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Remarques sur certaines constructions des mouvements browniens fractionnaires

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Séminaire de Probabilités XXII

Part of the book series: Lecture Notes in Mathematics ((SEMPROBAB,volume 1321))

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References

  1. P. CARTIER: Introduction à l'étude des mouvements browniens à plusieurs paramètres. Séminaire de Probabilités V. Lect. Notes in Maths 191, p. 58–75 (1971).

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  4. I. SCHOENBERG: Metric spaces and positive definite functions. Trans. Amer. Math. Soc. 44, p. 522–536 (1938).

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  5. S. WEINRYB, M. YOR: Le mouvement brownien de Lévy indexé par ℝ3 comme limite centrale de temps locaux d'intersection. Dans ce volume.

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  6. M. YOR: A propos de l'inverse du mouvement brownien dans ℝn (n ≧ 3). Ann. Inst. H. Poincaré, vol. 21, no 1, p. 27–38 (1984).

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  7. M. ABRAMOVITZ, I. STEGUN: Handbook of Mathematical Functions. New-York, Dover (1970).

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Jacques Azéma Marc Yor Paul André Meyer

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© 1988 Springer-Verlag

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Yor, M. (1988). Remarques sur certaines constructions des mouvements browniens fractionnaires. In: Azéma, J., Yor, M., Meyer, P.A. (eds) Séminaire de Probabilités XXII. Lecture Notes in Mathematics, vol 1321. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0084140

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  • DOI: https://doi.org/10.1007/BFb0084140

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  • Online ISBN: 978-3-540-39228-6

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