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Une démonstration élémentaire d’une identité de Biane et Yor

  • Christophe Leuridan
Chapter
Part of the Lecture Notes in Mathematics book series (LNM, volume 1626)

Keywords

Sojourn Time Nous Avons Continuous Martingale Nous Allons Illinois Journal 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Bibliographie

  1. [1]
    Biane P., Le Gall J.F., Yor M.Un processus qui ressemble au pont brownien, Séminaire de Probabilités XXI, LNM 1247 Springer (1987), 270–275.MathSciNetzbMATHGoogle Scholar
  2. [2]
    Biane P., Yor M.Valeurs principales associées aux temps locaux browniens, Bulletin des Sciences Mathématiques 111 (1987), 23–101.MathSciNetzbMATHGoogle Scholar
  3. [3]
    Biane P., Yor M.Sur la loi des temps locaux browniens pris en un temps exponentiel, Séminaire de Probabilités XXII, LNM 1321 Springer (1988), 454–466.MathSciNetzbMATHGoogle Scholar
  4. [4]
    Knight F.B.Random walks and a sojourn density process of Brownian motion, Transactions of the American Mathematical Society 109 (1963), 56–86.MathSciNetCrossRefzbMATHGoogle Scholar
  5. [5]
    Ray D.B.Sojourn times of a diffusion process, Illinois Journal of mathematics 7 (1963), 615–630.MathSciNetzbMATHGoogle Scholar
  6. [6]
    Revuz D., Yor M.Continuous Martingales and Brownian Motion, Springer, 1991.Google Scholar

Copyright information

© Springer-Verlag 1996

Authors and Affiliations

  • Christophe Leuridan
    • 1
  1. 1.Institut FourierUniversité de Grenoble ISt Martin d’Hères Cedex

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