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Comparaison entre temps d'atteinte et temps de sejour de certaines diffusions reelles

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Séminaire de Probabilités XIX 1983/84

Part of the book series: Lecture Notes in Mathematics ((SEMPROBAB,volume 1123))

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References

  1. Z. CIESIELSKI, S. TAYLOR: First passage time and sojourn density for Brownian Motion in Space and the exact Hausdorff Measure of the sample path. T.A.M.S 103 (1962), p. 434–450.

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  2. M.J. SHARPE: Some transformations of diffusions by time reversal. Ann. Proba. 8 (1980), p. 1157–1162.

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  3. R. GETOOR, M. SHARPE: Excursions of Brownian Motion and Bessel Processes. Z.W. 47 (1979), p. 83–106.

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  4. D. WILLIAMS: Path decompositions and continuity of local times for one dimensional diffusions. Proc. London Math. Soc. 3, 28, p. 738–768, 1974.

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Authors and Affiliations

  1. E.N.S. Ulm, 45, rue d'Ulm, 75230, Paris Cedex 05

    Ph. Biane

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  1. Ph. Biane
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Jacques Azéma Marc Yor

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© 1985 Springer-Verlag

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Biane, P. (1985). Comparaison entre temps d'atteinte et temps de sejour de certaines diffusions reelles. In: Azéma, J., Yor, M. (eds) Séminaire de Probabilités XIX 1983/84. Lecture Notes in Mathematics, vol 1123. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0075861

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  • DOI: https://doi.org/10.1007/BFb0075861

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-15230-9

  • Online ISBN: 978-3-540-39397-9

  • eBook Packages: Springer Book Archive

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