Perturbed bessel processes
R. A. Doney,Jonathan Warren,Marc Yor +2 more
- 01 Jan 1998
- Vol. 32, pp 237-249
TL;DR: In this article, the conditions générales d'utilisation (http://www.numdam.org/legal.php) of the agreement with the séminaire de probabilités (Strasbourg) are discussed.
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Abstract: © Springer-Verlag, Berlin Heidelberg New York, 1998, tous droits réservés. L’accès aux archives du séminaire de probabilités (Strasbourg) (http://portail. mathdoc.fr/SemProba/) implique l’accord avec les conditions générales d’utilisation (http://www.numdam.org/legal.php). Toute utilisation commerciale ou impression systématique est constitutive d’une infraction pénale. Toute copie ou impression de ce fichier doit contenir la présente mention de copyright.
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Citations
Some Brownian functionals and their laws
C. Donati-Martin,Marc Yor +1 more
TL;DR: In this paper, the authors developed some topics about Brownian motion with a particular emphasis on the study of principal values of Brownian local times and showed some links between principal values and Doob's $h$-transforms of brownian motion, for nonpositive harmonic functions.
Some calculations for perturbed Brownian motion
R A Doney
- 01 Jan 1998
Abstract: © Springer-Verlag, Berlin Heidelberg New York, 1998, tous droits réservés. L’accès aux archives du séminaire de probabilités (Strasbourg) (http://portail. mathdoc.fr/SemProba/) implique l’accord avec les conditions générales d’utilisation (http://www.numdam.org/legal.php). Toute utilisation commerciale ou impression systématique est constitutive d’une infraction pénale. Toute copie ou impression de ce fichier doit contenir la présente mention de copyright.
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Coalescence of skew Brownian motions
TL;DR: In this article, it was shown that two skew Brownian motions with the same skewness parameter (different from 0) and driven by the same Brownian motion coalesce a.s.
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On one-dimensional stochastic differential equations involving the maximum process
TL;DR: In this paper, the existence and pathwise uniqueness results for four different types of stochastic differential equations (SDEs) perturbed by the past maximum process and/or the local time at zero were proved.
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References
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Continuous martingales and Brownian motion
Daniel Revuz,Marc Yor +1 more
- 01 Jan 1990
TL;DR: In this article, the authors present a comprehensive survey of the literature on limit theorems in distribution in function spaces, including Girsanov's Theorem, Bessel Processes, and Ray-Knight Theorem.
8.4K
Excursions browniennes et carrés de processus de Bessel
J. F. Le Gall,Marc Yor,Paul André Meyer +2 more
- 01 Jan 1986
TL;DR: On considere le processus obtenu en ajoutant a un mouvement brownien reflechi un multiple de son temps local en 0.
49
Enlacements du mouvement brownien autour des courbes de l’espace
Jean-François Le Gall,Marc Yor +1 more
TL;DR: In this paper, the authors proved limit theorems for the winding numbers of a three-dimensional Brownian motion around certain curves in space, in particular the joint asymptotic distribution of the winding number around two curves.
Some Brownian functionals and their laws
C. Donati-Martin,Marc Yor +1 more
TL;DR: In this paper, the authors developed some topics about Brownian motion with a particular emphasis on the study of principal values of Brownian local times and showed some links between principal values and Doob's $h$-transforms of brownian motion, for nonpositive harmonic functions.