scientific article; zbMATH DE number 4005284

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A remark on the Itô formula
Stable limit theorems for additive functionals of one-dimensional diffusion processes
Fractional diffusion limit for a kinetic Fokker-Planck equation with diffusive boundary conditions in the half-line
On some properties of the fractional derivative of the Brownian local time
scientific article; zbMATH DE number 7136689 (Why is no real title available?)
Some comments on the paper “brownian bridge asymptotics for random mappings”
Harmonic extension technique for non-symmetric operators with completely monotone kernels
Series Expansions and Direct Inversion for the Heston Model
Windings of planar processes, exponential functionals and Asian options
On the distribution of ranked heights of excursions of a Brownian bridge.
Reflecting a Langevin process at an absorbing boundary
Generalized covariances of multi-dimensional Brownian excursion local times.
Probability laws related to the Jacobi theta and Riemann zeta functions, and Brownian excur\-sions
Infinitely divisible Wald's couples. Examples linked with the Euler gamma and the Riemann zeta functions.
Itô's excursion theory and its applications
The maximum of the local time of a diffusion process in a drifted Brownian potential
Integral representations of certain measures in the one-dimensional diffusions excursion theory
Plane Brownian motion in a region with holes
Random Brownian scaling identities and splicing of Bessel processes
Some Brownian functionals and their laws
The fractional derivative for fractional Brownian local time with Hurst index large than 1/2
Formation of large-scale random structure by competitive erosion
Asymptotic properties for Cauchy's principal values of Brownian and random walk local time
Time change approach to generalized excursion measures, and its application to limit theorems
A remarkable \(\sigma \)-finite measure on \(\mathcal C(\mathbb{R}_+,\mathbb{R})\) related to many Brownian penalisations
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 \(\mathbf n_{(-)}\)
Hybrid Atlas models
On exact simulation algorithms for some distributions related to Jacobi theta functions
`True' self-avoiding walks with generalized bond repulsion on \(\mathbb{Z}\)
An explicit Skorokhod embedding for the age of Brownian excursions and Azéma martingale.
Chung's law for homogeneous Brownian functionals
Time-changed local martingales under signed measures
Un théorème de Ray-Knight lié au supremum des temps locaux browniens. (A Ray-Knight theorem related to suprema of Brownian local times)
Boundary traces of shift-invariant diffusions in half-plane
Integrability properties and limit theorems for the exit time from a cone of planar Brownian motion
On the distribution of Brownian areas
An explicit solution to the Skorokhod embedding problem for functionals of excursions of Markov processes
On certain functionals of the maximum of Brownian motion and their applications
Itô's excursion theory and random trees
Iterated foldings of discrete spaces and their limits: candidates for the role of Brownian map in higher dimensions
One dimensional critical kinetic Fokker-Planck equations, Bessel and stable processes
scientific article; zbMATH DE number 3934165 (Why is no real title available?)
Excursions of a \(BES_ o(d)\) and its drift term \((0<d<1)\)
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)
Stochastic Airy semigroup through tridiagonal matrices
scientific article; zbMATH DE number 956712 (Why is no real title available?)
Regularity of the Cauchy principal value of the local times of some Lévy processes
Stochastic integral equations for Walsh semimartingales
Plane wave decomposition of even-dimensional Brownian local times
A parallel between Brownian bridges and gamma bridges
Mouvement brownien, cônes et processus stables. (Brownian motion, cones and stable processes)
On positive and negative moments of the integral of geometric Brownian motions
Weak convergence of \(h\)-transforms for one-dimensional diffusions
Bougerol's identity in law and extensions
A stochastically quasi-optimal search algorithm for the maximum of the simple random walk
Lamperti-type laws
The SDE solved by local times of a Brownian excursion or bridge derived from the height profile of a random tree or forest
An interpretation and some generalizations of the Anderson-Darling statistics in terms of squared Bessel bridges
Annealed tail estimates for a Brownian motion in a drifted Brownian potential
Rates of convergence of diffusions with drifted Brownian potentials
An integral functional driven by fractional Brownian motion
Pricing path-dependent options in a Black-Scholes market from the distribution of homogeneous Brownian functionals
Some explicit Krein representations of certain subordinators, including the gamma process
On hitting times of affine boundaries by reflecting Brownian motion and Bessel processes
Limiting laws associated with Brownian motion perturbated by normalized exponential weights

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