Skip to main content

Sur quelques filtrations et transformations browniennes

  • Conference paper
  • First Online:
Séminaire de Probabilités XXIX

Part of the book series: Lecture Notes in Mathematics ((SEMPROBAB,volume 1613))

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 44.99
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 59.00
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

Références

  1. S. Attal. Thèse de doctorat. Université de Strasbourg, 1994.

    Google Scholar 

  2. S. Attal. Représentation des endomorphismes de l’espace de Wiener qui préservent les martingales. Ann. Inst. Henri Poincaré, à paraître.

    Google Scholar 

  3. L. E. Dubins, J. Feldman, M. Smorodinsky & B. Tsirelson. Decreasing Sequences of σ-Fields and a Measure Change for Brownian Motion. Prépublication, soumise à Ann. Prob.

    Google Scholar 

  4. A. Goswami & B. V. Rao. Conditional Expectation of Odd Chaos given Even. Stochastics and Stochastic Reports 35, 213–214, 1991.

    Article  MathSciNet  MATH  Google Scholar 

  5. T. Jeulin & M. Yor. Filtration des ponts browniens et équations différentielles stochastiques linéaires. Séminaire de Probabilités XXIV, Lecture Notes in Mathematics 1426, Springer 1990.

    Google Scholar 

  6. J.-F. Le Gall & M. Yor. Sur l’équation stochastique de Tsirelson. Séminaire de Probabilités XVII, Lecture Notes in Mathematics 986, Springer 1983.

    Google Scholar 

  7. T. Lindvall & L. C. G. Rogers. Coupling of Multidimensional Diffusions by Reflection. Ann. Prob. 14, 860–872, 1986.

    Article  MathSciNet  MATH  Google Scholar 

  8. P.-A. Meyer. Probabilités et Potentiel. Hermann, 1966.

    Google Scholar 

  9. P.-A. Meyer. Sur une transformation du mouvement brownien due à Jeulin et Yor. Séminaire de Probabilités XXVIII, Lecture Notes in Mathematics 1583, Springer 1994.

    Google Scholar 

  10. D. Revuz & M. Yor. Continuous Martingales and Brownian Motion. Grundlehren der mathematischen Wissenschaften, Springer 1991.

    Google Scholar 

  11. M. Yor. Tsirel’son’s Equation in Discrete Time. Probab. Theory Relat. Fields 91, 135–152, 1992.

    Article  MATH  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Editor information

Jacques Azéma Michel Emery Paul André Meyer Marc Yor

Rights and permissions

Reprints and permissions

Copyright information

© 1995 Springer-Verlag

About this paper

Cite this paper

Attal, S., Burdzy, K., Émery, M., Hu, Y. (1995). Sur quelques filtrations et transformations browniennes. In: Azéma, J., Emery, M., Meyer, P.A., Yor, M. (eds) Séminaire de Probabilités XXIX. Lecture Notes in Mathematics, vol 1613. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0094200

Download citation

  • DOI: https://doi.org/10.1007/BFb0094200

  • Published:

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-60219-4

  • Online ISBN: 978-3-540-44744-3

  • eBook Packages: Springer Book Archive

Publish with us

Policies and ethics