메뉴 건너뛰기




Volumn 6, Issue 1, 2000, Pages 63-72

Some measure-valued markov processes attached to occupation times of brownian motion

Author keywords

Brownian motion; Local times; Markov processes

Indexed keywords


EID: 33749597382     PISSN: 13507265     EISSN: None     Source Type: Journal    
DOI: 10.2307/3318633     Document Type: Article
Times cited : (1)

References (20)
  • 2
    • 0000065881 scopus 로고
    • Exemples de théorèmes locaux sur les groupes résolubles
    • Bougerai, P. (1983) Exemples de théorèmes locaux sur les groupes résolubles. Ann. Inst. H. Poincaré Probab. Statist., 19, 369-391.
    • (1983) Ann. Inst. H. Poincaré Probab. Statist. , vol.19 , pp. 369-391
    • Bougerai, P.1
  • 4
    • 0041022515 scopus 로고    scopus 로고
    • Beta-gamma random variables and intertwining relations between certain Markov processes
    • Carmona, P., Petit, F. and Yor, M. (1998) Beta-gamma random variables and intertwining relations between certain Markov processes. Rev. Mat. Iberoamericana, 14, 311-367.
    • (1998) Rev. Mat. Iberoamericana , vol.14 , pp. 311-367
    • Carmona, P.1    Petit, F.2    Yor, M.3
  • 5
    • 27844480040 scopus 로고
    • Embedding a stochastic difference equation into a continuous-time process
    • de Haan, L. and Karandikar, R.L. (1989) Embedding a stochastic difference equation into a continuous-time process. Stochastic Process. Appl., 32, 225-235.
    • (1989) Stochastic Process. Appl. , vol.32 , pp. 225-235
    • Haan, L.1    Karandikar, R.L.2
  • 6
    • 0009153241 scopus 로고    scopus 로고
    • The Feynman-Kac formula and decomposition of Brownian paths
    • Boston: Birkhäuser.
    • Jeanblanc, M., Pitman, J. and Yor, M. (1997) The Feynman-Kac formula and decomposition of Brownian paths. Comput. Appl. Math., 16, 27-52. Boston: Birkhäuser.
    • (1997) Comput. Appl. Math. , vol.16 , pp. 27-52
    • Jeanblanc, M.1    Pitman, J.2    Yor, M.3
  • 7
    • 18444368761 scopus 로고
    • On the distributions of certain Wiener functionals
    • Kac, M. (1949) On the distributions of certain Wiener functionals. Trans. Amer. Math. Soc., 65, 1 -13.
    • (1949) Trans. Amer. Math. Soc. , vol.65 , pp. 1-13
    • Kac, M.1
  • 8
    • 33749640139 scopus 로고    scopus 로고
    • Some recent developments in non linear filtering theory
    • N. Ikeda, S. Watanabe, M. Fukushima and H. Kunita (eds), Tokyo: Springer-Verlag.
    • Kallianpur, G. (1996) Some recent developments in non linear filtering theory. In N. Ikeda, S. Watanabe, M. Fukushima and H. Kunita (eds), Itô s Stochastic Calculus and Probability Tlieory, pp. 157-170. Tokyo: Springer-Verlag.
    • (1996) Itô S Stochastic Calculus and Probability Tlieory , pp. 157-170
    • Kallianpur, G.1
  • 9
    • 0000518402 scopus 로고    scopus 로고
    • Le théorème de Ray-Knight en un temps fixe
    • J. Azéma, M. Emery, M. Ledoux and M. Yor (eds), Lecture Notes in Math. 1686, Berlin: Springer-Verlag.
    • Leuridan, C. (1998) Le théorème de Ray-Knight en un temps fixe. In J. Azéma, M. Emery, M. Ledoux and M. Yor (eds), Séminaire de Probabilités XXXII, Lecture Notes in Math. 1686, pp. 376-396. Berlin: Springer-Verlag.
    • (1998) Séminaire de Probabilités XXXII , pp. 376-396
    • Leuridan, C.1
  • 11
    • 0001626619 scopus 로고
    • Stochastic calculus with anticipating integrands
    • Nualart, D. and Pardoux, E. (1988) Stochastic calculus with anticipating integrands. Probab. Theory Related Fields, 78, 535-581.
    • (1988) Probab. Theory Related Fields , vol.78 , pp. 535-581
    • Nualart, D.1    Pardoux, E.2
  • 12
    • 0037659276 scopus 로고
    • Stochastic partial differential equations: A review
    • Pardoux, E (1993) Stochastic partial differential equations: a review. Bull. Sei. Math., 117, 29-47.
    • (1993) Bull. Sei. Math. , vol.117 , pp. 29-47
    • Pardoux, E.1
  • 13
    • 0000884985 scopus 로고
    • One-dimensional Brownian motion and the three-dimensional Bessel process
    • Pitman, J. (1975) One-dimensional Brownian motion and the three-dimensional Bessel process. Adv. Appl. Probab., 7, 511-526.
    • (1975) Adv. Appl. Probab. , vol.7 , pp. 511-526
    • Pitman, J.1
  • 14
    • 0033243136 scopus 로고    scopus 로고
    • The SDE solved by local times of a Brownian excursion or bridge derived from the height profile of a random tree or forest
    • Pitman, J. (1999) The SDE solved by local times of a Brownian excursion or bridge derived from the height profile of a random tree or forest. Ann. Probab., 27, 261-283.
    • (1999) Ann. Probab. , vol.27 , pp. 261-283
    • Pitman, J.1
  • 15
    • 24144503559 scopus 로고    scopus 로고
    • The distribution of local times of a Brownian bridge
    • J. Azéma, M. Emery, M. Ledoux and M. Yor (eds), Lecture Notes in Math. 1709. Berlin: Springer-Verlag.
    • Pitman, J. (1999) The distribution of local times of a Brownian bridge. In J. Azéma, M. Emery, M. Ledoux and M. Yor (eds), Séminaire de Probabilités XXXIII, Lecture Notes in Math. 1709. Berlin: Springer-Verlag.
    • (1999) Séminaire de Probabilités XXXIII
    • Pitman, J.1
  • 17
    • 33749593018 scopus 로고
    • Tanaka formulae and renormalization for triple intersections of Brownian motion in the plane
    • Rosen, J. and Yor, M. (1991) Tanaka formulae and renormalization for triple intersections of Brownian motion in the plane. Ann. Probab., 19, 142-159.
    • (1991) Ann. Probab. , vol.19 , pp. 142-159
    • Rosen, J.1    Yor, M.2
  • 18
    • 0000659593 scopus 로고
    • An introduction to stochastic partial differential equations
    • PL. Hennequin (ed.), Lecture Notes in Math. 1180. Berlin: Springer-Verlag.
    • Walsh, J. (1986) An introduction to stochastic partial differential equations. In PL. Hennequin (ed.), Ecole d'Été de Probabilités de Saint Flour XIV, 1984, Lecture Notes in Math. 1180. Berlin: Springer-Verlag.
    • (1986) Ecole D'Été de Probabilités de Saint Flour XIV, 1984
    • Walsh, J.1
  • 19
    • 33749632236 scopus 로고
    • Some remarks on A(t, B,)
    • J. Azéma, P.A. Meyer and M. Yor (eds), Lectures Notes in Math. 1557 New York: Springer-Verlag.
    • Walsh, J. (1993) Some remarks on A(t, B,). In J. Azéma, P.A. Meyer and M. Yor (eds), Séminaire de Probabilités XXVII, Lectures Notes in Math. 1557 pp. 173-176. New York: Springer-Verlag.
    • (1993) Séminaire de Probabilités XXVII , pp. 173-176
    • Walsh, J.1
  • 20
    • 0012871092 scopus 로고
    • Une extension markovienne de l'algèbre des lois bêta-gamma
    • Yor, M. (1989) Une extension markovienne de l'algèbre des lois bêta-gamma. C. R. Acad. Sei. Paris Sér. I Math., 308, 257-260.
    • (1989) C. R. Acad. Sei. Paris Sér. I Math. , vol.308 , pp. 257-260
    • Yor, M.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.