Variations sur une formule de Paul Lévy. (Variations on a formula of Paul Levý)
From MaRDI portal
Publication:1091683
zbMath0623.60099MaRDI QIDQ1091683
Publication date: 1987
Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)
Full work available at URL: http://www.numdam.org/item?id=AIHPB_1987__23_S2_359_0
Brownian motion (60J65) Generalizations of martingales (60G48) Stochastic integrals (60H05) Local time and additive functionals (60J55)
Related Items (7)
Dynkin's isomorphism theorem and the Ray-Knight theorems ⋮ Generalized Lévy stochastic areas and selfdecomposability. ⋮ On quadratic functionals of the Brownian sheet and related processes ⋮ Excursions of diffusion processes and continued fractions ⋮ Quadratic Wiener functionals and dynamics on Grassmannians ⋮ Infinite divisibility of solutions to some self-similar integro-differential equations and exponential functionals of Lévy processes ⋮ Enhanced Gaussian processes and applications
This page was built for publication: Variations sur une formule de Paul Lévy. (Variations on a formula of Paul Levý)
