| Publication | Date of Publication | Type |
|---|
Absolute continuity of diffusion bridges
Sankhyā. Series B | 2021-05-03 | Paper |
On Drifting Brownian Motion Made Periodic
Séminaire de Probabilités XLIX | 2020-10-20 | Paper |
| Brownian representation of a Floquet basis | 2020-03-06 | Paper |
Asymptotics for diffusion first-passage laws
Bernoulli | 2010-11-15 | Paper |
Hitting law asymptotics for a fluctuating Brownian functional
Osaka Journal of Mathematics | 2008-08-11 | Paper |
An asymptotic estimate for Brownian motion with drift
Statistics & Probability Letters | 2006-06-30 | Paper |
| scientific article; zbMATH DE number 1210416 (Why is no real title available?) | 1998-11-25 | Paper |
| scientific article; zbMATH DE number 1210416 (Why is no real title available?) | 1998-11-25 | Paper |
| scientific article; zbMATH DE number 140553 (Why is no real title available?) | 1993-03-28 | Paper |
| scientific article; zbMATH DE number 140553 (Why is no real title available?) | 1993-03-28 | Paper |
| scientific article; zbMATH DE number 125756 (Why is no real title available?) | 1993-02-21 | Paper |
Jacobi elliptic functions and change of variable in a convolution
Aequationes Mathematicae | 1990-01-01 | Paper |
Wiener-Hopf factorisation of Brownian motion
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1989-01-01 | Paper |
Some eigenvalue identities for Brownian motion
Mathematical Proceedings of the Cambridge Philosophical Society | 1989-01-01 | Paper |
Factorising Brownian motion at two boundaries; an example
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 1989-01-01 | Paper |
Factorising Brownian motion at two boundaries; an example
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 1989-01-01 | Paper |
| scientific article; zbMATH DE number 4056723 (Why is no real title available?) | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 3971852 (Why is no real title available?) | 1986-01-01 | Paper |
| scientific article; zbMATH DE number 4034785 (Why is no real title available?) | 1986-01-01 | Paper |
| scientific article; zbMATH DE number 4034785 (Why is no real title available?) | 1986-01-01 | Paper |
| scientific article; zbMATH DE number 4003202 (Why is no real title available?) | 1986-01-01 | Paper |
A martingale characterisation of the Brownian excursion compensator
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1986-01-01 | Paper |
| scientific article; zbMATH DE number 3888658 (Why is no real title available?) | 1984-01-01 | Paper |
| scientific article; zbMATH DE number 3897970 (Why is no real title available?) | 1984-01-01 | Paper |
Calculation of some conditional excursion formulae
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1982-01-01 | Paper |
Markov properties of diffusion local time: a martingale approach
Advances in Applied Probability | 1982-01-01 | Paper |
Brownian motion in hyperspherical co-ordinates
Stochastics | 1981-01-01 | Paper |
| scientific article; zbMATH DE number 3670750 (Why is no real title available?) | 1980-01-01 | Paper |
Vector Measures and Convergence Theorems
Journal of the London Mathematical Society | 1976-01-01 | Paper |
| scientific article; zbMATH DE number 3463916 (Why is no real title available?) | 1975-01-01 | Paper |
COMPARISONS OF VECTOR INTEGRALS
The Quarterly Journal of Mathematics | 1975-01-01 | Paper |
An Extension of a Concept of Henstock
Journal of the London Mathematical Society | 1974-01-01 | Paper |
