XLII: 14, 383-396, LNM 1978 (2009)
ÉMERY, Michel
Recognising whether a filtration is Brownian: a case study (
Theory of Brownian motion)
Keywords: Brownian filtrationNature: 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 motionNature: 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 theoremNature: 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 transformNature: Original
