. Zeitschrift für Wahr., 55, 237–254 (1981).

    Article  MathSciNet  MATH  Google Scholar 

  2. R. BASS: A Representation of Additive Functionals of d-dimensional Brownian motion. Preprint 1981.

    Google Scholar 

  3. N. BOULEAU, M. YOR: Sur la variation quadratique des temps locaux de certaines semi-martingales. C.R.A.S. Paris, t. 292 (2 Mars 1981).

    Google Scholar 

  4. M. FUKUSHIMA: A decomposition of additive functionals of finite energy. Nagoya Math. J. 74, 1979, 137–168.

    Article  MathSciNet  MATH  Google Scholar 

  5. A. GARSIA, E. RODEMICH, H. RUMSEY: A real-variable lemma and the continuity of paths of some Gaussian processes. Indiana Math. J. 20, 1970, p. 565–578.

    Article  MathSciNet  MATH  Google Scholar 

  6. K. ITO, H. P. Mc KEAN: Diffusion processes and their sample paths. Springer (1965).

    Google Scholar 

  7. E. PERKINS: Local Time is a semi-martingale. Preprint.

    Google Scholar 

  8. D. W. STROOCK, S. R. S. VARADHAN: Multidimensional Diffusion Processes. Springer (1979)

    Google Scholar 

  9. A. T. WANG: Quadratic variation of functionals of Brownian motion. Ann. Prob. 5, 756–769 (1977).

    Article  MathSciNet  MATH  Google Scholar 

  10. T. YAMADA: On some representations concerning stochastic integrals. Preprint.

    Google Scholar 

  11. C. YOEURP: Une décomposition multiplicative de la valeur absolue d'un mouvement brownien. Dans ce volume.

    Google Scholar 

  12. P. KOOSIS: Introduction to HPspaces. IMS Lect. Notes Series 40 (1980).

    Google Scholar 

Download references

Author information

Authors and Affiliations

  1. Membre du Laboratoire de Probabilités, 4 Place Jussieu-Tour 56-3ème Etage-Couloir 56-66, 75005, Paris Cedex

    M. Yor

Authors
  1. M. Yor
    View author publications

    You can also search for this author in PubMed Google Scholar

Editor information

Jacques Azéma Marc Yor

Rights and permissions

Reprints and permissions

Copyright information

© 1982 Springer-Verlag

About this paper

Cite this paper

Yor, M. (1982). Sur la transformee de Hilbert des temps locaux Browniens, et une extension de la formule d'itô. 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/BFb0092788

Download citation

  • DOI: https://doi.org/10.1007/BFb0092788

  • Published:

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-11485-7

  • Online ISBN: 978-3-540-39158-6

  • eBook Packages: Springer Book Archive

Publish with us

Policies and ethics

Search

Navigation