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Point le plus visité par un mouvement brownien avec dérive

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Séminaire de Probabilités XXXII

Part of the book series: Lecture Notes in Mathematics ((SEMPROBAB,volume 1686))

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References

  1. R.F. Bass et P.S. Griffin: The most visited site of Brownian motion and simple random walk. Z. Wahrscheinlichkeitstheorie verw. Gebiete 70, 417–436. (1985)

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Authors and Affiliations

  1. Laboratoire de Probabilités, Université Pierre et Marie Curie, 4 Place Jussieu, F-75252, Paris Cedex 05, France

    Jean Bertoin & Laurence Marsalle

Authors
  1. Jean Bertoin
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  2. Laurence Marsalle
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Jacques Azéma Marc Yor Michel Émery Michel Ledoux

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© 1998 Springer-Verlag

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Bertoin, J., Marsalle, L. (1998). Point le plus visité par un mouvement brownien avec dérive. In: Azéma, J., Yor, M., Émery, M., Ledoux, M. (eds) Séminaire de Probabilités XXXII. Lecture Notes in Mathematics, vol 1686. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0101770

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  • DOI: https://doi.org/10.1007/BFb0101770

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-64376-0

  • Online ISBN: 978-3-540-69762-6

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