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XLII: 14, 383-396, LNM 1978 (2009)

**ÉMERY, Michel**

Recognising whether a filtration is Brownian: a case study (Theory of Brownian motion)

Keywords: Brownian filtration

Nature: Original

XLIII: 03, 95-104, LNM 2006 (2011)

**ROSEN, Jay**

A stochastic calculus proof of the CLT for the $L^{2}$ modulus of continuity of local time (Theory of Brownian motion)

Keywords: Central Limit Theorem, Moduli of continuity, Local times, Brownian motion

Nature: Original

XLIII: 10, 241-268, LNM 2006 (2011)

**BÉRARD BERGERY, Blandine**; **VALLOIS, Pierre**

Convergence at first and second order of some approximations of stochastic integrals (Theory of Brownian motion, Theory of stochastic integrals)

Keywords: Stochastic integration by regularization, Quadratic variation, First and second order convergence, Stochastic Fubini's theorem

Nature: Original

XLIII: 19, 437-439, LNM 2006 (2011)

**BAKER, David**; **YOR, Marc**

On martingales with given marginals and the scaling property (Martingale theory, Theory of Brownian motion)

Nature: Original

XLVI: 14, 359-375, LNM 2123 (2014)

**ROSENBAUM, Mathieu**; **YOR, Marc**

On the law of a triplet associated with the pseudo-Brownian bridge (Theory of Brownian motion)

This article gives a remarkable identity in law which relates the Brownian motion, its local time, and the the inverse of its local time

Keywords: Brownian motion, pseudo-Brownian bridge, Bessel process, local time, hitting times, scaling, uniform sampling, Mellin transform

Nature: Original

Recognising whether a filtration is Brownian: a case study (Theory of Brownian motion)

Keywords: Brownian filtration

Nature: Original

XLIII: 03, 95-104, LNM 2006 (2011)

A stochastic calculus proof of the CLT for the $L^{2}$ modulus of continuity of local time (Theory of Brownian motion)

Keywords: Central Limit Theorem, Moduli of continuity, Local times, Brownian motion

Nature: Original

XLIII: 10, 241-268, LNM 2006 (2011)

Convergence at first and second order of some approximations of stochastic integrals (Theory of Brownian motion, Theory of stochastic integrals)

Keywords: Stochastic integration by regularization, Quadratic variation, First and second order convergence, Stochastic Fubini's theorem

Nature: Original

XLIII: 19, 437-439, LNM 2006 (2011)

On martingales with given marginals and the scaling property (Martingale theory, Theory of Brownian motion)

Nature: Original

XLVI: 14, 359-375, LNM 2123 (2014)

On the law of a triplet associated with the pseudo-Brownian bridge (Theory of Brownian motion)

This article gives a remarkable identity in law which relates the Brownian motion, its local time, and the the inverse of its local time

Keywords: Brownian motion, pseudo-Brownian bridge, Bessel process, local time, hitting times, scaling, uniform sampling, Mellin transform

Nature: Original