Browse by: Author name - Classification - Keywords - Nature

5 matches found
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)
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)
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