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Temps locaux d'intersection de mouvements browniens perturbés et applications
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  • Published: March 1990

Temps locaux d'intersection de mouvements browniens perturbés et applications

  • Jean Bertoin1 

Probability Theory and Related Fields volume 85, pages 33–42 (1990)Cite this article

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Summary

Continuous semimartingales in ℝd which martingale part is a brownian motion are shown to admit self-intersection local times ford≦3. Whend=2, we obtain a Tanaka formula and a Varadhan type renormalization.

Résumé

On montre l'existence des temps locaux d'intersection pour les semimartingales continues à valeurs dans ℝd dont la partie martingale est brownienne (d≦3). Pourd=2, on obtient une formule de Tanaka et un résultat de renormalisation du type de celui de Varadhan.

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Références

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Authors and Affiliations

  1. Laboratoire de Probabilités (L.A. 224), Université Pierre et Marie Curie, 4 place Jussieu, F-75252, Paris Cedex 05, France

    Jean Bertoin

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  1. Jean Bertoin
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Cite this article

Bertoin, J. Temps locaux d'intersection de mouvements browniens perturbés et applications. Probab. Th. Rel. Fields 85, 33–42 (1990). https://doi.org/10.1007/BF01377626

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  • Received: 06 October 1988

  • Revised: 01 June 1989

  • Issue Date: March 1990

  • DOI: https://doi.org/10.1007/BF01377626

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