Sur la transience et la recurrence de certaines martingales continues avaleurs dans le plan

DOI10.1080/17442508908833592zbMATH Open0696.60076OpenAlexW2003516080MaRDI QIDQ3472948FDOQ3472948

Authors: Jean-Claude Gruet 

Publication date: 1989

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508908833592

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zbMATH Keywords

recurrencetransienceinverse local timetwo- dimensional martingaleswinding numbers of planar Brownian motion

Mathematics Subject Classification ID

Brownian motion (60J65) Martingales with continuous parameter (60G44) Stochastic integrals (60H05)

Cited In (5)

• Some remarkable pure martingales
• Une application du calcul du nombre de montées et de descentes aux fonctions de martingales locales continues. (An application of the calculus of up- and down-crossing numbers to functions of continuous local martingales)
• Transience of a Pair of Local Martingales
• The harmonic functions of (A_t, B_t,)
• Periodic extensions of two-dimensional Brownian motion on the half plane. I

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