Skip to main content

Etude d'une martingale remarquable

  • Conference paper
  • First Online:
Séminaire de Probabilités XXIII

Part of the book series: Lecture Notes in Mathematics ((SEMPROBAB,volume 1372))

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Subscribe and save

Springer+ Basic
$34.99 /Month
  • Get 10 units per month
  • Download Article/Chapter or eBook
  • 1 Unit = 1 Article or 1 Chapter
  • Cancel anytime
Subscribe now

Buy Now

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 49.99
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 65.00
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

References

  1. J. Azéma: Sur les fermés aléatoires. Sém. Probas XIX. Lect. Notes in Maths. 1123. Springer (1985).

    Google Scholar 

  2. Ph. Biane, M. Yor: Quelques précisions sur le méandre brownien. Bull. Sciences Maths, 2ème série, 112, p. 101–109 (1988).

    MathSciNet  MATH  Google Scholar 

  3. Ph. Biane, M. Yor: Valeurs principales associées aux temps locaux browniens. Bull. Sciences Maths., 2ème série, 111, p. 23–101 (1987).

    MathSciNet  MATH  Google Scholar 

  4. N. Bouleau, M. Yor: Sur la variation quadratique des temps locaux de certaines semi-martingales. C.R. Acad. Sci. Paris, t. 292 (2 Mars 1981), p. 491–494.

    MathSciNet  MATH  Google Scholar 

  5. K.L. Chung: Excursions in Brownian motion. Ark. för Math., vol. 14, p. 155–177 (1976).

    Article  MathSciNet  MATH  Google Scholar 

  6. M. Emery: On Azéma's martingales. Dans ce volume.

    Google Scholar 

  7. J.P. Imhof: Density factorizations for Brownian motion, meander and the three-dimensional Bessel process, and applications. J. App. Proba. t. 21, p. 500–510 (1984).

    Article  MathSciNet  MATH  Google Scholar 

  8. Th. Jeulin: Application de la théorie du grossissement à l'étude des temps locaux browniens. In: "Grossissements de filtrations: exemples et applications" Lect. Notes in Maths. 1118. Springer (1985).

    Google Scholar 

  9. N.N. Lebedev: Special functions and their applications. Dover Publications, Inc., New-York (1972).

    MATH  Google Scholar 

  10. P.A. Meyer: A new example of chaotic representation. A paraître dans les Proceedings du: IXth International Congress on Mathematical Physics, Swansea (July 1988).

    Google Scholar 

  11. S.A. Molchanov, E. Ostrovski: Symmetric stable processes as traces of degenerate diffusion processes. Theory of Prob. and its Appl. vol. XIV, no 1, p. 128–131 (1969).

    Article  MATH  Google Scholar 

  12. E. Perkins: Local time is a semi-martingale. Zeitschrift für Wahr., 60, p. 79–118 (1982).

    MathSciNet  MATH  Google Scholar 

  13. J.W. Pitman: Stationary excursions. Sém. Probas. XXI. Lect. Notes in Maths. 1247. Springer (1987).

    Google Scholar 

  14. J.W. Pitman, M. Yor: A decomposition of Bessel bridges. Zeitschrift für Wahr, 59, p. 425–457 (1982).

    Article  MathSciNet  MATH  Google Scholar 

  15. J. Ruiz de Chavez: Le théorème de Paul Lévy pour des mesures signées. Sém. Probas XVIII. Lect. Notes in Maths 1059, p. 245–255. Springer (1984).

    Google Scholar 

  16. F. Spitzer: Some theorems on two-dimensional Brownian motion. Trans. Amer. Math. Soc. vol. 87, p. 187–197 (1958).

    MathSciNet  MATH  Google Scholar 

  17. C. Stricker, M. Yor: Calcul stochastique dépendant d'un paramètre. Zeitschrift für Wahr., 45, p. 109–133 (1978).

    Article  MathSciNet  MATH  Google Scholar 

  18. T. Yamada: On some representations concerning stochastic integrals. Prob. Math. Stat, vol. 4, fasc. 2, p. 153–166 (1984).

    MathSciNet  MATH  Google Scholar 

  19. M. Yor: Sur la transformée de Hilbert des temps locaux browniens et une extension de la formule d'Itô. Sém. Probas. XVI, Lect. Notes in Maths. 920, p. 238–247, Springer (1982).

    Google Scholar 

  20. M. Yor: Intertwinings of Bessel processes. Technical Report. University of California, Berkeley (1988).

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Editor information

Jacques Azéma Marc Yor Paul André Meyer

Rights and permissions

Reprints and permissions

Copyright information

© 1989 Springer-Verlag

About this paper

Cite this paper

Azéma, J., Yor, M. (1989). Etude d'une martingale remarquable. In: Azéma, J., Yor, M., Meyer, P.A. (eds) Séminaire de Probabilités XXIII. Lecture Notes in Mathematics, vol 1372. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0083962

Download citation

  • DOI: https://doi.org/10.1007/BFb0083962

  • Published:

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-51191-5

  • Online ISBN: 978-3-540-46176-0

  • eBook Packages: Springer Book Archive

Publish with us

Policies and ethics