Author | Yor, Marc. author |
---|---|
Title | Some Aspects of Brownian Motion [electronic resource] : Part II: Some Recent Martingale Problems / by Marc Yor |
Imprint | Basel : Birkhรคuser Basel : Imprint: Birkhรคuser, 1997 |
Connect to | http://dx.doi.org/10.1007/978-3-0348-8954-4 |
Descript | XII, 148 p. 4 illus. online resource |
10 On principal values of Brownian and Bessel local times -- 10.1 Yamadaโs formulae -- 10.2 A construction of stable processes -- 10.3 Distributions of principal values of Brownian local times, taken at an independent exponential time -- 10.4 Bertoinโs excursion theory for BES( d), 0 < d enjoys the chaos representation property -- 15.3 Some partial results about Azรฉmaโs second martingale -- 15.4 On Emeryโs martingales -- Comments on Chapter 15 -- 16 The filtration of truncated Brownian motion -- 16.1 The structure of $$ \left( {\mathcal{F}_t̂ - = \varepsilon _t̂0;t \geqslant 0} \right)$$ martingales -- 16.2 Some Markov Processes with respect to (? ?a; a ? 0) -- 16.3 Some results on $$ \left( {\varepsilon _\infty â;a \in \mathbb{R}} \right)$$ martingales -- Comments on Chapter 16 -- 17 The Brownian filtration, Tsirelโsonโs examples, and Walshโs Brownian motions -- 17.1 On probability measures locally equivalent to Wiener measure -- 17.2 Walshโs Brownian motions and spider-martingales -- 17.3 Some examples of loss of information for Brownian motion -- Comments on Chapter 17 -- Epilogue to Chapter 17 -- 18 Complements relative to Part I (Chapters 1 to 9) -- 18.0 Some misprints -- 18.1 On Chapter 1 -- 18.2 On Chapter 2 -- 18.3 On Chapter 3 -- 18.4 On Chapter 6 -- 18.5 On Chapters 8 and 9 -- 18.6 Brownian motion and hyperbolic functions