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Valeurs principales associées aux temps locaux browniens
Ph. Biane,Marc Yor,P. Malliavin +2 more
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In this article, the valeur principale de Cauchy des temps locaux du mouvement brownien lineaire is examined, and a loi for diverses valeurs du temps is presented.Abstract:
On etudie la valeur principale de Cauchy des temps locaux du mouvement brownien lineaire. En particulier, on donne sa loi pour diverses valeurs du temps; les calculs utilisent la theorie des excursions du mouvement brownien et menent a des resultats simples, relies a une formule de P. Levyread more
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