Frédérique Petit

Available identifiers

zbMath Open petit.frederiqueMaRDI QIDQ1271362

List of research outcomes

Publication	Date of Publication	Type
A trivariate law for certain processes related to perturbed Brownian motions	2004-11-29	Paper
Pricing path-dependent options in a Black-Scholes market from the distribution of homogeneous Brownian functionals	2004-09-24	Paper
https://portal.mardi4nfdi.de/entity/Q2738722	2001-09-12	Paper
https://portal.mardi4nfdi.de/entity/Q2714356	2001-06-13	Paper
An identity in law involving reflecting Brownian motion, derived from generalized arc-sine laws for perturbed Brownian motions	2001-01-17	Paper
Beta-gamma random variables and intertwining relations between certain Markov processes	1999-08-23	Paper
https://portal.mardi4nfdi.de/entity/Q4395536	1999-05-04	Paper
https://portal.mardi4nfdi.de/entity/Q4395532	1999-02-02	Paper
Time reversal and reflected diffusions	1999-01-14	Paper
The support theorem for diffusion processes with boundary condition	1997-02-17	Paper
Beta Variables as Times Spent in [0, ∞[ By Certain Perturbed Brownian Motions	1996-12-12	Paper
Sur les fonctionnelles exponentielles de certains processus de lévy	1996-01-28	Paper
Some extensions of the arc sine law as partial consequences of the scaling property of Brownian motion	1995-03-12	Paper
https://portal.mardi4nfdi.de/entity/Q4022355	1993-01-17	Paper

Research outcomes over time

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