@article{AIHPB_2000__36_2_219_0, author = {Chaumont, L. and Doney, R. A. and Hu, Y.}, title = {Upper and lower limits of doubly perturbed brownian motion}, journal = {Annales de l'I.H.P. Probabilit\'es et statistiques}, pages = {219--249}, publisher = {Gauthier-Villars}, volume = {36}, number = {2}, year = {2000}, mrnumber = {1751659}, zbl = {0969.60082}, language = {en}, url = {http://archive.numdam.org/item/AIHPB_2000__36_2_219_0/} }
TY - JOUR AU - Chaumont, L. AU - Doney, R. A. AU - Hu, Y. TI - Upper and lower limits of doubly perturbed brownian motion JO - Annales de l'I.H.P. Probabilités et statistiques PY - 2000 SP - 219 EP - 249 VL - 36 IS - 2 PB - Gauthier-Villars UR - http://archive.numdam.org/item/AIHPB_2000__36_2_219_0/ LA - en ID - AIHPB_2000__36_2_219_0 ER -
%0 Journal Article %A Chaumont, L. %A Doney, R. A. %A Hu, Y. %T Upper and lower limits of doubly perturbed brownian motion %J Annales de l'I.H.P. Probabilités et statistiques %D 2000 %P 219-249 %V 36 %N 2 %I Gauthier-Villars %U http://archive.numdam.org/item/AIHPB_2000__36_2_219_0/ %G en %F AIHPB_2000__36_2_219_0
Chaumont, L.; Doney, R. A.; Hu, Y. Upper and lower limits of doubly perturbed brownian motion. Annales de l'I.H.P. Probabilités et statistiques, Volume 36 (2000) no. 2, pp. 219-249. http://archive.numdam.org/item/AIHPB_2000__36_2_219_0/
[1] Regular Variation, Cambridge University Press, 1987. | MR | Zbl
, , ,[2] Some extensions of the arc sine law as partial consequences of the scaling property for Brownian motion, Probab. Theory Related Fields 100 (1994) 1-29. | MR | Zbl
, , ,[3] Beta variables as times spent in [0, oo[ by certain perturbed Brownian motions, J. London Math. Soc. 58 (1998) 239-256. | MR | Zbl
, , ,[4] Pathwise uniqueness for perturbed versions of Brownian motion and reflected Brownian motion, Probab. Theory Related Fields 113 (1999) 519-534. | MR | Zbl
, ,[5] Some calculations for doubly perturbed Brownian motion, Stoch. Proc. Appl. (1999), to appear. | MR | Zbl
, ,[6] On the lower limits of maxima and minima of Wiener process and partial sums, Z. Wahrsch. Verw. Gebiete. 43 (1978) 205-221. | MR | Zbl
,[7] An integral test for the supremum of Wiener local time, Probab. Theory Related Fields 83 (1989) 207-217. | MR | Zbl
,[8] Strong Approximations in Probability and Statistics, Akadémiai Kiadó, Budapest and Academic Press, New York, 1981. | MR | Zbl
, ,. [9] Weak limits of perturbed Brownian motion and the equation Yt = Bt + σ sup{Ys: s ≤ t} + β inf{Ys: s ≤ t}, Ann. Probab. 24 (1996) 2007-2017. | MR | Zbl
,[10] Brownian motion and random walk perturbed at extrema, Probab. Theory Related Fields 113 (1999) 501-518. | MR | Zbl
,[11] Some calculations for perturbed Brownian motion, in: Azéma J., Émery M., Ledoux M., Yor M. (Eds.), Sém. Probab. XXXII, Lecture Notes Math., Vol. 1686, Springer, Berlin, 1998, pp. 231-236. | EuDML | Numdam | MR | Zbl
,[12] Perturbed Bessel processes, in: Azéma J., Émery M., Ledoux M., Yor M. (Eds.), Sém. Probab. XXXII, Lecture Notes Math., Vol. 1686, Springer, Berlin, 1998, pp. 237-249. | EuDML | Numdam | MR | Zbl
, , ,[13] The Brownian escape process, Ann. Probab. 7 (1979) 864-867. | MR | Zbl
,[14] Ray-Knight's theorem on Brownian local times and Tanaka's formula, in: Çinlar E., Chung K.L., Getoor R.K. (Eds.), Sem. Stoch. Proc., Birkhauser, Boston, 1984, pp. 131-142. | MR | Zbl
,[15] A note on the Borel-Cantelli lemma, Illinois J. Math. 8 (1964) 248-251. | MR | Zbl
, ,[16] L'équation stochastique Yt = Bt + αMYt + βIYt comme limite des équations de Norris-Rogers-Williams, 1986, unpublished notes.
,[17] Enlacement du mouvement brownien autour des courbes de l'espace, Trans. Amer. Math. Soc. 317 (1990) 687-722. | MR | Zbl
, ,[18] Markov properties of diffusion local times: a martingale approach, Adv. Appl. Probab. 14 (1982) 789-810. | MR | Zbl
,[19] Self-avoiding random walk: a Brownian motion model with local time drift, Probab. Theory Related Fields 74 (1987) 271- 287. | MR | Zbl
, , ,[20] Perturbed Brownian motions, Probab. Theory Related Fields 108 (1997) 357-383. | MR | Zbl
, ,[21] Sur le temps passé par le mouvement brownien au-dessus d'un multiple de son supremum et quelques extensions de la loi de l'arc sinus, Part of a Thèse de Doctorat, Université Paris VII, 1992.
,[22] Continuous Martingales and Brownian Motion, 2nd edn., Springer, Berlin, 1994. | MR | Zbl
, ,[23] Random Walk in Random and Non-Random Environment, World Scientific Press, Singapore, London, 1990. | MR | Zbl
,[24] Asymptotics for occupations times of half-lines by stable processes and perturbed reflecting Brownian motion, Stochastics 55 (1995) 71-85. | MR | Zbl
, ,[25] The "true" self-avoiding walk with bond repulsion in Z: limit theorems, Ann. Probab. 23 (1995) 1523-1556. | MR | Zbl
,[26] "True" self-avoiding walk with generalized bond repulsion in Z, J. Stat. Phys. 77 (1994) 17-33. | MR | Zbl
,[27] On a necessary and sufficient condition that an infinitely divisible distribution be absolutely continuous, Amer. Math. Soc. Trans. 118 (1965) 316- 330. | MR | Zbl
,[28] Some remarks on perturbed reflecting Brownian motion, in: Azéma J., Émery M., Meyer P.A., Yor M. (Eds.), Sém. Probab. XXIX, Lecture Notes Math., Vol. 1613, Springer, Berlin, 1995, pp. 37-43. | EuDML | Numdam | MR | Zbl
,[29] Some Aspects of Brownian Motion, Part I: Some Special Functionals, Lecture Notes, ETH Zürich, Birkhäuser, Basel, 1992. | MR | Zbl
,[30] Local Times and Excursions for Brownian Motion: A Concise Introduction, Lecciones en Metemáticas, Número I, Universidao Central de Venezuela, Caracas, 1995.
,