Comparaison entre temps d'atteinte et temps de sejour de certaines diffusions reelles
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Publisher
Springer Berlin Heidelberg
Link
http://link.springer.com/content/pdf/10.1007/BFb0075861
Reference4 articles.
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.
2. M.J. SHARPE: Some transformations of diffusions by time reversal. Ann. Proba. 8 (1980), p. 1157–1162.
3. R. GETOOR, M. SHARPE: Excursions of Brownian Motion and Bessel Processes. Z.W. 47 (1979), p. 83–106.
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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