Reflected planar brownian motions, intertwining relations and crossing probabilities
Dubédat, Julien
Annales de l'I.H.P. Probabilités et statistiques, Tome 40 (2004), p. 539-552 / Harvested from Numdam
@article{AIHPB_2004__40_5_539_0,
     author = {Dub\'edat, Julien},
     title = {Reflected planar brownian motions, intertwining relations and crossing probabilities},
     journal = {Annales de l'I.H.P. Probabilit\'es et statistiques},
     volume = {40},
     year = {2004},
     pages = {539-552},
     doi = {10.1016/j.anihpb.2003.11.005},
     mrnumber = {2086013},
     zbl = {1054.60085},
     language = {en},
     url = {http://dml.mathdoc.fr/item/AIHPB_2004__40_5_539_0}
}
Dubédat, Julien. Reflected planar brownian motions, intertwining relations and crossing probabilities. Annales de l'I.H.P. Probabilités et statistiques, Tome 40 (2004) pp. 539-552. doi : 10.1016/j.anihpb.2003.11.005. http://gdmltest.u-ga.fr/item/AIHPB_2004__40_5_539_0/

[1] Abramowitz M., Stegun I. (Eds.), Handbook of Mathematical Functions, 1965.

[2] L. Ahlfors, Complex Analysis, McGraw-Hill, 1979. | MR 510197 | Zbl 0154.31904

[3] H. Bateman, Higher Transcendental Functions, McGraw-Hill, 1953. | MR 58756

[4] P. Biane, Quelques propriétés du mouvement brownien dans un cône, Stochastic Process. Appl. 53 (2) (1994) 233-240. | MR 1302912 | Zbl 0812.60067

[5] P. Biane, Intertwining of Markov semi-groups, some examples, in: Séminaire de Probabilités, XXIX, Lecture Notes in Math., vol. 1613, Springer, Berlin, 1995, pp. 30-36. | Numdam | MR 1459446 | Zbl 0831.47032

[6] J.L. Cardy, Critical percolation in finite geometries, J. Phys. A: Math. Gen. 25 (1992) 201-206. | MR 1151081 | Zbl 0965.82501

[7] P. Carmona, F. Petit, M. Yor, Beta-gamma random variables and intertwining relations between certain Markov processes, Rev. Mat. Iberoamericana 14 (2) (1998) 311-367. | MR 1654531 | Zbl 0919.60074

[8] H. Kesten, Percolation Theory for Mathematicians, Birkhaüser, 1982. | MR 692943 | Zbl 0522.60097

[9] G. Lawler, O. Schramm, W. Werner, Values of Brownian intersection exponents. I. Half-plane exponents, Acta Math. 187 (2) (2001) 237-273. | MR 1879850 | Zbl 1005.60097

[10] G. Lawler, O. Schramm, W. Werner, Conformal restriction: the chordal case, J. Amer. Math. Soc. 16 (2003) 917-955. | MR 1992830 | Zbl 1030.60096

[11] J.F. Le Gall, Mouvement brownien, cônes et processus stables, Probab. Theory Related Fields 76 (1987) 587-627. | MR 917681 | Zbl 0611.60076

[12] J.F. Le Gall, Une approche élémentaire des théorèmes de décomposition de Williams, in: Séminaire de Probabilités, XX, 1984/1985, Lecture Notes in Math., vol. 1204, Springer, Berlin, 1986, pp. 447-464. | Numdam | MR 942038 | Zbl 0604.60081

[13] D. Revuz, M. Yor, Continuous Martingales and Brownian Motion, Springer, Berlin, 1991. | MR 1083357 | Zbl 0731.60002

[14] L.C.G. Rogers, J. Pitman, Markov functions, Ann. Probab. 9 (1981) 573-582. | MR 624684 | Zbl 0466.60070

[15] L.C.G. Rogers, D. Williams, Diffusions, Markov Processes, and Martingales. Volume One: Foundations, Wiley, 1993. | MR 1331599 | Zbl 0826.60002

[16] S. Smirnov, Critical percolation in the plane. I. Conformal Invariance and Cardy's formula II. Continuum scaling limit, 2001, in preparation. | MR 1851632 | Zbl 0985.60090

[17] S.R.S. Varadhan, R.J. Williams, Brownian motion in a wedge with oblique reflection, Comm. Pure Appl. Math. 38 (1985) 405-443. | MR 792398 | Zbl 0579.60082

[18] B. Virág, Brownian beads, Probab. Theory Related Fields 127 (3) (2003) 367-387. | MR 2018921 | Zbl 1035.60085

[19] G.M.T. Watts, A crossing probability for critical percolation in two dimensions, J. Phys. A: Math. Gen. 29 (1996) 363-368. | MR 1406907 | Zbl 0904.60078

[20] W. Werner, Critical exponents, conformal invariance and planar Brownian motion, in: Proceedings of the 3rd Europ. Congress Math., Prog. Math., vol. 202, Birkhäuser, 2001, pp. 87-103. | MR 1905353 | Zbl 1037.60086