The following pages link to Pierre Vallois (Q188431):
Displaying 50 items.
- (Q241331) (redirect page) (← links)
- Tumor growth modeling based on cell and tumor lifespans (Q293792) (← links)
- (Q312085) (redirect page) (← links)
- On Kummer's distribution of type two and a generalized beta distribution (Q312086) (← links)
- (Q408090) (redirect page) (← links)
- Independence properties of the Matsumoto-Yor type (Q408091) (← links)
- Which distributions have the Matsumoto-Yor property? (Q428687) (← links)
- (Q522722) (redirect page) (← links)
- Identification of pharmacokinetics models in the presence of timing noise (Q522724) (← links)
- (Q588060) (redirect page) (← links)
- Approximation of the distribution of the supremum of a centered random walk. Application to the local score (Q596509) (← links)
- Asymptotic estimates of solutions of \(u_ t - \frac12\Delta u =-|\nabla u|\) in \(\mathbb{R}_ + \times \mathbb{R}^ d,\quad d\geq 2\) (Q676192) (← links)
- Poincaré's inequalities and Talagrand's concentration phenomenon for the exponential distribution (Q679155) (← links)
- A branching process model of heterogeneous DNA damages caused by radiotherapy in \textit{in vitro} cell cultures (Q680441) (← links)
- Elements related to the largest complete excursion of a reflected BM stopped at a fixed time. Application to local score (Q744244) (← links)
- 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) (Q756864) (← links)
- Run length statistics and the Hurst exponent in random and birth-death random walks. (Q815583) (← links)
- Brownian penalisations related to excursion lengths. VII (Q838322) (← links)
- On maximum increase and decrease of Brownian motion (Q841505) (← links)
- Probability that the maximum of the reflected Brownian motion over a finite interval \([0,t]\) is achieved by its last zero before \(t\). (Q894488) (← links)
- Provisioning against borrowers default risk (Q903327) (← links)
- 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) (Q914259) (← links)
- Approximation via regularization of the local time of semimartingales and Brownian motion (Q952741) (← links)
- Some Brownian local time approximations. (Q997987) (← links)
- Some penalisations of the Wiener measure (Q1000318) (← links)
- On the excursion theory for linear diffusions (Q1000331) (← links)
- A claims persistence process and insurance (Q1023097) (← links)
- On subexponentiality of the Lévy measure of the inverse local time; with applications to penalizations (Q1039172) (← links)
- Some inequalities with local times in zero of a Brownian motion (Q1198557) (← links)
- Abel transform and integrals of Bessel local times (Q1304924) (← links)
- \(L_ p\) inequalities for the product of the suprema of several martingales stopped at random times. Weighted norm inequalities (Q1322919) (← links)
- Forward, backward and symmetric stochastic integration (Q1326273) (← links)
- On the filtration of historical Brownian motion (Q1345600) (← links)
- A characterization of stopping times (Q1345612) (← links)
- Decomposing the Brownian path via the range process (Q1346156) (← links)
- (Q1356337) (redirect page) (← links)
- Isoperimetric constants for product probability measures (Q1356338) (← links)
- Range reliability in random walks (Q1361028) (← links)
- Level crossing times for certain processes without positive jumps (Q1365485) (← links)
- On independent times and positions for Brownian motions. (Q1394485) (← links)
- Limiting laws associated with Brownian motion perturbated by normalized exponential weights (Q1420159) (← links)
- Generalized covariations, local time and Stratonovich Itô's formula for fractional Brownian motion with Hurst index \(H\geq\frac 1 4\). (Q1433879) (← links)
- Itô's formula for \(C^{1,\lambda}\)-functions of a càdlàg process and related calculus (Q1601803) (← links)
- Fractional randomness (Q1619960) (← links)
- Multinomial model-based formulations of TCP and NTCP for radiotherapy treatment planning (Q1783481) (← links)
- Nonlinear self-stabilizing processes. I: Existence, invariant probability, propagation of chaos (Q1805765) (← links)
- Nonlinear self-stabilizing processes. II: Convergence to invariant probability (Q1805766) (← links)
- Instability of certain nonlinear stochastic differential equations (Q1893841) (← links)
- Stable processes with sample paths in Orlicz spaces (Q1904487) (← links)
- The generalized covariation process and Itô formula (Q1904537) (← links)
