Stochastic analysis and local times for (N,d)-Wiener process
Imkeller, Peter
Annales de l'I.H.P. Probabilités et statistiques, Tome 20 (1984), p. 75-101 / Harvested from Numdam
Access to full text
Full (PDF)
Full (DJVU)
Publié le : 1984-01-01
@article{AIHPB_1984__20_1_75_0,
     author = {Imkeller, Peter},
     title = {Stochastic analysis and local times for $(N, d)$-Wiener process},
     journal = {Annales de l'I.H.P. Probabilit\'es et statistiques},
     volume = {20},
     year = {1984},
     pages = {75-101},
     mrnumber = {740251},
     zbl = {0531.60057},
     language = {en},
     url = {http://dml.mathdoc.fr/item/AIHPB_1984__20_1_75_0}
}

Imkeller, Peter. Stochastic analysis and local times for $(N, d)$-Wiener process. Annales de l'I.H.P. Probabilités et statistiques, Tome 20 (1984) pp. 75-101. http://gdmltest.u-ga.fr/item/AIHPB_1984__20_1_75_0/

[1] R.J. Adler, A Hölder condition for the local time of the Brownian sheet, Indiana Univ. Math. J., t. 29, 1980, p. 793-798. | MR 589443 | Zbl 0414.60076

[2] J. Azema, M. Yor, Temps locaux, Astérisque, t. 52-53, Société Math. de France, Paris, 1978. | MR 509476

[3] S.M. Berman, Gaussian processes with stationary increments: Local times and sample function properties, Ann. Math. Stat., t. 41, 1970, p. 1260-1272. | MR 272035 | Zbl 0204.50501

[4] P. Bernard, Quelques propriétés des trajectoires des fonctions aléatoires stables sur Rk, Ann. Inst. Henri Poincaré, t. 6 (2), 1970, p. 131-151. | Numdam | MR 266291 | Zbl 0196.18601

[5] K. Bichteler, Stochastic integration and Lp-theory of semimartingales. Ann. Prob., t. 9, 1981, p. 49-89. | MR 606798 | Zbl 0458.60057

[6] R. Cairoli, J. Walsh, Stochastic integrals in the plane, Acta Mathematica, t. 134, 1975, p. 111-183. | MR 420845 | Zbl 0334.60026

[7] R. Cairoli, J. Walsh, Regions d'arrêt, localisations et prolongements de martingales, Z. W., t. 44, 1978, p. 279-306. | MR 509203 | Zbl 0369.60043

[8] W. Ehm, Sample function properties of multi-parameter stable processes, Z. W., t. 56, 1981, p. 195-228. | MR 618272 | Zbl 0471.60046

[9] D. Geman, J. Horowitz, Occupation densities, Ann. Prob., t. 8, 1980, p. 1-67. | MR 556414 | Zbl 0499.60081

[10] P. Imkeller, Ito's formula for continuous (N, d)-processes (to appear in Z. W.). | Zbl 0557.60040

[11] P. Imkeller, Local times for a class of multi-parameter processes (to appear in Stochastics). | MR 747782 | Zbl 0538.60051

[12] E. Merzbach, Processus stochastiques à indices partiellement ordonnés, Rapp. interne, t. 55, École Polytechnique, 1979.

[13] C. Metraux, Quelques inégalités pour martingales à paramètre bidimensionnel. Sém. de Prob. XII, Univ. de Strasbourg, Lecture Notes in Mathematics, t. 649, p. 170-179, Springer, Berlin, 1978. | Numdam | MR 520006 | Zbl 0381.60042

[14] P.A. Meyer, Un cours sur les intégrales stochastiques. Sém. de Prob. X, Univ. de Strasbourg, Lecture Notes in Mathematics, t. 511, Springer, Berlin, 1976. | Numdam | MR 501332 | Zbl 0374.60070

[15] S.R. Paranjape, C. Park, Laws of the iterated logarithm of multiparameter Wiener processes, J. Multiv. Anal., t. 3, 1973, p. 132-136. | MR 326852 | Zbl 0278.60053

[16] L. Schwartz, Théorie des distributions, Hermann, Paris, 1966. | MR 209834 | Zbl 0149.09501

[17] L.T. Tran, On a problem posed by Orey and Pruitt related to the range of the N-parameter Wiener process in Rd, Z. W., t. 37, 1976, p. 27-33. | MR 443063 | Zbl 0328.60043

[18] S. Ustunel, Stochastic integration on nuclear spaces and its applications, Ann. Inst. Henri Poincaré, t. 18, 1982, p. 165-200. | Numdam | MR 662449 | Zbl 0506.60050

[19] J. Walsh, The local time of the Brownian sheet, Astérisque, t. 52-53, 1978, p. 47-61.

[20] E. Wong, M. Zakai, Differentiation formulas for stochastic integrals in the plane, Stoch. Proc. Appl., t. 6, 1978, p. 339-349. | MR 651571 | Zbl 0372.60078