| Publication | Date of Publication | Type |
|---|
Kellerer's theorem revisited
Asymptotic Laws and Methods in Stochastics | 2017-07-05 | Paper |
On ℝd-valued peacocks
ESAIM: Probability and Statistics | 2014-04-10 | Paper |
A new proof of Kellerer's theorem
ESAIM: Probability and Statistics | 2013-05-14 | Paper |
Applying Itō's motto: ``Look at the infinite dimensional picture by constructing sheets to obtain processes increasing in the convex order
Periodica Mathematica Hungarica | 2013-04-05 | Paper |
scientific article; zbMATH DE number 6121157 (Why is no real title available?)
| 2013-01-02 | Paper |
Some examples of peacocks in a Markovian set-up
Lecture Notes in Mathematics | 2012-08-29 | Paper |
Peacocks obtained by normalisation: strong and very strong peacocks
Lecture Notes in Mathematics | 2012-08-29 | Paper |
On Peacocks: A General Introduction to Two Articles
Lecture Notes in Mathematics | 2012-08-29 | Paper |
From an Itô type calculus for Gaussian processes to integrals of log-normal processes increasing in the convex order
Journal of the Mathematical Society of Japan | 2011-09-27 | Paper |
Peacocks and associated martingales, with explicit constructions
Bocconi & Springer Series | 2011-05-26 | Paper |
Local limit theorems for Brownian additive functionals and penalisation of Brownian paths, IX
ESAIM: Probability and Statistics | 2011-03-31 | Paper |
Constructing Self-Similar Martingales via Two Skorokhod Embeddings
Séminaire de Probabilités XLIII | 2011-03-30 | Paper |
Penalisations of Brownian motion with its maximum and minimum processes as weak forms of Skorokhod embedding
| 2011-02-22 | Paper |
Unifying constructions of martingales associated with processes increasing in the convex order, via Lévy and Sato sheets
Expositiones Mathematicae | 2010-11-19 | Paper |
On constants related to the choice of the local time at \(0\), and the corresponding Itô measure for Bessel processes with dimension \(d=2(1-\alpha), 0<\alpha<1\)
Studia Scientiarum Mathematicarum Hungarica | 2010-08-13 | Paper |
Generalized gamma convolutions, Dirichlet means, Thorin measures, with explicit examples
Probability Surveys | 2010-06-29 | Paper |
scientific article; zbMATH DE number 5713885 (Why is no real title available?)
| 2010-05-28 | Paper |
PUT OPTION PRICES AS JOINT DISTRIBUTION FUNCTIONS IN STRIKE AND MATURITY: THE BLACK–SCHOLES CASE
International Journal of Theoretical and Applied Finance | 2010-02-05 | Paper |
Option prices as probabilities. A new look at generalized Black-Scholes formulae
Springer Finance | 2010-01-21 | Paper |
Penalisations of multidimensional Brownian motion, VI
ESAIM: Probability and Statistics | 2010-01-21 | Paper |
Brownian penalisations related to excursion lengths. VII
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2009-08-24 | Paper |
A global view of Brownian penalisations
MSJ Memoirs | 2009-07-10 | Paper |
Unifying Black-Scholes type formulae which involve Brownian last passage times up to a finite horizon
Asia-Pacific Financial Markets | 2009-05-29 | Paper |
Ten penalisation results of Brownian motion involving its one-sided supremum until first and last passage times. VIII
Journal of Functional Analysis | 2009-02-10 | Paper |
Some penalisations of the Wiener measure
Japanese Journal of Mathematics. 3rd Series | 2009-02-06 | Paper |
Penalizing a BES ( d ) process (0 < d < 2) with a function of its local time, V
Studia Scientiarum Mathematicarum Hungarica | 2009-01-20 | Paper |
Penalising Brownian paths. Dedicated to Frank Knight (1933-2007).
Lecture Notes in Mathematics | 2009-01-15 | Paper |
Some extensions of Pitman and Ray-Knight theorems for penalized Brownian motions and their local times, IV
Studia Scientiarum Mathematicarum Hungarica | 2008-10-22 | Paper |
A remarkable \(\sigma \)-finite measure on \(\mathcal C(\mathbb{R}_+,\mathbb{R})\) related to many Brownian penalisations
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2007-11-30 | Paper |
Asymptotic behavior of the hitting time, overshoot and undershoot for some Lévy processes
ESAIM: Probability and Statistics | 2007-11-30 | Paper |
The laws of Brownian local time integrals
Computational and Applied Mathematics | 2007-09-19 | Paper |
scientific article; zbMATH DE number 5174022 (Why is no real title available?)
| 2007-07-24 | Paper |
scientific article; zbMATH DE number 5166032 (Why is no real title available?)
| 2007-06-21 | Paper |
Limiting laws associated with Brownian motion perturbed by normalized exponential weights, I
Studia Scientiarum Mathematicarum Hungarica | 2007-01-08 | Paper |
Limiting laws associated with Brownian motion perturbed by its maximum, minimum and local time, II
Studia Scientiarum Mathematicarum Hungarica | 2007-01-08 | Paper |
Asymptotics for the distribution of lengths of excursions of a \(d\)-dimensional Bessel process \((0 < d < 2)\)
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2006-09-28 | Paper |
Limiting laws for long Brownian bridges perturbed by their one-sided maximum. III
Periodica Mathematica Hungarica | 2006-01-26 | Paper |
On long time behavior of some coagulation processes.
Stochastic Processes and their Applications | 2005-11-29 | Paper |
Infinitely divisible Wald's couples. Examples linked with the Euler gamma and the Riemann zeta functions.
Annales de l’institut Fourier | 2005-08-04 | Paper |
Levy processes: Hitting time, overshoot and undershoot II - Asymptotic behaviour
| 2005-07-09 | Paper |
Levy Processes: Hitting time, overshoot and undershoot - part I: Functional equations
| 2005-07-02 | Paper |
Independence of time and position for a random walk
Revista Matemática Iberoamericana | 2005-04-15 | Paper |
Some Connections Between (Sub)Critical Branching Mechanisms and Bernstein Functions
| 2004-12-16 | Paper |
Study of a Brownian impulse.
The Annals of Applied Probability | 2004-10-27 | Paper |
Limiting laws associated with Brownian motion perturbated by normalized exponential weights
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2004-01-28 | Paper |
On long time almost sure asymptotics of renormalized branching diffusion processes.
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2003-11-16 | Paper |
A solution to Skorokhod's embedding for linear Brownian motion and its local time
Studia Scientiarum Mathematicarum Hungarica | 2003-10-20 | Paper |
Boundedness and convergence of some self-attracting diffusions
Mathematische Annalen | 2003-03-27 | Paper |
Branching process associated with 2D-Navier-Stokes equation
Revista Matemática Iberoamericana | 2002-10-29 | Paper |
A singular large deviations phenomenon
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2002-09-15 | Paper |
On stopping times \(T\) independent of the position \(B_T\) of a Brownian motion \((B_u, u\geqq 0)\)
Comptes Rendus de l'Académie des Sciences. Série I. Mathématique | 2002-05-20 | Paper |
On independent times and positions for Brownian motions.
Revista Matemática Iberoamericana | 2002-01-01 | Paper |
Convergence rate of some semi-groups to their invariant probability
Stochastic Processes and their Applications | 2001-01-17 | Paper |
scientific article; zbMATH DE number 1342036 (Why is no real title available?)
| 2000-09-24 | Paper |
Abel transform and integrals of Bessel local times
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2000-06-07 | Paper |
Nonlinear self-stabilizing processes. I: Existence, invariant probability, propagation of chaos
Stochastic Processes and their Applications | 1999-11-18 | Paper |
Nonlinear self-stabilizing processes. II: Convergence to invariant probability
Stochastic Processes and their Applications | 1999-11-18 | Paper |
scientific article; zbMATH DE number 1054244 (Why is no real title available?)
| 1998-08-09 | Paper |
Caractérisation des distributions gaussiennes sur les groupes nilpotents simplement connexes et les espaces symétriques
Comptes Rendus de l'Académie des Sciences - Series I - Mathematics | 1998-02-03 | Paper |
Asymptotic estimates of solutions of \(u_ t - \frac12\Delta u =-|\nabla u|\) in \(\mathbb{R}_ + \times \mathbb{R}^ d,\quad d\geq 2\)
Journal of Functional Analysis | 1997-06-24 | Paper |
scientific article; zbMATH DE number 936405 (Why is no real title available?)
| 1996-12-16 | Paper |
Un phénomène d'instabilité pour l'équation différentielle stochastique non liné
Stochastics and Stochastic Reports | 1996-09-15 | Paper |
Study of a functional linked to Bessel bridge
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 1996-03-20 | Paper |
Approximation en norme besov de la solution d'une equation differentielle stochastique
Stochastics and Stochastic Reports | 1995-10-29 | Paper |
Instability of certain nonlinear stochastic differential equations
Journal of Functional Analysis | 1995-07-12 | Paper |
A Schilder theorem for non-regular Brownian functionals
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 1995-04-04 | Paper |
Quelques espaces fonctionnels associés à des processus gaussiens
Studia Mathematica | 1995-02-01 | Paper |
Mouvement brownien et espaces de besov
Stochastics and Stochastic Reports | 1994-01-02 | Paper |
scientific article; zbMATH DE number 247188 (Why is no real title available?)
| 1993-08-19 | Paper |
Some remarks on ultracontractivity
Journal of Functional Analysis | 1993-06-29 | Paper |
Some exact equivalents for Brownian motion in Hölder norm
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1993-03-10 | Paper |
scientific article; zbMATH DE number 98125 (Why is no real title available?)
| 1993-01-17 | Paper |
scientific article; zbMATH DE number 64896 (Why is no real title available?)
| 1992-09-27 | Paper |
scientific article; zbMATH DE number 29174 (Why is no real title available?)
| 1992-06-27 | Paper |
scientific article; zbMATH DE number 3676877 (Why is no real title available?)
| 1980-01-01 | Paper |
scientific article; zbMATH DE number 3674704 (Why is no real title available?)
| 1979-01-01 | Paper |
scientific article; zbMATH DE number 3604064 (Why is no real title available?)
| 1978-01-01 | Paper |
Marches aléatoires sur les groupes de Lie
Lecture Notes in Mathematics | 1977-01-01 | Paper |
[https://portal.mardi4nfdi.de/wiki/Publication:4110401 Une loi du logarithme it�r� pour le groupe d'Heisenberg]
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1977-01-01 | Paper |
scientific article; zbMATH DE number 3579745 (Why is no real title available?)
| 1977-01-01 | Paper |
scientific article; zbMATH DE number 3507731 (Why is no real title available?)
| 1975-01-01 | Paper |
scientific article; zbMATH DE number 3521304 (Why is no real title available?)
| 1975-01-01 | Paper |
Croissance et mouvements browniens d'un groupe de Lie nilpotent et simplement connexe
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1975-01-01 | Paper |
Sur les processus de diffusion de dimension 2
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1975-01-01 | Paper |
scientific article; zbMATH DE number 3535378 (Why is no real title available?)
| 1975-01-01 | Paper |
[https://portal.mardi4nfdi.de/wiki/Publication:4768409 Marches al�atoires sur le groupe des d�placements de ? d]
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1974-01-01 | Paper |
[https://portal.mardi4nfdi.de/wiki/Publication:4775260 Marches al�atoires sur un groupe nilpotent]
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1974-01-01 | Paper |
scientific article; zbMATH DE number 3466307 (Why is no real title available?)
| 1973-01-01 | Paper |
scientific article; zbMATH DE number 3371394 (Why is no real title available?)
| 1971-01-01 | Paper |
scientific article; zbMATH DE number 3345973 (Why is no real title available?)
| 1971-01-01 | Paper |
scientific article; zbMATH DE number 3408665 (Why is no real title available?)
| 1971-01-01 | Paper |
scientific article; zbMATH DE number 3304524 (Why is no real title available?)
| 1970-01-01 | Paper |
scientific article; zbMATH DE number 3332006 (Why is no real title available?)
| 1970-01-01 | Paper |
scientific article; zbMATH DE number 3332005 (Why is no real title available?)
| 1970-01-01 | Paper |
scientific article; zbMATH DE number 3334709 (Why is no real title available?)
| 1970-01-01 | Paper |
scientific article; zbMATH DE number 3304523 (Why is no real title available?)
| 1970-01-01 | Paper |
scientific article; zbMATH DE number 3369578 (Why is no real title available?)
| 1970-01-01 | Paper |
scientific article; zbMATH DE number 3292448 (Why is no real title available?)
| 1969-01-01 | Paper |
scientific article; zbMATH DE number 3292449 (Why is no real title available?)
| 1969-01-01 | Paper |
