@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}, pages = {539--552}, publisher = {Elsevier}, volume = {40}, number = {5}, year = {2004}, doi = {10.1016/j.anihpb.2003.11.005}, mrnumber = {2086013}, zbl = {1054.60085}, language = {en}, url = {http://www.numdam.org/articles/10.1016/j.anihpb.2003.11.005/} }
TY - JOUR AU - Dubédat, Julien TI - Reflected planar brownian motions, intertwining relations and crossing probabilities JO - Annales de l'I.H.P. Probabilités et statistiques PY - 2004 SP - 539 EP - 552 VL - 40 IS - 5 PB - Elsevier UR - http://www.numdam.org/articles/10.1016/j.anihpb.2003.11.005/ DO - 10.1016/j.anihpb.2003.11.005 LA - en ID - AIHPB_2004__40_5_539_0 ER -
%0 Journal Article %A Dubédat, Julien %T Reflected planar brownian motions, intertwining relations and crossing probabilities %J Annales de l'I.H.P. Probabilités et statistiques %D 2004 %P 539-552 %V 40 %N 5 %I Elsevier %U http://www.numdam.org/articles/10.1016/j.anihpb.2003.11.005/ %R 10.1016/j.anihpb.2003.11.005 %G en %F 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) no. 5, pp. 539-552. doi : 10.1016/j.anihpb.2003.11.005. http://www.numdam.org/articles/10.1016/j.anihpb.2003.11.005/
[1] Handbook of Mathematical Functions, 1965.
, (Eds.),[2] Complex Analysis, McGraw-Hill, 1979. | MR | Zbl
,[3] Higher Transcendental Functions, McGraw-Hill, 1953. | MR
,[4] Quelques propriétés du mouvement brownien dans un cône, Stochastic Process. Appl. 53 (2) (1994) 233-240. | MR | Zbl
,[5] 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 | Zbl
,[6] Critical percolation in finite geometries, J. Phys. A: Math. Gen. 25 (1992) 201-206. | MR | Zbl
,[7] Beta-gamma random variables and intertwining relations between certain Markov processes, Rev. Mat. Iberoamericana 14 (2) (1998) 311-367. | MR | Zbl
, , ,[8] Percolation Theory for Mathematicians, Birkhaüser, 1982. | MR | Zbl
,[9] Values of Brownian intersection exponents. I. Half-plane exponents, Acta Math. 187 (2) (2001) 237-273. | MR | Zbl
, , ,[10] Conformal restriction: the chordal case, J. Amer. Math. Soc. 16 (2003) 917-955. | MR | Zbl
, , ,[11] Mouvement brownien, cônes et processus stables, Probab. Theory Related Fields 76 (1987) 587-627. | MR | Zbl
,[12] 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. | EuDML | Numdam | MR | Zbl
,[13] Continuous Martingales and Brownian Motion, Springer, Berlin, 1991. | MR | Zbl
, ,[14] Markov functions, Ann. Probab. 9 (1981) 573-582. | MR | Zbl
, ,[15] Diffusions, Markov Processes, and Martingales. Volume One: Foundations, Wiley, 1993. | MR | Zbl
, ,[16] S. Smirnov, Critical percolation in the plane. I. Conformal Invariance and Cardy's formula II. Continuum scaling limit, 2001, in preparation. | MR | Zbl
[17] Brownian motion in a wedge with oblique reflection, Comm. Pure Appl. Math. 38 (1985) 405-443. | MR | Zbl
, ,[18] Brownian beads, Probab. Theory Related Fields 127 (3) (2003) 367-387. | MR | Zbl
,[19] A crossing probability for critical percolation in two dimensions, J. Phys. A: Math. Gen. 29 (1996) 363-368. | MR | Zbl
,[20] 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 | Zbl
,Cité par Sources :