Pierre Vallois

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Person:188431

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zbMath Open vallois.pierreMaRDI QIDQ188431

List of research outcomes

PublicationDate of PublicationType
Probabilistic cellular automata modelling of intercellular interactions in airways: complex pattern formation in patients with chronic obstructive pulmonary disease2023-07-14Paper
Asymptotic error distribution for the Riemann approximation of integrals driven by fractional Brownian motion2022-10-13Paper
Randomness and fractional stable distributions2022-07-05Paper
Fractional randomness and the Brownian bridge2022-06-28Paper
On a first hit distribution of the running maximum of Brownian motion2022-06-20Paper
Choquet integral with stochastic entries2021-08-23Paper
Fractional extreme distributions2021-05-04Paper
Discriminant analyses of peanut allergy severity scores2020-09-30Paper
On the maximum increase and decrease of one-dimensional diffusions2020-09-02Paper
Asymptotic error distribution for the Riemann approximation of integrals driven by fractional Brownian motion2020-05-06Paper
Implied fractional hazard rates and default risk distributions2020-02-17Paper
Solvency need resulting from reserving risk in a ORSA context2019-12-19Paper
Probability density function of the local score position2019-09-19Paper
Fractional randomness2018-11-13Paper
Multinomial model-based formulations of TCP and NTCP for radiotherapy treatment planning2018-09-21Paper
A branching process model of heterogeneous DNA damages caused by radiotherapy in \textit{in vitro} cell cultures2018-01-23Paper
https://portal.mardi4nfdi.de/entity/Q52716262017-07-11Paper
Identification of pharmacokinetics models in the presence of timing noise2017-04-19Paper
https://portal.mardi4nfdi.de/entity/Q28222342016-09-27Paper
On Kummer's distribution of type two and a generalized beta distribution2016-09-13Paper
Tumor growth modeling based on cell and tumor lifespans2016-06-09Paper
https://portal.mardi4nfdi.de/entity/Q34634902016-01-18Paper
Provisioning against borrowers default risk2016-01-05Paper
Probability that the maximum of the reflected Brownian motion over a finite interval \([0,t\) is achieved by its last zero before \(t\).]2015-12-01Paper
Probabilités et biologie2015-11-17Paper
Elements related to the largest complete excursion of a reflected BM stopped at a fixed time. Application to local score2014-10-06Paper
An Extension of the Target Theory in Biology Applied to System Reliability2014-06-20Paper
Persistent random walks, variable length Markov chains and piecewise deterministic Markov processes2013-11-11Paper
https://portal.mardi4nfdi.de/entity/Q48987432013-01-02Paper
Which distributions have the Matsumoto-Yor property?2012-06-22Paper
Independence properties of the Matsumoto-Yor type2012-03-29Paper
Convergence at First and Second Order of Some Approximations of Stochastic Integrals2011-03-30Paper
https://portal.mardi4nfdi.de/entity/Q30778172011-02-22Paper
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 − α ), 0 < α < 12010-08-13Paper
FROM PERSISTENT RANDOM WALK TO THE TELEGRAPH NOISE2010-07-20Paper
https://portal.mardi4nfdi.de/entity/Q35630362010-05-28Paper
Penalisations of multidimensional Brownian motion, VI2010-01-21Paper
On subexponentiality of the Lévy measure of the inverse local time; with applications to penalizations2009-11-20Paper
On maximum increase and decrease of Brownian motion2009-09-17Paper
Brownian penalisations related to excursion lengths. VII2009-08-24Paper
A claims persistence process and insurance2009-06-10Paper
Some penalisations of the Wiener measure2009-02-06Paper
On the excursion theory for linear diffusions2009-02-06Paper
Penalizing a BES ( d ) process (0 < d < 2) with a function of its local time, V2009-01-20Paper
Approximation via regularization of the local time of semimartingales and Brownian motion2008-11-14Paper
Some extensions of Pitman and Ray-Knight theorems for penalized Brownian motions and their local times, IV2008-10-22Paper
Asymptotic behavior of the hitting time, overshoot and undershoot for some Lévy processes2007-11-30Paper
Elements of Stochastic Calculus via Regularization2007-10-31Paper
The laws of Brownian local time integrals2007-09-19Paper
Some Brownian local time approximations.2007-08-10Paper
https://portal.mardi4nfdi.de/entity/Q52942682007-07-24Paper
Limiting laws associated with Brownian motion perturbed by normalized exponential weights, I2007-01-08Paper
Limiting laws associated with Brownian motion perturbed by its maximum, minimum and local time, II2007-01-08Paper
Range of Brownian motion with drift2006-10-31Paper
Asymptotics for the distribution of lengths of excursions of a \(d\)-dimensional Bessel process \((0 < d < 2)\)2006-09-28Paper
Run length statistics and the Hurst exponent in random and birth-death random walks.2006-02-17Paper
Limiting laws for long Brownian bridges perturbed by their one-sided maximum. III2006-01-26Paper
On first range times of linear diffusions2005-12-14Paper
Asymptotic behavior of the local score of independent and identically distributed random sequences.2005-11-29Paper
\(m\)-order integrals and generalized Itô's formula; the case of a fractional Brownian motion with any Hurst index2005-08-05Paper
Statistical and renewal results for the random sequential adsorption model applied to a unidirectional multicracking problem2005-08-05Paper
Approximation of the distribution of the supremum of a centered random walk. Application to the local score2004-08-10Paper
Generalized covariations, local time and Stratonovich Itô's formula for fractional Brownian motion with Hurst index \(H\geq\frac 1 4\).2004-07-01Paper
Limiting laws associated with Brownian motion perturbated by normalized exponential weights2004-01-28Paper
Statistical Analysis of Unidirectional Multicracking of Coatings by a Two-Dimensional Poisson Point Process2003-10-27Paper
A solution to Skorokhod's embedding for linear Brownian motion and its local time2003-10-20Paper
Branching process associated with 2D-Navier-Stokes equation2002-10-29Paper
A generalized class of Lyons-Zheng processes2002-06-30Paper
Itô's formula for \(C^{1,\lambda}\)-functions of a càdlàg process and related calculus2002-06-27Paper
Sur l'indépendance d'un temps d'arrêt T et de la position BT d'un mouvement brownien2002-05-20Paper
On independent times and positions for Brownian motions.2002-01-01Paper
The range inter-event process in a symmetric birth-death random walk2001-12-12Paper
https://portal.mardi4nfdi.de/entity/Q27155742001-07-26Paper
https://portal.mardi4nfdi.de/entity/Q42636062000-09-24Paper
Stochastic calculus with respect to continuous finite quadratic variation processes2000-09-14Paper
Abel transform and integrals of Bessel local times2000-06-07Paper
Product of two multiple stochastic integrals with respect to a normal martingale2000-03-01Paper
Nonlinear self-stabilizing processes. I: Existence, invariant probability, propagation of chaos1999-11-18Paper
Nonlinear self-stabilizing processes. II: Convergence to invariant probability1999-11-18Paper
Range reliability in random walks1998-08-31Paper
https://portal.mardi4nfdi.de/entity/Q43519071998-08-09Paper
Level crossing times for certain processes without positive jumps1998-03-16Paper
The range of a simple random walk on ℤ1997-07-20Paper
https://portal.mardi4nfdi.de/entity/Q47182601997-07-07Paper
Asymptotic estimates of solutions of \(u_ t - \frac12\Delta u =-|\nabla u|\) in \(\mathbb{R}_ + \times \mathbb{R}^ d,\quad d\geq 2\)1997-06-24Paper
https://portal.mardi4nfdi.de/entity/Q48960001996-12-16Paper
The generalized covariation process and Itô formula1996-06-30Paper
Ito formula for \(C^ 1\)-functions of semimartingales1996-05-27Paper
https://portal.mardi4nfdi.de/entity/Q48625701996-02-08Paper
https://portal.mardi4nfdi.de/entity/Q48395121995-12-12Paper
Moments of an amplitude process in a random walk and approximations : computations and applications1995-11-26Paper
Decomposing the Brownian path via the range process1995-08-31Paper
https://portal.mardi4nfdi.de/entity/Q48408011995-08-01Paper
Instability of certain nonlinear stochastic differential equations1995-07-12Paper
https://portal.mardi4nfdi.de/entity/Q43118271995-03-28Paper
Diffusion arrêtée au premier instant où l'amplitude atteint un niveau donné1995-03-15Paper
Sur La Loi Du Maximum Et Du Temps Local D'Une Martingale Continue Uniformement Integrable1994-10-09Paper
Forward, backward and symmetric stochastic integration1994-07-14Paper
https://portal.mardi4nfdi.de/entity/Q42724991994-04-17Paper
https://portal.mardi4nfdi.de/entity/Q40289851993-03-28Paper
Some inequalities with local times in zero of a Brownian motion1993-01-16Paper
Sur la loi conjointe du maximum et de l'inverse du temps local du mouvement brownien: application a un theoreme de knight1992-06-25Paper
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)1991-01-01Paper
https://portal.mardi4nfdi.de/entity/Q32106421991-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33497231991-01-01Paper
Sur le passage de certaines marches aléatoires planes au-dessus d'une hyperbole équilatère. (On the crossing of certain planar random walks over an equilateral hyperbola)1989-01-01Paper
https://portal.mardi4nfdi.de/entity/Q47254491986-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36571661983-01-01Paper

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