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Une démonstration élémentaire d’une identité de Biane et Yor

Part of the Lecture Notes in Mathematics book series (SEMPROBAB,volume 1626)

Keywords

  • Sojourn Time
  • Nous Avons
  • Continuous Martingale
  • Nous Allons
  • Illinois Journal

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Bibliographie

  1. 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.

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  2. Biane P., Yor M.Valeurs principales associées aux temps locaux browniens, Bulletin des Sciences Mathématiques 111 (1987), 23–101.

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  3. 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.

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  4. Knight F.B.Random walks and a sojourn density process of Brownian motion, Transactions of the American Mathematical Society 109 (1963), 56–86.

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  5. Ray D.B.Sojourn times of a diffusion process, Illinois Journal of mathematics 7 (1963), 615–630.

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  6. Revuz D., Yor M.Continuous Martingales and Brownian Motion, Springer, 1991.

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© 1996 Springer-Verlag

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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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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-61336-7

  • Online ISBN: 978-3-540-68463-3

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