The following pages link to (Q3797994):
Displaying 16 items.
- Construction of an Edwards' probability measure on \(\mathcal C(\mathbb R_+, \mathbb R)\) (Q606634) (← links)
- Une extension des théorèmes de Ray et Knight sur les temps locaux Browniens. (An extension of the theorems of Ray and Knight on Brownian local times) (Q756864) (← links)
- Penalizations of the Brownian motion with a functional of its local times (Q936398) (← links)
- Un théorème de Ray-Knight lié au supremum des temps locaux browniens. (A Ray-Knight theorem related to suprema of Brownian local times) (Q1263885) (← links)
- From planar Brownian windings to Asian options (Q1318545) (← links)
- Dynkin's isomorphism theorem and the Ray-Knight theorems (Q1333572) (← links)
- Some extensions of the arc sine law as partial consequences of the scaling property of Brownian motion (Q1336263) (← links)
- On the distribution of Brownian areas (Q1354834) (← links)
- Central limit theorem for the Edwards model (Q1356357) (← links)
- The most visited point of a closed set by Brownian motion (Q1356374) (← links)
- Some Brownian functionals and their laws (Q1370221) (← links)
- New perspectives on Ray's theorem for the local times of diffusions (Q1394532) (← links)
- Limiting laws associated with Brownian motion perturbated by normalized exponential weights (Q1420159) (← links)
- The SDE solved by local times of a Brownian excursion or bridge derived from the height profile of a random tree or forest (Q1807204) (← links)
- Pricing path-dependent options in a Black-Scholes market from the distribution of homogeneous Brownian functionals (Q4819432) (← links)
- Shift‐invariance for vertex models and polymers (Q6134576) (← links)
