SCOPUS 정보 검색 플랫폼 - 논문 보기

메뉴 건너뛰기

Transactions of the American Mathematical Society

Volumn 355, Issue 3, 2003, Pages 967-985

Non-independence of excursions of the Brownian sheet and of additive Brownian motion

(2) Dalang, Robert C a Mountford, T a,b

a EPFL (Switzerland)

b UNIVERSITY OF CALIFORNIA (United States)

Author keywords

Additive Brownian motion; Brownian sheet; Excursions; Level sets

Indexed keywords

EID: 0037340778 PISSN: 00029947 EISSN: None Source Type: Journal
DOI: 10.1090/S0002-9947-02-03138-0 Document Type: Article

Times cited : (6)

References (11)

1
- 0035993049
- Eccentric behaviors of the Brownian sheet along lines
- Dalang, R. C. and Mountford, T. S. Eccentric behaviors of the Brownian sheet along lines. Annals Probab. 30 (2002), 293-322.
- (2002) Annals Probab. , vol.30 , pp. 293-322
- Dalang, R.C.¹ Mountford, T.S.²

2
- 21144462388
- Geography of the level sets of the Brownian sheet
- MR 94h:60055
- Dalang, R. C. and Walsh, J. B. Geography of the level sets of the Brownian sheet. Probab. Theory Related Fields 96 (1993), 153-176. MR 94h:60055
- (1993) Probab. Theory Related Fields , vol.96 , pp. 153-176
- Dalang, R.C.¹ Walsh, J.B.²

3
- 21144467905
- The structure of a Brownian bubble
- MR 94j:60105
- Dalang, R. C. and Walsh, J. B. The structure of a Brownian bubble. Probab. Theory Related Fields 96 (1993), 475-501. MR 94j:60105
- (1993) Probab. Theory Related Fields , vol.96 , pp. 475-501
- Dalang, R.C.¹ Walsh, J.B.²

4
- 0003929182
- Springer-Verlag, Berlin. MR 33:8031
- Ito, K. and McKean, H. P. Diffusion processes and their sample paths. Springer-Verlag, Berlin, 1965. MR 33:8031
- (1965) Diffusion Processes and Their Sample Paths
- Ito, K.¹ McKean, H.P.²

5
- 0003537037
- North-Holland Publishing Co., Amsterdam and New York. MR 84b:60080
- Ikeda, N. and Watanabe, S. Stochastic Differential Equations and Diffusion Processes. North-Holland Publishing Co., Amsterdam and New York, 1981. MR 84b:60080
- (1981) Stochastic Differential Equations and Diffusion Processes
- Ikeda, N.¹ Watanabe, S.²

6
- 0003261160
- Essentials of Brownian motion and diffusion
- Amer. Math. Soc., Providence, Rhode Island. MR 82m:60098
- Knight, P. Essentials of Brownian motion and diffusion. Math. Surveys and Monographs no. 18. Amer. Math. Soc., Providence, Rhode Island, 1981. MR 82m:60098
- (1981) Math. Surveys and Monographs , vol.18
- Knight, P.¹

7
- 0000622785
- Sample functions of the N-parameter Wiener process
- MR 49:11646
- Orey, S. and Pruitt, W. Sample functions of the N-parameter Wiener process. Annals Probab. 1 (1973), 138-163. MR 49:11646
- (1973) Annals Probab. , vol.1 , pp. 138-163
- Orey, S.¹ Pruitt, W.²

8
- 0003272788
- Continuous martingales and Brownian motion
- Springer-Verlag, Berlin. MR 92d:60053
- Revuz, D. and Yor, M. Continuous martingales and Brownian motion. Grundlehren der Mathematischen Wissenschaften, Springer-Verlag, Berlin, 1991. MR 92d:60053
- (1991) Grundlehren der Mathematischen Wissenschaften
- Revuz, D.¹ Yor, M.²

9
- 0003617670
- John Wiley and Sons, New York. MR 89k:60117
- Rogers, L. C. G. and Williams, D. Diffusions, Markov processes and martingales, vol. 2. John Wiley and Sons, New York, 1987. MR 89k:60117
- (1987) Diffusions, Markov Processes and Martingales , vol.2
- Rogers, L.C.G.¹ Williams, D.²

10
- 0002141535
- Théorie élémentaire des processus à deux indices
- Korezlioglu, H., Mazziotto, G., Szpirglas, J. (eds). Processus aléatoires à deux indices). Springer, Berlin. MR 83a: 60059
- Meyer, P. A. Théorie élémentaire des processus à deux indices. In: Korezlioglu, H., Mazziotto, G., Szpirglas, J. (eds). Processus aléatoires à deux indices. (Lect. Notes Math., vol. 863, pp. 1-30). Springer, Berlin, 1981. MR 83a: 60059
- (1981) Lect. Notes Math. , vol.863 , pp. 1-30
- Meyer, P.A.¹

11
- 0000659593
- An introduction to stochastic partial differential equations
- Ecole d'Eté de Probabilités de St. Flour XIV. Springer-Verlag, Berlin. MR 88a:60114
- Walsh, J. An introduction to stochastic partial differential equations. In: Ecole d'Eté de Probabilités de St. Flour XIV. Lecture Notes in Mathematics 1180. Springer-Verlag, Berlin, 1986. MR 88a:60114
- (1986) Lecture Notes in Mathematics , vol.1180
- Walsh, J.¹

* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.