Une extension des théorèmes de Ray et Knight sur les temps locaux Browniens. (An extension of the theorems of Ray and Knight on Brownian local times)
From MaRDI portal
Publication:756864
DOI10.1007/BF01192552zbMath0723.60097MaRDI QIDQ756864
Publication date: 1991
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Related Items (5)
Some Brownian functionals and their laws ⋮ Diffusion arrêtée au premier instant où l'amplitude atteint un niveau donné ⋮ Probability density function of the local score position ⋮ Asymptotic behavior of the local score of independent and identically distributed random sequences. ⋮ On first range times of linear diffusions
Cites Work
- Calcul stochastique et problèmes de martingales
- Local time and stochastic area integrals
- Self-avoiding random walk: A Brownian motion model with local time drift
- Semi-martingales et grossissement d'une filtration
- Statistical properties of the generalized inverse Gaussian distribution
- Complements on the Hilbert transform and the fractional derivative of Brownian local times
- Sojourn times of diffusion processes
- Local time is a semi-martingale
- A decomposition of Bessel Bridges
- Sur la loi conjointe du maximum et de l'inverse du temps local du mouvement brownien: application a un theoreme de knight
- Coterminal Families and the Strong Markov Property
- Brownian Local Times and Taboo Processes
- Decomposing the Brownian path
- THE POPULATION FREQUENCIES OF SPECIES AND THE ESTIMATION OF POPULATION PARAMETERS
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication: Une extension des théorèmes de Ray et Knight sur les temps locaux Browniens. (An extension of the theorems of Ray and Knight on Brownian local times)
