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X: 06, 78-85, LNM 511 (1976)

**MANDREKAR, Vidyadhar**

Germ-field Markov property for multiparameter processes (Miscellanea)

The paper studies the relations between several Markov properties of a process indexed by an open set of $**R**^n$

Comment: To be completed

Keywords: Several parameter Brownian motions, Several parameter processes

Nature: Original

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XVII: 09, 89-105, LNM 986 (1983)

**YOR, Marc**

Le drap brownien comme limite en loi des temps locaux linéaires (Brownian motion, Local time, Brownian sheet)

A central limit theorem is obtained for the increments $L^x_t-L^0_t$ of Brownian local times. The limiting process is expressed in terms of a Brownian sheet, independent of the initial Brownian motion

Comment: This type of result is closely related to the Ray-Knight theorems, which describe the law of Brownian local times considered at certain random times. This has been extended first by Rosen in 2533, where Brownian motion is replaced with a symmetric stable process, then by Eisenbaum 2926

Keywords: Brownian motion, Several parameter processes

Nature: Original

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XXVI: 24, 322-347, LNM 1526 (1992)

**JEULIN, Thierry**; **YOR, Marc**

Une décomposition non-canonique du drap brownien (Brownian sheet, Gaussian processes)

In 2415, the authors have introduced a transform of Brownian motion. Here, a similar transform is defined on the Brownian sheet; this transform is shown to be strongly mixing

Comment: This work was motivated by Föllmer's article on Martin boundaries on Wiener space (in*Diffusion processes and related problems in analysis*, vol.~I, Birkhäuser 1990)

Keywords: Brownian motion, Several parameter processes

Nature: Original

Retrieve article from Numdam

Germ-field Markov property for multiparameter processes (Miscellanea)

The paper studies the relations between several Markov properties of a process indexed by an open set of $

Comment: To be completed

Keywords: Several parameter Brownian motions, Several parameter processes

Nature: Original

Retrieve article from Numdam

XVII: 09, 89-105, LNM 986 (1983)

Le drap brownien comme limite en loi des temps locaux linéaires (Brownian motion, Local time, Brownian sheet)

A central limit theorem is obtained for the increments $L^x_t-L^0_t$ of Brownian local times. The limiting process is expressed in terms of a Brownian sheet, independent of the initial Brownian motion

Comment: This type of result is closely related to the Ray-Knight theorems, which describe the law of Brownian local times considered at certain random times. This has been extended first by Rosen in 2533, where Brownian motion is replaced with a symmetric stable process, then by Eisenbaum 2926

Keywords: Brownian motion, Several parameter processes

Nature: Original

Retrieve article from Numdam

XXVI: 24, 322-347, LNM 1526 (1992)

Une décomposition non-canonique du drap brownien (Brownian sheet, Gaussian processes)

In 2415, the authors have introduced a transform of Brownian motion. Here, a similar transform is defined on the Brownian sheet; this transform is shown to be strongly mixing

Comment: This work was motivated by Föllmer's article on Martin boundaries on Wiener space (in

Keywords: Brownian motion, Several parameter processes

Nature: Original

Retrieve article from Numdam