A propos de l'inverse du mouvement brownien

zbMATH Open0556.60032MaRDI QIDQ760969FDOQ760969

Authors: Marc Yor 

Publication date: 1985

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_1985__21_1_27_0

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zbMATH Keywords

Bessel processBrownian bridge

Mathematics Subject Classification ID

Brownian motion (60J65) Martingales with continuous parameter (60G44)

Cited In (9)

• Moderate deviation principle for Brownian motions on the unit sphere in \(\mathbb R^d\)
• A central limit theorem for a sequence of Brownian motions in the unit sphere in \(\mathbb R^{n}\)
• On Kelvin transformation
• Polymer physics of nuclear organization and function
• Le mouvement brownien sur \({\mathbb{R}}^ N\), en tant que semi-martingale dans \(S_ N\)
• Periodic extensions of two-dimensional Brownian motion on the half plane. II
• Title not available (Why is that?)
• Conformal Transforms and Doob’s h-Processes on Heisenberg Groups
• On Inversions and Doob h-Transforms of Linear Diffusions

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