@article{SPS_1997__31__266_0, author = {Rauscher, Bernhard}, title = {Some remarks on {Pitman's} theorem}, journal = {S\'eminaire de probabilit\'es de Strasbourg}, pages = {266--271}, publisher = {Springer - Lecture Notes in Mathematics}, volume = {31}, year = {1997}, mrnumber = {1478736}, zbl = {0884.60076}, language = {en}, url = {http://www.numdam.org/item/SPS_1997__31__266_0/} }
Rauscher, Bernhard. Some remarks on Pitman's theorem. Séminaire de probabilités de Strasbourg, Tome 31 (1997), pp. 266-271. http://www.numdam.org/item/SPS_1997__31__266_0/
[1] Sur la décomposition de la trajectoire d'un processus de Lévy spectralement positif en son infimum. Ann. Inst. Henri Poincaré, Probab. Stat. 27 4 (1991) 537-547. | Numdam | MR | Zbl
.[2] An extension of Pitman's theorem for spectrally positive Lévy processes. Ann. Probab. 20 3 (1992) 1464-1483. | MR | Zbl
.[3] Quelques proprietes du mouvement Brownien dans un cone. Stochastic Processes Appl. 53 2 (1994) 233-240. | MR | Zbl
.[4] Un théorème de J. W. Pitman. Séminaire de Probabilités XIII. Lect. Notes in Math. 721. Springer, Berlin Heidelberg New York (1979) 521-531. | Numdam | MR | Zbl
.[5] Semi-martingales et grossissement d'une filtration. Lect. Notes in Math. 833. Springer, Berlin Heidelberg New York (1980). | MR | Zbl
.[6] One-dimensional Brownian motion and the three-dimensional Bessel process. Adv. Appl. Prob. 7 (1975) 511-526. | MR | Zbl
.[7] Continuous Martingales and Brownian Motion. 2nd edition. Berlin: Springer, 1994. | MR | Zbl
and .[8] Characterizing all diffusions with the 2M - X property. Ann. Prob. 9 (1981) 561-572. | MR | Zbl
.[9] Markov functions. Ann. Prob. 9 (1981) 573-582. | MR | Zbl
and .[10] Mixing Markovian Laws; With an Application to Path Decompositions. Stochastics 9 (1983) 223-231. | MR | Zbl
.[11] Pitman type theorem for one-dimensional diffusion processes. Tokyo J. Math. 13 (2) (1990) 429-440. | MR | Zbl
and .[12] Local times and singularities of continuous local martingales. In: J. Azéma, P. A. Meyer and M. Yor (Eds.)Séminaire de Probabilités XIV. Lect. Notes in Math. 784. Springer, Berlin Heidelberg New York (1980) 76-101. | Numdam | MR | Zbl
.[13] Time reversal of random walks in one dimension. Tokyo J. Math. 12 (1989) 159-174. | MR | Zbl
.[14] Time reversal of random walks in Rd. Tokyo J. Math. 13 (1989) 375-389. | MR | Zbl
.[15] On the martingales obtained by an extension due to Saisho, Tanemura and Yor of Pitman's theorem. To appear in: Séminaire de Probabilités XXXI. Lect. Notes in Math. Springer, Berlin Heidelberg New York (1997). | Numdam | MR | Zbl
.[16] Path Decomposition and Continuity of Local Time for One-dimensional Diffusions, I. Proc. London Math. Soc. (3) 61 (1974) 738-768. | MR | Zbl
.[17] Some Aspects of Brownian Motion. Part II: Some recent martingale problems. To appear: Lectures in Mathematics, ETHZürich, Basel: Birkhäuser. | MR | Zbl
.