The structure of a Brownian bubble

Robert C. Dalang; John B. Walsh

doi:10.1007/bf01200206

journal article Dec 01, 1993

The structure of a Brownian bubble

Robert C. Dalang John B. Walsh

Probability Theory and Related Fields Vol. 96 No. 4 pp. 475-501 · Springer Science and Business Media LLC

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References

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Ikeda, N., Watanabe, S.: Stochastic differential equations and diffusion processes. Amsterdam: North Holland 1981

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Imhof, J.P.: Density factorizations for Brownian motion, meander and the three-dimensional Bessel process, and applications. J. Appl. Probab.21, 500–510 (1984) 10.2307/3213612

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Karatzas, I., Shreve, S.E.: Brownian motion and stochastic calculus. Berlin Heidelberg New York: Springer 1988 10.1007/978-1-4684-0302-2

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Meyer, P.A.: Théorie élémentaire des processes à deux indices. In: Korezlioglu, H., Mazziotto, G., Szpirglas, J. (eds.) Processus aléatoires à deux indices. (Lect. Notes Math., vol. 863, pp. 1–39) Berlin Heidelberg New York: Springer 1981

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Revuz, D., Yor, M.: Continuous martingales and Brownian motion. Berlin Heidelberg New York: Springer 1991 10.1007/978-3-662-21726-9

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Published: Dec 01, 1993
Vol/Issue: 96(4)
Pages: 475-501
License: View

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Cite This Article

Robert C. Dalang, John B. Walsh (1993). The structure of a Brownian bubble. Probability Theory and Related Fields, 96(4), 475-501. https://doi.org/10.1007/bf01200206

The structure of a Brownian bubble

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