@article{SPS_1998__32__237_0, author = {Doney, R.A. and Warren, Jonathan and Yor, Marc}, title = {Perturbed {Bessel} processes}, journal = {S\'eminaire de probabilit\'es de Strasbourg}, pages = {237--249}, publisher = {Springer - Lecture Notes in Mathematics}, volume = {32}, year = {1998}, mrnumber = {1655297}, zbl = {0924.60039}, language = {en}, url = {http://www.numdam.org/item/SPS_1998__32__237_0/} }
TY - JOUR AU - Doney, R.A. AU - Warren, Jonathan AU - Yor, Marc TI - Perturbed Bessel processes JO - Séminaire de probabilités de Strasbourg PY - 1998 SP - 237 EP - 249 VL - 32 PB - Springer - Lecture Notes in Mathematics UR - http://www.numdam.org/item/SPS_1998__32__237_0/ LA - en ID - SPS_1998__32__237_0 ER -
Doney, R.A.; Warren, Jonathan; Yor, Marc. Perturbed Bessel processes. Séminaire de probabilités de Strasbourg, Tome 32 (1998), pp. 237-249. http://www.numdam.org/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
.[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 | Zbl
.[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 | Zbl
, , 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 | Zbl
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 | Zbl
and .[7] Some calculations for perturbed Brownian motion. In this volume. | Numdam | Zbl
.[8] Excursions of Brownian motion and Bessel processes. Zeit. für Wahr. 47, 83-106, 1979. | MR | Zbl
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 | Zbl
.[10] Excursions browniennes et carrés de processus de Bessel. Comptes Rendus Acad. Sci. I, 303, 73-76, 1986. | MR | Zbl
and .[11] Enlacements du mouvement brownien autour des courbes de l'espace.Trans. Amer. Math. Soc. 317, 687-722, 1990. | MR | Zbl
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 | Zbl
.[13] Pitman type theorems for one- dimensional diffusion. Tokyo J. Math., 2, 429-440, 1990. | MR | Zbl
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 | Zbl
.[15] Continuous Martingales and Brownian Motion. Springer-Verlag, Berlin, 1991. | MR | Zbl
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 | Zbl
.[17] Une explication du théoreme de Ciesielski-Taylor. Ann.Inst.Henri Poincaré, Prob. et Stat.,27, 201-213,1991. | Numdam | MR | Zbl
.[18] Some aspects of Brownian motion, part I; some special functionals.Lectures in Mathematics, Birkhaüser, ETH Zürich, 1992. | MR | Zbl
.[19] Some aspects of Brownian motion, part II; some recent martingale problems. Lectures in Mathematics, Birkhaüser, ETH Zürich, 1997. | MR | Zbl
.