@article{SPS_1998__32__237_0, author = {Doney, Ron A. and Warren, Jonathan and Yor, Marc}, title = {Perturbed Bessel processes}, journal = {S\'eminaire de probabilit\'es de Strasbourg}, volume = {32}, year = {1998}, pages = {237-249}, mrnumber = {1655297}, zbl = {0924.60039}, language = {en}, url = {http://dml.mathdoc.fr/item/SPS_1998__32__237_0} }
Doney, R.A.; Warren, Jonathan; Yor, Marc. Perturbed Bessel processes. Séminaire de probabilités de Strasbourg, Tome 32 (1998) pp. 237-249. http://gdmltest.u-ga.fr/item/SPS_1998__32__237_0/
[1] Excursions of a BESo(d) process (0 < d < 1). Prob. Th. and Rel. Fields, 84, 231-250, 1990. | Zbl 0665.60073
.[2] Comparaison entre temps d'atteinte et temps de séjour de certaines diffusions réelles. Sém. Prob.XIX, Lecture Notes in Mathematics, vol. 1123, Springer, Berlin Heidelberg New York, 291-296, 1985. | Numdam | MR 889490 | Zbl 0562.60085
.[3] Some extensions of the arc-sine law as (partial) consequences of the scaling property of Brownian motion. Prob. Th. and Rel. Fields, 100,1-29, 1994. | MR 1292188 | Zbl 0808.60066
, , and .[4] Sur les martingales locales continues indexées par ]0,∞[. Sém.Prob.XVII, LectureNotes in Mathematics, vol. 986 Springer. Berlin Heidelberg New York, 454-466, 1988. | Numdam | MR 770408 | Zbl 0524.60053
and .[5] Pathwise uniqueness for pereturbed versions of Brownian motion and reflected Brownian motion. Preprint, 1997.
and .[6] Some Brownian functionals and their laws. Ann. Prob., 25, 1011-1058,1997. | MR 1457611 | Zbl 0885.60072
and .[7] Some calculations for perturbed Brownian motion. In this volume. | Numdam | Zbl 0911.60067
.[8] Excursions of Brownian motion and Bessel processes. Zeit. für Wahr. 47, 83-106, 1979. | MR 521534 | Zbl 0399.60074
and .[9] Sur la mesure de Haussdorff de la courbe Brownienne. Sém.Prob.XIX, Lecture Notes in Mathematics, vol. 1123, Springer, Berlin Heidelberg New York, 297-313, 1985. | Numdam | MR 889491 | Zbl 0563.60071
.[10] Excursions browniennes et carrés de processus de Bessel. Comptes Rendus Acad. Sci. I, 303, 73-76, 1986. | MR 851079 | Zbl 0589.60070
and .[11] Enlacements du mouvement brownien autour des courbes de l'espace.Trans. Amer. Math. Soc. 317, 687-722, 1990. | MR 946219 | Zbl 0696.60072
and .[12] Some remarks on Pitman's theorem. Sém.Prob.XXXI, Lecture Notes in Mathematics, vol. 1655, Springer, Berlin Heidelberg New York, 29, 1997. | Numdam | MR 1478736 | Zbl 0884.60076
.[13] Pitman type theorems for one- dimensional diffusion. Tokyo J. Math., 2, 429-440, 1990. | MR 1088242 | Zbl 0722.60082
and .[14] On the martingales obtained by an extension due to Saisho, Tanemura and Yor of Pitman's theorem. Sém.Prob.XXXI, Lecture Notes in Mathematics, vol. 1655, Springer, Berlin Heidelberg New York, 29, 1997. | Numdam | MR 1478735 | Zbl 0884.60075
.[15] Continuous Martingales and Brownian Motion. Springer-Verlag, Berlin, 1991. | MR 1083357 | Zbl 0731.60002
and .[16] Some remarks on perturbed Brownian motion. Sém. Prob.XXIX, Lecture notes in Mathematics, vol. 1613, Springer, Berlin Heidelberg New York, 37-42, 1995. | Numdam | MR 1459447 | Zbl 0835.60072
.[17] Une explication du théoreme de Ciesielski-Taylor. Ann.Inst.Henri Poincaré, Prob. et Stat.,27, 201-213,1991. | Numdam | MR 1118934 | Zbl 0743.60080
.[18] Some aspects of Brownian motion, part I; some special functionals.Lectures in Mathematics, Birkhaüser, ETH Zürich, 1992. | MR 1193919 | Zbl 0779.60070
.[19] Some aspects of Brownian motion, part II; some recent martingale problems. Lectures in Mathematics, Birkhaüser, ETH Zürich, 1997. | MR 1442263 | Zbl 0880.60082
.