Exercises in Probability
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- Stick-breaking representation and computation for normalized generalized gamma processes
- Lamperti-type laws
- Multiplicative strong unimodality for positive stable laws
- From Sturm-Liouville problems to fractional and anomalous diffusions
- On temporally completely monotone functions for Markov processes
- On free and classical type \(G\) distributions
- Ergodicity and stability of the conditional distributions of nondegenerate Markov chains
- One thousand exercises in probability
- Limit distributions for large Pólya urns
- A parallel between Brownian bridges and gamma bridges
- Gibbs partitions, Riemann-Liouville fractional operators, Mittag-Leffler functions, and fragmentations derived from stable subordinators
- Bessel processes and hyperbolic Brownian motions stopped at different random times
- On the reduction of a random basis
- Some two-dimensional extensions of Bougerol's identity in law for the exponential functional of linear Brownian motion
- Infinite divisibility of interpolated gamma powers
- Fourier coefficients of invariant random fields on homogeneous spaces of compact Lie groups
- Contribution to an open problem of Harkness and Shantaram
- Constructing Self-Similar Martingales via Two Skorokhod Embeddings
- Harnesses, Lévy bridges and Monsieur Jourdain
- On one property of symmetrized distributions
- Exchanging the order of two operations on sigma-fields
- Some new examples of Markov processes which enjoy the time-inversion property
- Regularizing mappings of Lévy measures
- Exercises in probability. A guided tour from measure theory to random processes via conditioning.
- scientific article; zbMATH DE number 194463 (Why is no real title available?)
- Further examples of GGC and HCM densities
- On generalized stable and related laws
- On the exchange of intersection and supremum of \({\sigma}\)-fields in filtering theory
- A sequence of Albin type continuous martingales with Brownian marginals and scaling
- On the fractional counterpart of the higher-order equations
- Self-decomposable laws from continuous branching processes
- Quantile clocks
- On the local times of noise reinforced Bessel processes
- A Lamperti-type representation of continuous-state branching processes with immigration
- Infinitely divisible Wald's couples. Examples linked with the Euler gamma and the Riemann zeta functions.
- Iterates of the infinitesimal generator and space-time harmonic polynomials of a Markov process
- The characteristic polynomial of a random unitary matrix: a probabilistic approach
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