The following pages link to Pierre Vallois (Q188431):
Displayed 50 items.
- A random continued fraction in \(\mathbb{R}^{d+1}\) with an inverse Gaussian distribution (Q1907521) (← links)
- Study of a functional linked to Bessel bridge (Q1908230) (← links)
- Ito formula for \(C^ 1\)-functions of semimartingales (Q1908537) (← links)
- The support theorem for diffusion processes with boundary condition (Q1917684) (← links)
- Product of two multiple stochastic integrals with respect to a normal martingale (Q1965901) (← links)
- Fractional extreme distributions (Q2024497) (← links)
- Choquet integral with stochastic entries (Q2048761) (← links)
- Asymptotic error distribution for the Riemann approximation of integrals driven by fractional Brownian motion (Q2084843) (← links)
- On a first hit distribution of the running maximum of Brownian motion (Q2145826) (← links)
- Fractional randomness and the Brownian bridge (Q2149284) (← links)
- Randomness and fractional stable distributions (Q2151705) (← links)
- On the maximum increase and decrease of one-dimensional diffusions (Q2196380) (← links)
- Probability density function of the local score position (Q2274252) (← links)
- Solvency need resulting from reserving risk in a ORSA context (Q2282735) (← links)
- Implied fractional hazard rates and default risk distributions (Q2296090) (← links)
- The laws of Brownian local time integrals (Q2381872) (← links)
- Range of Brownian motion with drift (Q2433961) (← links)
- \(m\)-order integrals and generalized Itô's formula; the case of a fractional Brownian motion with any Hurst index (Q2485747) (← links)
- Statistical and renewal results for the random sequential adsorption model applied to a unidirectional multicracking problem (Q2485862) (← links)
- Asymptotics for the distribution of lengths of excursions of a \(d\)-dimensional Bessel process \((0 < d < 2)\) (Q2506467) (← links)
- Limiting laws for long Brownian bridges perturbed by their one-sided maximum. III (Q2568555) (← links)
- Asymptotic behavior of the local score of independent and identically distributed random sequences. (Q2574587) (← links)
- On first range times of linear diffusions (Q2576792) (← links)
- (Q2715574) (← links)
- The range inter-event process in a symmetric birth-death random walk (Q2759392) (← links)
- Sur l'indépendance d'un temps d'arrêt T et de la position BT d'un mouvement brownien (Q2778350) (← links)
- (Q2822234) (← links)
- Persistent random walks, variable length Markov chains and piecewise deterministic Markov processes (Q2860794) (← links)
- (Q3077817) (← links)
- Convergence at First and Second Order of Some Approximations of Stochastic Integrals (Q3086802) (← links)
- (Q3210642) (← links)
- (Q3349723) (← links)
- Limiting laws associated with Brownian motion perturbed by normalized exponential weights, I (Q3414142) (← links)
- Limiting laws associated with Brownian motion perturbed by its maximum, minimum and local time, II (Q3414189) (← links)
- Probabilités et biologie (Q3451718) (← links)
- (Q3463490) (← links)
- Some extensions of Pitman and Ray-Knight theorems for penalized Brownian motions and their local times, IV (Q3531326) (← links)
- (Q3563036) (← links)
- FROM PERSISTENT RANDOM WALK TO THE TELEGRAPH NOISE (Q3578405) (← links)
- On constants related to the choice of the local time at 0, and the corresponding Itô measure for Bessel processes with dimension d = 2(1 − α ), 0 < α < 1 (Q3580734) (← links)
- (Q3657166) (← links)
- Sur la loi conjointe du maximum et de l'inverse du temps local du mouvement brownien: application a un theoreme de knight (Q3977282) (← links)
- (Q4028985) (← links)
- (Q4263606) (← links)
- (Q4272499) (← links)
- Sur La Loi Du Maximum Et Du Temps Local D'Une Martingale Continue Uniformement Integrable (Q4308605) (← links)
- Diffusion arrêtée au premier instant où l'amplitude atteint un niveau donné (Q4311574) (← links)
- (Q4311827) (← links)
- The range of a simple random walk on ℤ (Q4332207) (← links)
- (Q4351907) (← links)