First order calculus and last entrance times
Rajeev, Bhaskaran
Séminaire de probabilités de Strasbourg, Tome 30 (1996), p. 261-287 / Harvested from Numdam
Access to full text
Full (PDF)
Full (DJVU)
Publié le : 1996-01-01
@article{SPS_1996__30__261_0,
     author = {Rajeev, Bhaskaran},
     title = {First order calculus and last entrance times},
     journal = {S\'eminaire de probabilit\'es de Strasbourg},
     volume = {30},
     year = {1996},
     pages = {261-287},
     mrnumber = {1459489},
     zbl = {0870.60050},
     language = {fr},
     url = {http://dml.mathdoc.fr/item/SPS_1996__30__261_0}
}

Rajeev, Bhaskaran. First order calculus and last entrance times. Séminaire de probabilités de Strasbourg, Tome 30 (1996) pp. 261-287. http://gdmltest.u-ga.fr/item/SPS_1996__30__261_0/

[1] J. Azema and M. Yor, En guise d'introduction, Asterisque 52-53, 1978. | MR 509476

[2] Chou Ching Sung, Demonstration Simple D'un resultat Sur le Temps Local, Sem. de Prob XIII, 1979, LN 721, Springer Verlag. | Numdam | MR 544813 | Zbl 0409.60044

[3] C. Delacherie and P.A. Meyer, Probabilities and Potential B North Holland, 1982. | MR 745449 | Zbl 0494.60002

[4] N. El. Karoui, Temps Locaux et balayage des semi-martingales, Sem. de Prob. XIII, Lecture notes in Mathematics 721, Springer Verlag, page 443. | Numdam | MR 544814 | Zbl 0411.60077

[5] N. El. Karoui, Sur le montees des semi-martingales, Asterisque 52-53, 1978.

[6] P.A. Meyer, C. Stricter and M. Yor, Sur une formule de la theorie des balayage, Sem. de Prob. XIII, Lecture notes in Mathematics 721, Springer Verlag, p.478. | Numdam | MR 544817 | Zbl 0415.60031

[7] P.A. Meyer, Construction de quasi-martingale s annulant sur un ensemble donne, Sem. de Prob. XIII, Lecture notes in Mathematics 721, Springer Verlag, p.488. | Numdam | MR 544818 | Zbl 0409.60041

[8] B. Rajeev, Crossings of Brownian motion : A semi-martingale approach, Sankhya Series A, Vol.51, 1989. | MR 1175605 | Zbl 0721.60090

[9] B. Rajeev, Semi-martingales associated with crossings, Sem. de Prob. XXIV, Lecture notes in Maths. 1426, 1989. | Numdam | MR 1071535 | Zbl 0719.60051

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

[11] C. Stricker, Semi-martingales et valeur absolue, Sem. de Prob. XIII, Lecture notes in Maths. 721, Springer Verlag, p.472. | Numdam | MR 544816

[12] M. Yor, Sur le balayage des semi-martingales continues, Sem. de Prob. XIII, Lecture notes in Maths. 721, Springer Verlag, p.453. | Numdam | MR 544815 | Zbl 0409.60042