| Publication | Date of Publication | Type |
|---|
From local volatility to local Lévy models
| 2019-01-15 | Paper |
Unifying the Dynkin and Lebesgue–Stieltjes formulae
Journal of Applied Probability | 2018-09-26 | Paper |
A Simple Stochastic Rate Model for Rate Equity Hybrid Products
Applied Mathematical Finance | 2018-09-05 | Paper |
On increasing risk, inequality and poverty measures: peacocks, lyrebirds and exotic options
Journal of Economic Dynamics and Control | 2018-08-13 | Paper |
On the law of a triplet associated with the pseudo-Brownian bridge
Lecture Notes in Mathematics | 2018-06-21 | Paper |
On peacocks and lyrebirds: Australian options, Brownian bridges, and the average of submartingales
Mathematical Finance | 2018-05-25 | Paper |
Enlargements of filtrations: initial and progressive enlargements
ESAIM: Proceedings and Surveys | 2018-03-07 | Paper |
A guide to Brownian motion and related stochastic processes
| 2018-02-26 | Paper |
Kellerer's theorem revisited
Asymptotic Laws and Methods in Stochastics | 2017-07-05 | Paper |
Exercices sur les temps locaux de semi-martingales continues et les excursions browniennes
| 2016-06-22 | Paper |
On valuing stochastic perpetuities using new long horizon stock price models distinguishing booms, busts, and balanced markets
Mathematical Finance | 2016-04-14 | Paper |
Integral representations of certain measures in the one-dimensional diffusions excursion theory
Lecture Notes in Mathematics | 2016-04-13 | Paper |
Some explicit formulas for the Brownian bridge, Brownian meander and Bessel process under uniform sampling
European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics | 2016-02-12 | Paper |
Random scaling and sampling of Brownian motion
Journal of the Mathematical Society of Japan | 2016-01-12 | Paper |
A Gaussian martingale which is the sum of two independent Gaussian non-semimartingales
Electronic Communications in Probability | 2015-12-01 | Paper |
On the one-sided maximum of Brownian and random walk fragments and its applications to new exotic options called ``meander option
Pacific Journal of Mathematics for Industry | 2015-11-10 | Paper |
Comparing Brownian stochastic integrals for the convex order
Modern Stochastics and Applications | 2015-09-16 | Paper |
Around Tsirelson's equation, or: the evolution process may not explain everything
Probability Surveys | 2015-08-25 | Paper |
The maximal drawdown of the Brownian meander
Electronic Communications in Probability | 2015-08-17 | Paper |
On a flow of transformations of a Wiener space
Springer Proceedings in Mathematics & Statistics | 2015-07-02 | Paper |
On two results of P. Deheuvels
Mathematical Statistics and Limit Theorems | 2015-06-24 | Paper |
Some Topics in Probability Theory
Mathematical Statistics and Limit Theorems | 2015-06-24 | Paper |
A new proof of Williams' decomposition of the Bessel process of dimension three with a look at last-hitting times
Bulletin of the Belgian Mathematical Society - Simon Stevin | 2015-06-22 | Paper |
A variant of Pitman's theorem on \((2J_s-R_s,s\geq 0)\) for a general transient Bessel process \(R_{(+)}\) and its implications for the corresponding Ito's measure \(\mathbf n_{(-)}\)
Journal of Theoretical Probability | 2015-05-26 | Paper |
How to make Dupire's local volatility work with jumps
Quantitative Finance | 2015-04-16 | Paper |
Two price economies in continuous time
Annals of Finance | 2014-11-13 | Paper |
Bid and ask prices as non-linear continuous time G-expectations based on distortions
Mathematics and Financial Economics | 2014-11-06 | Paper |
A scaling proof for Walsh's Brownian motion extended arc-sine law
Electronic Communications in Probability | 2014-09-24 | Paper |
Moments of Wiener integrals for subordinators
Electronic Communications in Probability | 2014-09-22 | Paper |
Pure jump increasing processes and the change of variables formula
Electronic Communications in Probability | 2014-09-22 | Paper |
Illustration of various methods for solving partly Skorokhod's embedding problem
Electronic Communications in Probability | 2014-09-22 | Paper |
On weak and strong Brownian filtrations: definitions and examples
| 2014-06-24 | Paper |
Local times for functions with finite variation: two versions of Stieltjes change-of-variables formula
Bulletin of the London Mathematical Society | 2014-06-06 | Paper |
On the expectation of normalized Brownian functionals up to first hitting times
Electronic Journal of Probability | 2014-05-02 | Paper |
Sur l’œuvre de Paul Lévy
ESAIM: Probability and Statistics | 2014-04-10 | Paper |
Some two-dimensional extensions of Bougerol's identity in law for the exponential functional of linear Brownian motion
Revista Matemática Iberoamericana | 2014-02-21 | Paper |
On an identity in law between Brownian quadratic functionals
Statistics \& Probability Letters | 2014-02-11 | Paper |
Integrability properties and limit theorems for the exit time from a cone of planar Brownian motion
Bernoulli | 2014-02-04 | Paper |
Options on realized variance and convex orders
Quantitative Finance | 2013-12-13 | Paper |
On the remarkable Lamperti representation of the inverse local time of a radial Ornstein-Uhlenbeck process
Bulletin of the Belgian Mathematical Society - Simon Stevin | 2013-10-21 | Paper |
On the Mellin transforms of the perpetuity and the remainder variables associated to a subordinator
Bernoulli | 2013-10-17 | Paper |
Local times and excursion theory for Brownian motion. A tale of Wiener and Itô measures
Lecture Notes in Mathematics | 2013-08-07 | Paper |
Some properties of the arc-sine law related to its invariance under a family of rational maps
| 2013-08-01 | Paper |
Retrieving information from subordination
Springer Proceedings in Mathematics & Statistics | 2013-07-08 | Paper |
On hitting times of affine boundaries by reflecting Brownian motion and Bessel processes
Periodica Mathematica Hungarica | 2013-04-05 | 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 |
Some examples of Skorokhod embeddings obtained from the Azéma-Yor algorithm
Stochastic Processes and their Applications | 2013-01-24 | Paper |
Last-Hitting Times and Williams' Decomposition of the Bessel Process of Dimension 3 at its Ultimate Minimum
| 2013-01-11 | Paper |
Measuring the ``non-stopping timeness of ends of previsible sets
Taiwanese Journal of Mathematics | 2012-11-09 | Paper |
Exercises in probability. A guided tour from measure theory to random processes via conditioning.
Cambridge Series in Statistical and Probabilistic Mathematics | 2012-08-17 | Paper |
Stochastic processes with proportional increments and the last-arrival problem
Stochastic Processes and their Applications | 2012-08-14 | Paper |
On temporally completely monotone functions for Markov processes
Probability Surveys | 2012-06-28 | Paper |
Some infinite divisibility properties of the reciprocal of planar Brownian motion exit time from a cone
Electronic Communications in Probability | 2012-06-22 | Paper |
The S\&P 500 index as a Sato process travelling at the speed of the VIX
Applied Mathematical Finance | 2012-06-08 | Paper |
A central limit theorem for a sequence of Brownian motions in the unit sphere in \(\mathbb R^{n}\)
Statistics \& Probability Letters | 2012-05-18 | Paper |
Correlation and the pricing of risks
Annals of Finance | 2012-03-06 | Paper |
Small and big probability worlds
Banach Center Publications | 2012-02-15 | Paper |
scientific article; zbMATH DE number 5993935 (Why is no real title available?)
| 2012-01-02 | Paper |
scientific article; zbMATH DE number 5979318 (Why is no real title available?)
| 2011-11-25 | 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 |
Looking for martingales associated to a self-decomposable law
Electronic Journal of Probability | 2011-09-09 | Paper |
The mean first rotation time of a planar polymer
Journal of Statistical Physics | 2011-08-23 | Paper |
scientific article; zbMATH DE number 5902263 (Why is no real title available?)
| 2011-05-31 | Paper |
Call option prices based on Bessel processes
Methodology and Computing in Applied Probability | 2011-05-30 | 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 |
Truncation functions and Laplace transform
Statistics \& Probability Letters | 2011-03-14 | Paper |
Penalisation of a stable Lévy process involving its one-sided supremum
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2011-03-10 | 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 |
On Dufresne's Perpetuity, Translated and Reflected
Stochastic Processes and Applications to Mathematical Finance | 2010-08-02 | Paper |
Exponential functionals of Brownian motion. I: Probability laws at fixed time
Probability Surveys | 2010-06-29 | Paper |
Exponential functionals of Brownian motion. II: Some related diffusion processes
Probability Surveys | 2010-06-29 | Paper |
Generalized gamma convolutions, Dirichlet means, Thorin measures, with explicit examples
Probability Surveys | 2010-06-29 | Paper |
Exponential functionals of Lévy processes
Probability Surveys | 2010-06-29 | Paper |
Some aspects of K. Itô's works
European Mathematical Society Newsletter | 2010-06-24 | Paper |
scientific article; zbMATH DE number 5713885 (Why is no real title available?)
| 2010-05-28 | Paper |
Introducing the volume
Stochastic Processes and their Applications | 2010-05-21 | Paper |
Some aspects of K. Itô's works
Stochastic Processes and their Applications | 2010-05-21 | Paper |
A new formula for some linear stochastic equations with applications
The Annals of Applied Probability | 2010-05-06 | Paper |
A construction of processes with one-dimensional martingale marginals, associated with a Lévy process, via its Lévy sheet
Journal of Mathematics of Kyoto University | 2010-04-21 | 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 |
A construction of processes with one dimensional martingale marginals, based upon path-space Ornstein-Uhlenbeck processes and the Brownian sheet
Journal of Mathematics of Kyoto University | 2010-01-21 | Paper |
Penalisations of multidimensional Brownian motion, VI
ESAIM: Probability and Statistics | 2010-01-21 | Paper |
A tribute to Professor Kiyosi Itô
Stochastic Processes and their Applications | 2010-01-15 | Paper |
Exercises in Probability
| 2010-01-12 | Paper |
On the laws of first hitting times of points for one-dimensional symmetric stable Lévy processes
Lecture Notes in Mathematics | 2009-12-18 | Paper |
Renewal series and square-root boundaries for Bessel processes
Electronic Communications in Probability | 2009-11-20 | Paper |
The Barnes G function and its relations with sums and products of generalized gamma convolution variables
Electronic Communications in Probability | 2009-11-20 | Paper |
J. L. Doob (27 February 1910-7 June 2004)
The Annals of Probability | 2009-11-04 | Paper |
Burkholder's submartingales from a stochastic calculus perspective
Illinois Journal of Mathematics | 2009-10-15 | Paper |
Penalising symmetric stable Lévy paths
Journal of the Mathematical Society of Japan | 2009-09-15 | Paper |
Brownian penalisations related to excursion lengths. VII
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2009-08-24 | Paper |
Fractional intertwinings between two Markov semigroups
Potential Analysis | 2009-08-10 | 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 |
On the excursion theory for linear diffusions
Japanese Journal of Mathematics. 3rd Series | 2009-02-06 | Paper |
How K. Itô revolutionized the study of stochastic processes
Japanese Journal of Mathematics. 3rd Series | 2009-02-06 | Paper |
Itô's excursion theory and its applications
Japanese Journal of Mathematics. 3rd Series | 2009-02-06 | Paper |
A note about Selberg's integrals in relation with the beta-gamma algebra
| 2009-01-28 | Paper |
Some remarkable properties of gamma processes
| 2009-01-28 | 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 |
Quasi-invariance properties of a class of subordinators
Stochastic Processes and their Applications | 2008-11-14 | Paper |
The characteristic polynomial of a random unitary matrix: a probabilistic approach
Duke Mathematical Journal | 2008-11-07 | Paper |
scientific article; zbMATH DE number 5356147 (Why is no real title available?)
| 2008-10-23 | Paper |
Comment K. Itô has revolutionized the study of stochastic processes
| 2008-10-23 | 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 |
Mathematics and Finance
Aspects of Mathematical Finance | 2008-09-29 | Paper |
Aspects of Brownian motion
Universitext | 2008-09-25 | Paper |
On the time to reach maximum for a variety of constrained Brownian motions
Journal of Physics A: Mathematical and Theoretical | 2008-09-24 | Paper |
From Black-Scholes and Dupire formulae to last passage times of local martingales. Part B : The finite time horizon
| 2008-07-04 | Paper |
Some aspects of the probabilistic work
| 2008-06-27 | Paper |
From Black-Scholes and Dupire formulae to last passage times of local martingales. Part A : The infinite time horizon
| 2008-06-02 | Paper |
An arithmetic model for the total disorder process
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2008-04-03 | 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 |
Euler's formulae for \(\zeta(2n)\) and products of Cauchy variables
Electronic Communications in Probability | 2007-11-19 | Paper |
Further examples of explicit Krein representations of certain subordinators
Publications of the Research Institute for Mathematical Sciences, Kyoto University | 2007-11-09 | Paper |
Tanaka Formula for Symmetric Lévy Processes
Lecture Notes in Mathematics | 2007-10-31 | Paper |
On the remarkable distributions of maxima of some fragments of the standard reflecting random walk and Brownian motion
| 2007-10-22 | Paper |
scientific article; zbMATH DE number 5202445 (Why is no real title available?)
| 2007-10-22 | Paper |
The laws of Brownian local time integrals
Computational and Applied Mathematics | 2007-09-19 | Paper |
Wiener integrals for centered powers of Bessel processes. I
| 2007-09-11 | Paper |
Probing option prices for information
Methodology and Computing in Applied Probability | 2007-08-17 | Paper |
Some explicit Krein representations of certain subordinators, including the gamma process
Publications of the Research Institute for Mathematical Sciences, Kyoto University | 2007-08-10 | Paper |
Ito's integrated formula for strict local martingales
| 2007-07-24 | Paper |
scientific article; zbMATH DE number 5174022 (Why is no real title available?)
| 2007-07-24 | Paper |
scientific article; zbMATH DE number 5174023 (Why is no real title available?)
| 2007-07-24 | Paper |
The Life and Scientific Work of Paul André Meyer (August 21st, 1934 - January 30th, 2003) “Un modèle pour nous tous”
In Memoriam Paul-André Meyer | 2007-07-24 | Paper |
scientific article; zbMATH DE number 5166032 (Why is no real title available?)
| 2007-06-21 | Paper |
SELF-DECOMPOSABILITY AND OPTION PRICING
Mathematical Finance | 2007-06-08 | Paper |
On the Problem of Stochastic Integral Representations of Functionals of the Brownian Motion. II
Theory of Probability & Its Applications | 2007-05-03 | Paper |
On some Fourier aspects of the construction of certain Wiener integrals
Stochastic Processes and their Applications | 2007-03-29 | Paper |
On the construction of Wiener integrals with respect to certain pseudo-Bessel processes
Stochastic Processes and their Applications | 2007-01-09 | 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 |
scientific article; zbMATH DE number 5082658 (Why is no real title available?)
| 2007-01-08 | Paper |
Wiener integrals for centered Bessel and related processes. II.
| 2007-01-02 | Paper |
Tilted stable subordinators, Gamma time changes and Occupation Time of rays by Bessel Spiders
| 2007-01-02 | Paper |
A chaotic representation property of the multidimensional Dunkl processes
The Annals of Probability | 2006-11-08 | Paper |
Perpetual integral functionals as hitting and occupation times
Electronic Journal of Probability | 2006-11-03 | Paper |
A note on a.s. finiteness of perpetual integral functionals of diffusions
Electronic Communications in Probability | 2006-11-03 | Paper |
scientific article; zbMATH DE number 5066277 (Why is no real title available?)
| 2006-10-23 | 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 |
Doob's maximal identity, multiplicative decompositions and enlargements of filtrations
Illinois Journal of Mathematics | 2006-09-26 | Paper |
Asymptotic laws for regenerative compositions: gamma subordinators and the like
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2006-08-11 | Paper |
Asymptotic laws for compositions derived from transformed subordinators
The Annals of Probability | 2006-07-26 | Paper |
Pricing options on realized variance
Finance and Stochastics | 2006-05-24 | Paper |
On quadratic functionals of the Brownian sheet and related processes
Stochastic Processes and their Applications | 2006-04-28 | Paper |
Mathematical methods for financial markets.
Springer Finance | 2006-04-04 | Paper |
Random times and enlargements of filtrations in a Brownian setting.
Lecture Notes in Mathematics | 2006-03-27 | Paper |
Limiting laws for long Brownian bridges perturbed by their one-sided maximum. III
Periodica Mathematica Hungarica | 2006-01-26 | Paper |
CGMY and Meixner Subordinators are Absolutely Continuous with respect to One Sided Stable Subordinators
| 2006-01-09 | Paper |
An explicit Skorokhod embedding for the age of Brownian excursions and Azéma martingale.
Stochastic Processes and their Applications | 2005-11-29 | Paper |
A definition and some characteristic properties of pseudo-stopping times
The Annals of Probability | 2005-11-14 | Paper |
A note on a.s. finiteness of perpetual integral functionals of diffusions
| 2005-11-14 | Paper |
Equivalent and absolutely continuous measure changes for jump-diffusion processes
The Annals of Applied Probability | 2005-11-08 | Paper |
Options on Hedge Funds under the High Water Mark Rule
| 2005-10-24 | Paper |
Harnesses, Lévy bridges and Monsieur Jourdain
Stochastic Processes and their Applications | 2005-08-05 | Paper |
Properties of perpetual integral functionals of Brownian motion with drift
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2005-08-04 | 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 |
Limiting distributions associated with moments of exponential Brownian functionals
Studia Scientiarum Mathematicarum Hungarica | 2005-07-05 | Paper |
Some properties of the Wishart processes and a matrix extension of the Hartman-Watson laws
Publications of the Research Institute for Mathematical Sciences, Kyoto University | 2005-07-01 | Paper |
On the Markov-Krein identity and quasi-invariance of the gamma process
Journal of Mathematical Sciences (New York) | 2005-06-24 | Paper |
The Comptes Rendus in Mathematics: past, present time, future.
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2005-06-23 | Paper |
The accuracy of Cauchy approximation for the windings of planar Brownian motion
Periodica Mathematica Hungarica | 2005-06-22 | Paper |
On striking identities about the exponential functionals of the Brownian bridge and Brownian motion
Periodica Mathematica Hungarica | 2005-06-22 | Paper |
A clarification note about hitting times densities for Ornstein-Uhlenbeck processes
Finance and Stochastics | 2005-05-20 | Paper |
Some new examples of Markov processes which enjoy the time-inversion property
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2005-05-03 | Paper |
A remark about the norm of a Brownian bridge
Statistics \& Probability Letters | 2005-04-21 | Paper |
A study of the Hartman–Watson distribution motivated by numerical problems related to the pricing of Asian options
Journal of Applied Probability | 2005-04-04 | Paper |
scientific article; zbMATH DE number 2152199 (Why is no real title available?)
| 2005-04-04 | Paper |
scientific article; zbMATH DE number 2152200 (Why is no real title available?)
| 2005-04-04 | Paper |
A parallel between Brownian bridges and gamma bridges
Publications of the Research Institute for Mathematical Sciences, Kyoto University | 2005-04-04 | Paper |
scientific article; zbMATH DE number 2149875 (Why is no real title available?)
| 2005-03-30 | Paper |
scientific article; zbMATH DE number 2150787 (Why is no real title available?)
| 2005-03-30 | Paper |
Selfdecomposable Laws Associated with Hyperbolic Functins
| 2005-03-21 | Paper |
Self-similar processes with independent increments associated with Lévy and Bessel processes.
Stochastic Processes and their Applications | 2005-02-25 | Paper |
Brownian analogues of Burke's theorem.
Stochastic Processes and their Applications | 2005-02-25 | Paper |
scientific article; zbMATH DE number 2127961 (Why is no real title available?)
| 2005-01-14 | Paper |
On the Problem of Stochastic Integral Representations of Functionals of the Brownian Motion. I
Theory of Probability & Its Applications | 2004-12-16 | Paper |
Some Connections Between (Sub)Critical Branching Mechanisms and Bernstein Functions
| 2004-12-16 | Paper |
A trivariate law for certain processes related to perturbed Brownian motions
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2004-11-29 | Paper |
Exercises in Probability
| 2004-10-13 | Paper |
Large deviations for squares of Bessel and Ornstein-Uhlenbeck processes
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2004-10-05 | Paper |
Pricing path-dependent options in a Black-Scholes market from the distribution of homogeneous Brownian functionals
Journal of Applied Probability | 2004-09-24 | Paper |
Stochastic Volatility for Lévy Processes
Mathematical Finance | 2004-08-23 | Paper |
On an extension of Dufresne's relation between exponential Brownian functionals from opposite drifts to two different drifts: A short proof
Statistics \& Probability Letters | 2004-08-06 | Paper |
A stochastically quasi-optimal search algorithm for the maximum of the simple random walk
The Annals of Applied Probability | 2004-03-30 | Paper |
Some absolute continuity relationships for certain anticipative transformations of geometric Brownian motions.
Publications of the Research Institute for Mathematical Sciences, Kyoto University | 2004-03-20 | Paper |
Interpretation via Brownian motion of some independence properties between GIG and gamma variables.
Statistics \& Probability Letters | 2004-03-14 | Paper |
On Dufresne's relation between the probability laws of exponential functionals of Brownian motions with different drifts
Advances in Applied Probability | 2004-02-08 | Paper |
scientific article; zbMATH DE number 1724295 (Why is no real title available?)
| 2004-02-08 | Paper |
Limiting laws associated with Brownian motion perturbated by normalized exponential weights
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2004-01-28 | Paper |
Limit Behavior of the "Horizontal-Vertical" Random Walk and Some Extensions of the Donsker-Prokhorov Invariance Principle
Theory of Probability & Its Applications | 2004-01-21 | Paper |
Hitting, occupation and inverse local times of one-dimensional diffusions: Martingale and excursion approaches
Bernoulli | 2003-11-20 | Paper |
Infinitely Divisible Laws Associated with Hyperbolic Functions
Canadian Journal of Mathematics | 2003-11-17 | Paper |
scientific article; zbMATH DE number 1998246 (Why is no real title available?)
| 2003-11-02 | Paper |
A solution to Skorokhod's embedding for linear Brownian motion and its local time
Studia Scientiarum Mathematicarum Hungarica | 2003-10-20 | Paper |
On the entire moments of self-similar Markov processes and exponential functionals of Lévy processes
Annales de la Faculté des Sciences de Toulouse. Mathématiques. Série VI | 2003-09-16 | Paper |
Multi-self-similar Markov processes on \(\mathbb R_+^n\) and their Lamperti representations
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2003-08-14 | Paper |
PASSPORT OPTIONS
Mathematical Finance | 2003-08-13 | Paper |
Optimal bounds for Cauchy approximations for the winding distribution of planar Brownian motion
Journal of Theoretical Probability | 2003-08-06 | Paper |
scientific article; zbMATH DE number 1959490 (Why is no real title available?)
| 2003-08-05 | Paper |
On the distribution of ranked heights of excursions of a Brownian bridge.
The Annals of Probability | 2003-05-06 | Paper |
Making Markov martingales meet marginals: With explicit constructions
Bernoulli | 2003-04-07 | Paper |
A large deviations principle related to the strong arc-sine law
Journal of Theoretical Probability | 2003-04-03 | Paper |
Linear transformations of two independent Brownian motions and orthogonal decompositions of Brownian filtrations
Publicacions Matemàtiques | 2003-03-20 | Paper |
On subordinators, self-similar Markov processes and some factorizations of the exponential variable
Electronic Communications in Probability | 2003-02-25 | Paper |
A representation for non-colliding random walks
Electronic Communications in Probability | 2003-02-25 | Paper |
A survey and some generalizations of Bessel processes
Bernoulli | 2003-01-01 | Paper |
Non-symmetric hitting distributions on the hyperbolic half-plane and subordinated perpetuities
Revista Matemática Iberoamericana | 2002-12-15 | Paper |
Stochastic volatility, jumps and hidden time changes
Finance and Stochastics | 2002-11-21 | Paper |
Comments on the life and mathematical legacy of Wolfgang Doeblin
Finance and Stochastics | 2002-11-21 | Paper |
Large deviations for the Bessel clock
Bernoulli | 2002-09-24 | Paper |
Canonical decomposition of linear transformations of two independent Brownian motions motivated by models of insider trading
Stochastic Processes and their Applications | 2002-08-29 | Paper |
The entrance laws of self-similar Markov processes and exponential functionals of Lévy processes
Potential Analysis | 2002-08-28 | Paper |
An infinite-dimensional analogue of the Lebesgue measure and distinguished properties of the gamma process
Journal of Functional Analysis | 2002-08-01 | 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 |
An analogue of Pitman's \(2M-X\) theorem for exponential Winer functionals. II: The role of the generalized inverse Gaussian laws
Nagoya Mathematical Journal | 2002-04-21 | Paper |
scientific article; zbMATH DE number 1619468 (Why is no real title available?)
| 2002-04-08 | Paper |
A relationship between Brownian motions with opposite drifts via certain enlargements of the Brownian filtration
Osaka Journal of Mathematics | 2002-03-03 | Paper |
On certain Markov processes attached to exponential functionals of Brownian motion; application to Asian options
Revista Matemática Iberoamericana | 2002-02-17 | Paper |
On independent times and positions for Brownian motions.
Revista Matemática Iberoamericana | 2002-01-01 | Paper |
On positive and negative moments of the integral of geometric Brownian motions
Statistics \& Probability Letters | 2001-12-02 | Paper |
On Kolmogorov's equation, by W. Doeblin
Comptes Rendus de l'Académie des Sciences. Série I. Mathématique | 2001-11-12 | Paper |
Affine random equations and the stable \(\left( {1 \over 2} \right)\) distribution
Studia Scientiarum Mathematicarum Hungarica | 2001-11-05 | Paper |
Probability laws related to the Jacobi theta and Riemann zeta functions, and Brownian excur\-sions
Bulletin of the American Mathematical Society. New Series | 2001-10-21 | Paper |
scientific article; zbMATH DE number 1639847 (Why is no real title available?)
| 2001-09-12 | Paper |
scientific article; zbMATH DE number 1639861 (Why is no real title available?)
| 2001-09-12 | Paper |
scientific article; zbMATH DE number 1552095 (Why is no real title available?)
| 2001-09-11 | Paper |
Exponential functionals of Brownian motion and related processes
Springer Finance | 2001-08-20 | Paper |
Where did the Brownian particle go?
Electronic Journal of Probability | 2001-08-01 | Paper |
scientific article; zbMATH DE number 1500604 (Why is no real title available?)
| 2001-07-25 | Paper |
Asset prices are Brownian motion: Only in business time
| 2001-07-12 | Paper |
On the laws of homogeneous functionals of the Brownian bridge
Studia Scientiarum Mathematicarum Hungarica | 2001-06-13 | Paper |
Path decompositions of a Brownian bridge related to the ratio of its maximum and amplitude
Studia Scientiarum Mathematicarum Hungarica | 2001-06-13 | Paper |
The importance of strictly local martingales; applications to radial Ornstein-Uhlenbeck processes
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2001-05-13 | Paper |
Time changes for Lévy processes
Mathematical Finance | 2001-03-29 | Paper |
On models of default risk.
Mathematical Finance | 2001-03-29 | Paper |
An analogue of Pitman’s 2M – X theorem for exponential Wiener functionals: Part I: A time-inversion approach
Nagoya Mathematical Journal | 2001-03-20 | Paper |
On weak Brownian motions of arbitrary order
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2001-02-06 | Paper |
An identity in law involving reflecting Brownian motion, derived from generalized arc-sine laws for perturbed Brownian motions
Stochastic Processes and their Applications | 2001-01-17 | Paper |
scientific article; zbMATH DE number 1552322 (Why is no real title available?)
| 2001-01-15 | Paper |
Computations of moments for discounted Brownian additive functionals
Journal of Mathematics of Kyoto University | 2000-08-30 | Paper |
On Bougerol and Dufresne's identities for exponential Brownian functionals
Proceedings of the Japan Academy. Series A | 2000-08-16 | Paper |
The joint law of the last zeros of Brownian motion and of its Lévy transform
Ergodic Theory and Dynamical Systems | 2000-08-10 | Paper |
scientific article; zbMATH DE number 1444757 (Why is no real title available?)
| 2000-07-12 | Paper |
Abel transform and integrals of Bessel local times
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2000-06-07 | Paper |
Distinguished properties of the gamma process and related topics
| 2000-05-31 | Paper |
A version of Pitman's 2M — X theorem for geometric Brownian motions
Comptes Rendus de l'Académie des Sciences - Series I - Mathematics | 2000-05-09 | Paper |
Stochastic integrals of anticipating processes and predictable dual projections
Publicacions Matemàtiques | 2000-05-09 | Paper |
Some asymptotic properties of the local time of the uniform empirical process
Bernoulli | 2000-04-10 | Paper |
Some measure-valued Markov processes attached to occupation times of Brownian motion
Bernoulli | 2000-04-09 | Paper |
On certain discounted arc-sine laws
Stochastic Processes and their Applications | 2000-03-01 | Paper |
Exponential functionals of Brownian motion and disordered systems
Journal of Applied Probability | 2000-01-16 | Paper |
Presentation of the sealed folder
Comptes Rendus de l'Académie des Sciences. Série I. Mathématique | 2000-01-01 | Paper |
scientific article; zbMATH DE number 1210406 (Why is no real title available?)
| 1999-11-16 | Paper |
scientific article; zbMATH DE number 1210412 (Why is no real title available?)
| 1999-11-07 | Paper |
Random Brownian scaling identities and splicing of Bessel processes
The Annals of Probability | 1999-10-31 | Paper |
Notes on the Riemann \(\zeta\)-function. II
Advances in Mathematics | 1999-10-06 | Paper |
Laplace transforms related to excursions of a one-dimensional diffusion
Bernoulli | 1999-09-29 | Paper |
Rates of convergence of diffusions with drifted Brownian potentials
Transactions of the American Mathematical Society | 1999-08-31 | Paper |
Beta-gamma random variables and intertwining relations between certain Markov processes
Revista Matemática Iberoamericana | 1999-08-23 | Paper |
Some changes of probabilities related to a geometric Brownian motion version of Pitman's \(2M-X\) theorem
Electronic Communications in Probability | 1999-08-22 | Paper |
The law of the maximum of a Bessel bridge
Electronic Journal of Probability | 1999-08-22 | Paper |
scientific article; zbMATH DE number 1163910 (Why is no real title available?)
| 1999-07-19 | Paper |
PRICING AND HEDGING DOUBLE‐BARRIER OPTIONS: A PROBABILISTIC APPROACH
Mathematical Finance | 1999-07-05 | Paper |
On a formula of Takács for Brownian motion with drift
Journal of Applied Probability | 1999-06-20 | Paper |
scientific article; zbMATH DE number 1301698 (Why is no real title available?)
| 1999-06-16 | Paper |
scientific article; zbMATH DE number 1163911 (Why is no real title available?)
| 1999-05-04 | Paper |
Ranked functionals of Brownian excursions
Comptes Rendus de l'Académie des Sciences - Series I - Mathematics | 1999-04-26 | Paper |
Lévy processes in finance: A remedy to the non-stationarity of continuous martingales
Finance and Stochastics | 1999-04-08 | Paper |
scientific article; zbMATH DE number 1222789 (Why is no real title available?)
| 1999-02-14 | Paper |
scientific article; zbMATH DE number 1163909 (Why is no real title available?)
| 1999-02-02 | Paper |
scientific article; zbMATH DE number 1245556 (Why is no real title available?)
| 1999-01-26 | Paper |
Two chain-transformations and their applications to quantiles
Journal of Applied Probability | 1999-01-18 | Paper |
scientific article; zbMATH DE number 1210409 (Why is no real title available?)
| 1998-11-25 | Paper |
scientific article; zbMATH DE number 1210411 (Why is no real title available?)
| 1998-11-25 | Paper |
scientific article; zbMATH DE number 1225457 (Why is no real title available?)
| 1998-11-22 | Paper |
scientific article; zbMATH DE number 1210408 (Why is no real title available?)
| 1998-11-22 | Paper |
scientific article; zbMATH DE number 1225455 (Why is no real title available?)
| 1998-11-22 | Paper |
scientific article; zbMATH DE number 1163906 (Why is no real title available?)
| 1998-08-04 | Paper |
scientific article; zbMATH DE number 1047459 (Why is no real title available?)
| 1998-05-04 | Paper |
Some Brownian functionals and their laws
The Annals of Probability | 1998-04-20 | Paper |
scientific article; zbMATH DE number 1047476 (Why is no real title available?)
| 1998-04-20 | Paper |
Stochastic time changes in catastrophe option pricing
Insurance Mathematics \& Economics | 1998-03-17 | Paper |
Brownian Excursions and Parisian Barrier Options
Advances in Applied Probability | 1998-02-18 | Paper |
On Some Exponential‐Integral Functionals of Bessel Processes
Mathematical Finance | 1998-01-21 | Paper |
BESSEL PROCESSES, ASIAN OPTIONS, AND PERPETUITIES
Mathematical Finance | 1998-01-21 | Paper |
The two-parameter Poisson-Dirichlet distribution derived from a stable subordinator
The Annals of Probability | 1998-01-07 | Paper |
scientific article; zbMATH DE number 956704 (Why is no real title available?)
| 1997-12-07 | Paper |
The Feynman-Kac formula and decomposition of Brownian paths
Computational and Applied Mathematics | 1997-10-08 | Paper |
scientific article; zbMATH DE number 1047474 (Why is no real title available?)
| 1997-08-11 | Paper |
scientific article; zbMATH DE number 1047475 (Why is no real title available?)
| 1997-08-11 | Paper |
On an Identity in Law for the Variance of the Brownian Bridge
Bulletin of the London Mathematical Society | 1997-07-03 | Paper |
Some independence results related to the arc-sine law
Journal of Theoretical Probability | 1997-04-16 | Paper |
scientific article; zbMATH DE number 926744 (Why is no real title available?)
| 1997-04-09 | Paper |
scientific article; zbMATH DE number 994429 (Why is no real title available?)
| 1997-03-31 | Paper |
scientific article; zbMATH DE number 926740 (Why is no real title available?)
| 1997-03-03 | Paper |
Beta Variables as Times Spent in [0, ∞[ By Certain Perturbed Brownian Motions
Journal of the London Mathematical Society | 1996-12-12 | Paper |
scientific article; zbMATH DE number 936418 (Why is no real title available?)
| 1996-11-24 | Paper |
Random discrete distributions derived from self-similar random sets
Electronic Journal of Probability | 1996-11-13 | Paper |
scientific article; zbMATH DE number 503432 (Why is no real title available?)
| 1996-08-27 | Paper |
scientific article; zbMATH DE number 503143 (Why is no real title available?)
| 1996-08-27 | Paper |
A proof of Dassios' representation of the \(\alpha\)-quantile of Brownian motion with drift
The Annals of Applied Probability | 1996-08-14 | Paper |
Local times and almost sure convergence of semi-martingales
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 1996-04-01 | Paper |
Sur les fonctionnelles exponentielles de certains processus de lévy
Stochastics and Stochastic Reports | 1996-01-28 | Paper |
Symmetric stable processes, fubinfs theorem, and some extensions of the ciesielski-taylor identities in law
Stochastics and Stochastic Reports | 1996-01-25 | Paper |
The distribution of Brownian quantiles
Journal of Applied Probability | 1996-01-15 | Paper |
scientific article; zbMATH DE number 797360 (Why is no real title available?)
| 1995-11-26 | Paper |
Some extensions of the arc sine law as partial consequences of the scaling property of Brownian motion
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1995-03-12 | Paper |
scientific article; zbMATH DE number 503144 (Why is no real title available?)
| 1994-11-01 | Paper |
On symmetric stable random variables and matrix transposition
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 1994-10-10 | Paper |
scientific article; zbMATH DE number 635670 (Why is no real title available?)
| 1994-09-08 | Paper |
scientific article; zbMATH DE number 503145 (Why is no real title available?)
| 1994-09-08 | Paper |
Central limit theorem for the intersection of two independent Wiener sausages
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1994-07-14 | Paper |
scientific article; zbMATH DE number 503137 (Why is no real title available?)
| 1994-06-01 | Paper |
Inequalities for Non-Moderate Functions of a Pair of Stochastic Processes
Proceedings of the London Mathematical Society | 1994-05-25 | Paper |
From planar Brownian windings to Asian options
Insurance Mathematics \& Economics | 1994-04-26 | Paper |
On some examples of quadratic functionals of Brownian motion
Advances in Applied Probability | 1994-02-17 | Paper |
On an identity in law obtained by A. Földes and P. Révész
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 1993-11-22 | Paper |
scientific article; zbMATH DE number 232922 (Why is no real title available?)
| 1993-08-30 | Paper |
scientific article; zbMATH DE number 206027 (Why is no real title available?)
| 1993-06-20 | Paper |
scientific article; zbMATH DE number 140556 (Why is no real title available?)
| 1993-03-28 | Paper |
scientific article; zbMATH DE number 140554 (Why is no real title available?)
| 1993-03-28 | Paper |
scientific article; zbMATH DE number 140555 (Why is no real title available?)
| 1993-03-28 | Paper |
scientific article; zbMATH DE number 125754 (Why is no real title available?)
| 1993-02-21 | Paper |
Arcsine Laws and Interval Partitions Derived from a Stable Subordinator
Proceedings of the London Mathematical Society | 1993-02-18 | Paper |
scientific article; zbMATH DE number 48952 (Why is no real title available?)
| 1993-01-23 | Paper |
scientific article; zbMATH DE number 78445 (Why is no real title available?)
| 1992-12-10 | Paper |
On some exponential functionals of Brownian motion
Advances in Applied Probability | 1992-10-04 | Paper |
scientific article; zbMATH DE number 66581 (Why is no real title available?)
| 1992-09-27 | Paper |
scientific article; zbMATH DE number 64899 (Why is no real title available?)
| 1992-09-27 | Paper |
scientific article; zbMATH DE number 55167 (Why is no real title available?)
| 1992-09-26 | Paper |
Sur certaines fonctionnelles exponentielles du mouvement brownien réel
Journal of Applied Probability | 1992-08-13 | Paper |
Tsirel'son's equation in discrete time
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1992-06-28 | Paper |
Size-biased sampling of Poisson point processes and excursions
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1992-06-28 | Paper |
Fubini's theorem for double Wiener integrals and the variance of the Brownian path
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 1992-06-26 | Paper |
An explanation of the Ciesielski-Taylor theorem
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 1992-06-26 | Paper |
scientific article; zbMATH DE number 18224 (Why is no real title available?)
| 1992-06-26 | Paper |
scientific article; zbMATH DE number 19581 (Why is no real title available?)
| 1992-06-26 | Paper |
Etude asymptotique des nombres de tours de plusieurs mouvements browniens complexes corrélés
Random Walks, Brownian Motion, and Interacting Particle Systems | 1992-06-26 | Paper |
scientific article; zbMATH DE number 18206 (Why is no real title available?)
| 1992-06-26 | Paper |
scientific article; zbMATH DE number 18223 (Why is no real title available?)
| 1992-06-26 | Paper |
scientific article; zbMATH DE number 18222 (Why is no real title available?)
| 1992-06-26 | Paper |
Wiener Football
Theory of Probability & Its Applications | 1992-01-01 | Paper |
Tanaka formulae and renormalization for triple intersections of Brownian motion in the plane
The Annals of Probability | 1991-01-01 | Paper |
Enlacements du Mouvement Brownien Autour Des Courbes de L'Espace
Transactions of the American Mathematical Society | 1990-01-01 | Paper |
scientific article; zbMATH DE number 4147255 (Why is no real title available?)
| 1990-01-01 | Paper |
Brownian crossings between spheres
Journal of Mathematical Analysis and Applications | 1990-01-01 | Paper |
scientific article; zbMATH DE number 4192828 (Why is no real title available?)
| 1990-01-01 | Paper |
Further asymptotic laws of planar Brownian motion
The Annals of Probability | 1989-01-01 | Paper |
scientific article; zbMATH DE number 4086689 (Why is no real title available?)
| 1989-01-01 | Paper |
scientific article; zbMATH DE number 4143183 (Why is no real title available?)
| 1989-01-01 | Paper |
On stochastic areas and averages of planar Brownian motion
Journal of Physics A: Mathematical and General | 1989-01-01 | Paper |
scientific article; zbMATH DE number 4066081 (Why is no real title available?)
| 1988-01-01 | Paper |
scientific article; zbMATH DE number 4088668 (Why is no real title available?)
| 1988-01-01 | Paper |
scientific article; zbMATH DE number 4072078 (Why is no real title available?)
| 1988-01-01 | Paper |
scientific article; zbMATH DE number 4064201 (Why is no real title available?)
| 1988-01-01 | Paper |
scientific article; zbMATH DE number 4090510 (Why is no real title available?)
| 1988-01-01 | Paper |
scientific article; zbMATH DE number 4007398 (Why is no real title available?)
| 1987-01-01 | Paper |
scientific article; zbMATH DE number 4005284 (Why is no real title available?)
| 1987-01-01 | Paper |
Etude asymptotique des enlacements du mouvement Brownien autour des droites de l'espace
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1987-01-01 | Paper |
Variations sur une formule de Paul Lévy. (Variations on a formula of Paul Levý)
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 1987-01-01 | Paper |
scientific article; zbMATH DE number 4013672 (Why is no real title available?)
| 1987-01-01 | Paper |
scientific article; zbMATH DE number 4013670 (Why is no real title available?)
| 1987-01-01 | Paper |
scientific article; zbMATH DE number 4013693 (Why is no real title available?)
| 1987-01-01 | Paper |
scientific article; zbMATH DE number 4007397 (Why is no real title available?)
| 1987-01-01 | Paper |
scientific article; zbMATH DE number 3988405 (Why is no real title available?)
| 1986-01-01 | Paper |
Inequalities for a Pair of Processes Stopped at a Random Time
Proceedings of the London Mathematical Society | 1986-01-01 | Paper |
Level crossings of a Cauchy process
The Annals of Probability | 1986-01-01 | Paper |
Asymptotic laws of planar Brownian motion
The Annals of Probability | 1986-01-01 | Paper |
scientific article; zbMATH DE number 3947360 (Why is no real title available?)
| 1986-01-01 | Paper |
scientific article; zbMATH DE number 4003199 (Why is no real title available?)
| 1986-01-01 | Paper |
Étude asymptotique de certains mouvements browniens complexes avec drift
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1986-01-01 | Paper |
scientific article; zbMATH DE number 3988404 (Why is no real title available?)
| 1986-01-01 | Paper |
A propos de l'inverse du mouvement brownien
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 1985-01-01 | Paper |
scientific article; zbMATH DE number 3897969 (Why is no real title available?)
| 1985-01-01 | Paper |
scientific article; zbMATH DE number 3909479 (Why is no real title available?)
| 1985-01-01 | Paper |
scientific article; zbMATH DE number 3934162 (Why is no real title available?)
| 1985-01-01 | Paper |
scientific article; zbMATH DE number 3907488 (Why is no real title available?)
| 1985-01-01 | Paper |
scientific article; zbMATH DE number 3934165 (Why is no real title available?)
| 1985-01-01 | Paper |
scientific article; zbMATH DE number 3907487 (Why is no real title available?)
| 1985-01-01 | Paper |
scientific article; zbMATH DE number 3921633 (Why is no real title available?)
| 1985-01-01 | Paper |
scientific article; zbMATH DE number 3897941 (Why is no real title available?)
| 1985-01-01 | Paper |
The asymptotic joint distribution of windings of planar Brownian motion
Bulletin of the American Mathematical Society | 1984-01-01 | Paper |
scientific article; zbMATH DE number 3965142 (Why is no real title available?)
| 1984-01-01 | Paper |
scientific article; zbMATH DE number 3917343 (Why is no real title available?)
| 1984-01-01 | Paper |
scientific article; zbMATH DE number 3812663 (Why is no real title available?)
| 1983-01-01 | Paper |
An inequality for processes which satisfy Kolmogorov's continuity criterion. Application to continuous martingales
Journal of Functional Analysis | 1983-01-01 | Paper |
scientific article; zbMATH DE number 3844774 (Why is no real title available?)
| 1983-01-01 | Paper |
A decomposition of Bessel Bridges
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1982-01-01 | Paper |
scientific article; zbMATH DE number 3753784 (Why is no real title available?)
| 1982-01-01 | Paper |
scientific article; zbMATH DE number 3787801 (Why is no real title available?)
| 1982-01-01 | Paper |
On D. Williams' “Pinching Method” and Some Applications
Journal of the London Mathematical Society | 1982-01-01 | Paper |
scientific article; zbMATH DE number 3828987 (Why is no real title available?)
| 1982-01-01 | Paper |
scientific article; zbMATH DE number 3780340 (Why is no real title available?)
| 1982-01-01 | Paper |
Semi-martingale inequalities via the Garsia-Rodemich-Rumsey lemma, and applications to local times
Journal of Functional Analysis | 1982-01-01 | Paper |
scientific article; zbMATH DE number 3762965 (Why is no real title available?)
| 1982-01-01 | Paper |
scientific article; zbMATH DE number 3768712 (Why is no real title available?)
| 1982-01-01 | Paper |
scientific article; zbMATH DE number 3784037 (Why is no real title available?)
| 1982-01-01 | Paper |
Ecole d'ete de probabilités de Saint-Flour IX-1979. Ed. par P. L. Hennequin
Lecture Notes in Mathematics | 1981-01-01 | Paper |
(Semi-) martingale inequalities and local times
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1981-01-01 | Paper |
scientific article; zbMATH DE number 3714677 (Why is no real title available?)
| 1981-01-01 | Paper |
scientific article; zbMATH DE number 3748150 (Why is no real title available?)
| 1981-01-01 | Paper |
scientific article; zbMATH DE number 3723642 (Why is no real title available?)
| 1981-01-01 | Paper |
scientific article; zbMATH DE number 3736754 (Why is no real title available?)
| 1981-01-01 | Paper |
scientific article; zbMATH DE number 3721824 (Why is no real title available?)
| 1981-01-01 | Paper |
scientific article; zbMATH DE number 3714686 (Why is no real title available?)
| 1981-01-01 | Paper |
scientific article; zbMATH DE number 3744219 (Why is no real title available?)
| 1981-01-01 | Paper |
scientific article; zbMATH DE number 3690384 (Why is no real title available?)
| 1980-01-01 | Paper |
scientific article; zbMATH DE number 3673298 (Why is no real title available?)
| 1980-01-01 | Paper |
scientific article; zbMATH DE number 3673297 (Why is no real title available?)
| 1980-01-01 | Paper |
Loi de l'indice du lacet Brownien, et distribution de Hartman-Watson
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1980-01-01 | Paper |
scientific article; zbMATH DE number 3664116 (Why is no real title available?)
| 1980-01-01 | Paper |
On extremal solutions of martingale problems
Annales Scientifiques de l?tcole Normale Sup�rieure | 1980-01-01 | Paper |
scientific article; zbMATH DE number 3669548 (Why is no real title available?)
| 1980-01-01 | Paper |
scientific article; zbMATH DE number 3665907 (Why is no real title available?)
| 1980-01-01 | Paper |
scientific article; zbMATH DE number 3684649 (Why is no real title available?)
| 1980-01-01 | Paper |
scientific article; zbMATH DE number 3644255 (Why is no real title available?)
| 1979-01-01 | Paper |
scientific article; zbMATH DE number 3646054 (Why is no real title available?)
| 1979-01-01 | Paper |
scientific article; zbMATH DE number 3644254 (Why is no real title available?)
| 1979-01-01 | Paper |
Les inegalites de sous-martingales, comme consequences de la relation de domination
Stochastics | 1979-01-01 | Paper |
scientific article; zbMATH DE number 3637034 (Why is no real title available?)
| 1979-01-01 | Paper |
scientific article; zbMATH DE number 3653255 (Why is no real title available?)
| 1979-01-01 | Paper |
Sur l'etude des martingales continues extrêmales
Stochastics | 1979-01-01 | Paper |
scientific article; zbMATH DE number 3651502 (Why is no real title available?)
| 1979-01-01 | Paper |
scientific article; zbMATH DE number 3686496 (Why is no real title available?)
| 1979-01-01 | Paper |
scientific article; zbMATH DE number 3694280 (Why is no real title available?)
| 1979-01-01 | Paper |
scientific article; zbMATH DE number 3653237 (Why is no real title available?)
| 1979-01-01 | Paper |
scientific article; zbMATH DE number 3656883 (Why is no real title available?)
| 1979-01-01 | Paper |
scientific article; zbMATH DE number 3664115 (Why is no real title available?)
| 1979-01-01 | Paper |
scientific article; zbMATH DE number 3665906 (Why is no real title available?)
| 1979-01-01 | Paper |
Nouveaux résultats sur le grossissement des tribus
Annales Scientifiques de l?tcole Normale Sup�rieure | 1978-01-01 | Paper |
scientific article; zbMATH DE number 3638887 (Why is no real title available?)
| 1978-01-01 | Paper |
scientific article; zbMATH DE number 3605702 (Why is no real title available?)
| 1978-01-01 | Paper |
Champs markoviens et mesures de Gibbs sur ${R}$
Annales Scientifiques de l?tcole Normale Sup�rieure | 1978-01-01 | Paper |
scientific article; zbMATH DE number 3607266 (Why is no real title available?)
| 1978-01-01 | Paper |
[https://portal.mardi4nfdi.de/wiki/Publication:4170005 Calcul stochastique d�pendant d'un param�tre]
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1978-01-01 | Paper |
scientific article; zbMATH DE number 3608869 (Why is no real title available?)
| 1978-01-01 | Paper |
scientific article; zbMATH DE number 3638888 (Why is no real title available?)
| 1978-01-01 | Paper |
Changes of filtrations and of probability measures
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1978-01-01 | Paper |
scientific article; zbMATH DE number 3607267 (Why is no real title available?)
| 1978-01-01 | Paper |
scientific article; zbMATH DE number 3594379 (Why is no real title available?)
| 1978-01-01 | Paper |
scientific article; zbMATH DE number 3602414 (Why is no real title available?)
| 1978-01-01 | Paper |
scientific article; zbMATH DE number 3622681 (Why is no real title available?)
| 1978-01-01 | Paper |
scientific article; zbMATH DE number 3572967 (Why is no real title available?)
| 1977-01-01 | Paper |
scientific article; zbMATH DE number 3605664 (Why is no real title available?)
| 1977-01-01 | Paper |
Formule de Cauchy relative à certains lacets browniens
Bulletin de la Société mathématique de France | 1977-01-01 | Paper |
scientific article; zbMATH DE number 3560422 (Why is no real title available?)
| 1977-01-01 | Paper |
scientific article; zbMATH DE number 3572972 (Why is no real title available?)
| 1977-01-01 | Paper |
scientific article; zbMATH DE number 3572984 (Why is no real title available?)
| 1977-01-01 | Paper |
[https://portal.mardi4nfdi.de/wiki/Publication:4115871 �tude des solutions extr�males et repr�sentation int�grale des solutions pour certains probl�mes de martingales]
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1977-01-01 | Paper |
scientific article; zbMATH DE number 3566954 (Why is no real title available?)
| 1977-01-01 | Paper |
scientific article; zbMATH DE number 3581356 (Why is no real title available?)
| 1977-01-01 | Paper |
Représentation intégrale de certaines mesures quasi-invariantes sur \(C(\mathbb{R})\). Mesures extrémales et propriété de Markov. (Intégral représentation of certain quasi invariant measures of \(C(\mathbb{R})\). Extremal measures and Markov property)
Annales de l’institut Fourier | 1976-01-01 | Paper |
scientific article; zbMATH DE number 3610547 (Why is no real title available?)
| 1976-01-01 | Paper |
[https://portal.mardi4nfdi.de/wiki/Publication:4076586 Repr�sentation des martingales de carr� integrable relative aux processus de Wiener et de Poisson � n param�tres]
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1976-01-01 | Paper |
scientific article; zbMATH DE number 3530721 (Why is no real title available?)
| 1976-01-01 | Paper |
scientific article; zbMATH DE number 3519653 (Why is no real title available?)
| 1976-01-01 | Paper |
scientific article; zbMATH DE number 3516391 (Why is no real title available?)
| 1976-01-01 | Paper |
Une remarque sur les formes de dirichlet et les semi-martingales
Lecture Notes in Mathematics | 1976-01-01 | Paper |
scientific article; zbMATH DE number 3596016 (Why is no real title available?)
| 1975-01-01 | Paper |
scientific article; zbMATH DE number 3495466 (Why is no real title available?)
| 1975-01-01 | Paper |
scientific article; zbMATH DE number 3684622 (Why is no real title available?)
| 1975-01-01 | Paper |
scientific article; zbMATH DE number 3519658 (Why is no real title available?)
| 1975-01-01 | Paper |
scientific article; zbMATH DE number 3524535 (Why is no real title available?)
| 1975-01-01 | Paper |
scientific article; zbMATH DE number 3441409 (Why is no real title available?)
| 1974-01-01 | Paper |
scientific article; zbMATH DE number 3462911 (Why is no real title available?)
| 1974-01-01 | Paper |
scientific article; zbMATH DE number 3421706 (Why is no real title available?)
| 1973-01-01 | Paper |
