-
1
-
-
0001465651
-
Une extension multidimensionnelle de la loi de l'arc sinus, Seminaire de Probabilites, XXIII
-
Springer-Verlag, Berlin-New York, MR 1022918 91c:60106
-
M. T. Barlow, J. W. Pitman, and M. Yor, Une extension multidimensionnelle de la loi de l'arc sinus, Seminaire de Probabilites, XXIII, Lecture Notes in Mathematics, vol. 1372, Springer-Verlag, Berlin-New York, 1989, pp. 294-314. MR 1022918 (91c:60106)
-
(1989)
Lecture Notes in Mathematics
, vol.1372
, pp. 294-314
-
-
Barlow, M.T.1
Pitman, J.W.2
Yor, M.3
-
2
-
-
0031493015
-
A ratio ergodic theorem for Brownian additive functionals with infinite mean
-
MR 1467209 981:60076
-
J. Bertoin, A ratio ergodic theorem for Brownian additive functionals with infinite mean, Potential Anal. 7 (1997), 615-621. MR 1467209 (981:60076)
-
(1997)
Potential Anal
, vol.7
, pp. 615-621
-
-
Bertoin, J.1
-
3
-
-
0003902554
-
-
Cambridge University Press, Cambridge, MR 898871 88i:26004
-
N. H. Bingham, C. M. Goldie, and J. L. Teugels, Regular variation, Encyclopedia of Mathematics and its Applications, vol. 27, Cambridge University Press, Cambridge, 1987. MR 898871 (88i:26004)
-
(1987)
Regular variation, Encyclopedia of Mathematics and its Applications
, vol.27
-
-
Bingham, N.H.1
Goldie, C.M.2
Teugels, J.L.3
-
4
-
-
34247216414
-
-
W. Feller, An introduction to probability theory and its applications. II., Second edition, John Wiley & Sons Inc., New York, 1971. MR 0270403 (42 #5292)
-
W. Feller, An introduction to probability theory and its applications. Vol. II., Second edition, John Wiley & Sons Inc., New York, 1971. MR 0270403 (42 #5292)
-
-
-
-
5
-
-
34247198133
-
-
North-Holland Publishing Co, Amsterdam, MR 637061 84b:60080
-
N. Ikeda and S. Watanabe, Stochastic differential equations and diffusion processes, North-Holland Mathematical Library, vol. 24, North-Holland Publishing Co., Amsterdam, 1981. MR 637061 (84b:60080)
-
(1981)
Stochastic differential equations and diffusion processes, North-Holland Mathematical Library
, vol.24
-
-
Ikeda, N.1
Watanabe, S.2
-
6
-
-
0000069473
-
On limit processes for a class of additive functionals of recurrent diffusion processes
-
MR 543989 80i:60107
-
Y. Kasahara and S. Kotani, On limit processes for a class of additive functionals of recurrent diffusion processes, Z. Wahrsch. Verw. Gebiete 49 (1979), 133-153. MR 543989 (80i:60107)
-
(1979)
Z. Wahrsch. Verw. Gebiete
, vol.49
, pp. 133-153
-
-
Kasahara, Y.1
Kotani, S.2
-
7
-
-
24144489131
-
-
Y. Kasahara and S. Watanabe, Occupation time theorems for a class of one-dimensional diffusion processes, Period. Math. Hungar. 50 (2005), 175-188. MR 2162808 (2006h:60133)
-
Y. Kasahara and S. Watanabe, Occupation time theorems for a class of one-dimensional diffusion processes, Period. Math. Hungar. 50 (2005), 175-188. MR 2162808 (2006h:60133)
-
-
-
-
9
-
-
0000105945
-
Kreǐn's spectral theory of strings and generalized diffusion processes, Functional analysis in Markov processes
-
Katata/Kyoto, Springer, Berlin, MR 661628 83h:60081
-
S. Kotani and S. Watanabe, Kreǐn's spectral theory of strings and generalized diffusion processes, Functional analysis in Markov processes (Katata/Kyoto, 1981), Lecture Notes in Math., vol. 923, Springer, Berlin, 1982, pp. 235-259. MR 661628 (83h:60081)
-
(1981)
Lecture Notes in Math
, vol.923
, pp. 235-259
-
-
Kotani, S.1
Watanabe, S.2
-
10
-
-
0004263072
-
-
Springer-Verlag, Berlin, MR 0453936 56 #12189
-
E. Seneta, Regularly varying functions, Springer-Verlag, Berlin, 1976. MR 0453936 (56 #12189)
-
(1976)
Regularly varying functions
-
-
Seneta, E.1
-
11
-
-
34247276330
-
-
S. Watanabe, Generalized arc-sine laws for one-dimensional diffusion processes and random walks, Stochastic analysis (Ithaca, NY, 1993), Proc. Sympos. Pure Math., 57, Amer. Math. Soc., Providence, RI, 1995, pp. 157-172. MR 1335470 (96e:60132)
-
S. Watanabe, Generalized arc-sine laws for one-dimensional diffusion processes and random walks, Stochastic analysis (Ithaca, NY, 1993), Proc. Sympos. Pure Math., vol. 57, Amer. Math. Soc., Providence, RI, 1995, pp. 157-172. MR 1335470 (96e:60132)
-
-
-
-
12
-
-
0009139162
-
-
Springer, Tokyo, MR 1439540 98f:60160
-
T. Yamada, Principal values of Brownian local times and their related topics, Itô's stochastic calculus and probability theory, Springer, Tokyo, 1996, pp. 413-422. MR 1439540 (98f:60160)
-
(1996)
Principal values of Brownian local times and their related topics, Itô's stochastic calculus and probability theory
, pp. 413-422
-
-
Yamada, T.1
-
13
-
-
33846841894
-
Some aspects of Brownian motion
-
Zürich, Birkhäuser Verlag, Basel, MR 1442263 98e:60140
-
M. Yor, Some aspects of Brownian motion. Part II, Lectures in Mathematics ETH Zürich, Birkhäuser Verlag, Basel, 1997. MR 1442263 (98e:60140)
-
(1997)
Part II, Lectures in Mathematics ETH
-
-
Yor, M.1
|