scientific article; zbMATH DE number 4088668
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Publication:3816802
zbMATH Open0665.60081MaRDI QIDQ3816802FDOQ3816802
Authors: Philippe Biane, Marc Yor 
Publication date: 1988
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- A decomposition of the Brownian path
- An explicit Skorokhod embedding for the age of Brownian excursions and Azéma martingale.
- Some results on the Brownian meander with drift
- Mean curvature and the heat equation
- Dynkin's isomorphism theorem and the Ray-Knight theorems
- Range and critical generations of a random walk on Galton-Watson trees
- Decomposing the Brownian path via the range process
- Time and place of the maximum for one-dimensional diffusion bridges and meanders
- Density factorizations for brownian motion, meander and the three-dimensional bessel process, and applications
- The argmin process of random walks, Brownian motion and Lévy processes
- Scaled penalization of Brownian motion with drift and the Brownian ascent
- Analysis of continuous strict local martingales via \(h\)-transforms
- Random scaling and sampling of Brownian motion
- A stochastically quasi-optimal search algorithm for the maximum of the simple random walk
- Path decompositions of a Brownian bridge related to the ratio of its maximum and amplitude
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