Étude asymptotique de certains mouvements browniens complexes avec drift-Reference-Cited by-同舟云学术

Étude asymptotique de certains mouvements browniens complexes avec drift

Published:1986-01 Issue:2 Volume:71 Page:183-229
ISSN:0178-8051
Container-title:Probability Theory and Related Fields
language:fr
Short-container-title:Probab. Th. Rel. Fields

Author:

Le Gall J. F.,Yor M.

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,Statistics and Probability,Analysis

Link

https://link.springer.com/content/pdf/10.1007/BF00332310.pdf

Reference30 articles.

1. Azema, J., Duflo, M., Revuz, D.: Mesure invariante des processus de Markov récurrents. Séminaire de Probabilités III. Lect. Notes Math. 88, p. 24–33. Berlin-Heidelberg-New York: Springer 1969

2. Burkholder, D.: Distribution function inequalities for martingales. Ann. Probab. 1, 19–42 (1973)

3. Dambis, K.: On the decomposition of continuous submartingales. Teor. Verojatn. Primen. 10, 438–448 (1965)

4. Dubins, L.E., Schwartz, G.: On continuous martingales. Proc. Natl. Acad. Sci. USA 53, 913–916 (1965)

5. Durrett, R.: A new proof of Spitzer's result on the winding of two dimensional Brownian motion. Ann. Probab. 10, 244–246 (1982)

Cited by 32 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Winding of a Brownian particle around a point vortex;Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences;2019-09-30

2. Obliquely reflected Brownian motion in nonsmooth planar domains;The Annals of Probability;2017-09-01

3. On the windings of complex-valued Ornstein–Uhlenbeck processes driven by a Brownian motion and by a stable process;Stochastics;2015-04-10

4. Windings of Planar Stable Processes;Lecture Notes in Mathematics;2013

5. A Particle Migrating Randomly on a Sphere;Selected Works of David Brillinger;2011-11-09