Skip to main content

From an example of Lévy’s

  • Conference paper
  • First Online:

Part of the book series: Lecture Notes in Mathematics ((SEMPROBAB,volume 1613))

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

Buying options

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

Learn about institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

References

  1. K. Itô, Introduction to Probability Theory. vol. 3 (in Japanese) Iwanami-Shoten, (1978).

    Google Scholar 

  2. M. Hitsuda, Gaussian innovations and integral operators. Proceedings of the Sixth USSR-Japan Symposium. Kiev. Aug. 5–10, 1991. World Scientific.

    Google Scholar 

  3. P. Lévy, Processes Stochastiques et mouvement brownien. Gauthier-Villars. (1965), p. 299–304.

    Google Scholar 

  4. Th. Jeulin, M. Yor, Filtration des ponts browniens et équations différentielles linéaires. Séminaire de Probabilités XXIV. Lect. Notes in Maths. 1426. Springer (1990), p. 227–265.

    Google Scholar 

  5. Th. Jeulin, M. Yor, Une décomposition non-canonique du drap brownien. Séminaire de Probabilités XXVI. Lect. Notes in Maths. 1526. Springer (1992), p. 322–347.

    Google Scholar 

  6. Th. Jeulin, M. Yor, Moyennes mobiles et semimartingales. Séminaire de Probabilités XXVII. Lect. Notes in Maths. 1557. Springer (1993), p. 53–77.

    Google Scholar 

  7. Th. Jeulin, M. Yor, Sur certaines décompositions non-canoniques des diffusions réelles. Manuscrit non publié (Décembre 1990).

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Editor information

Jacques Azéma Michel Emery Paul André Meyer Marc Yor

Rights and permissions

Reprints and permissions

Copyright information

© 1995 Springer-Verlag

About this paper

Cite this paper

Chiu, Y. (1995). From an example of Lévy’s. In: Azéma, J., Emery, M., Meyer, P.A., Yor, M. (eds) Séminaire de Probabilités XXIX. Lecture Notes in Mathematics, vol 1613. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0094208

Download citation

  • DOI: https://doi.org/10.1007/BFb0094208

  • Published:

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-60219-4

  • Online ISBN: 978-3-540-44744-3

  • eBook Packages: Springer Book Archive

Publish with us

Policies and ethics