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





