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Bibliographie
Biane P., Le Gall J.F., Yor M.—Un processus qui ressemble au pont brownien, Séminaire de Probabilités XXI, LNM 1247 Springer (1987), 270–275.
Biane P., Yor M.—Valeurs principales associées aux temps locaux browniens, Bulletin des Sciences Mathématiques 111 (1987), 23–101.
Biane P., Yor M.—Sur la loi des temps locaux browniens pris en un temps exponentiel, Séminaire de Probabilités XXII, LNM 1321 Springer (1988), 454–466.
Knight F.B.—Random walks and a sojourn density process of Brownian motion, Transactions of the American Mathematical Society 109 (1963), 56–86.
Ray D.B.—Sojourn times of a diffusion process, Illinois Journal of mathematics 7 (1963), 615–630.
Revuz D., Yor M.—Continuous Martingales and Brownian Motion, Springer, 1991.
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Leuridan, C. (1996). Une démonstration élémentaire d’une identité de Biane et Yor. In: Azéma, J., Yor, M., Emery, M. (eds) Séminaire de Probabilités XXX. Lecture Notes in Mathematics, vol 1626. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0094653
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DOI: https://doi.org/10.1007/BFb0094653
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