The following pages link to Bernard Roynette (Q210677):
Displaying 50 items.
- Peacocks and associated martingales, with explicit constructions (Q538823) (← links)
- Unifying constructions of martingales associated with processes increasing in the convex order, via Lévy and Sato sheets (Q607068) (← links)
- (Q676191) (redirect page) (← 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)
- From an Itô type calculus for Gaussian processes to integrals of log-normal processes increasing in the convex order (Q719087) (← links)
- Brownian penalisations related to excursion lengths. VII (Q838322) (← links)
- Generalized gamma convolutions, Dirichlet means, Thorin measures, with explicit examples (Q980777) (← links)
- Ten penalisation results of Brownian motion involving its one-sided supremum until first and last passage times. VIII (Q999861) (← links)
- Some penalisations of the Wiener measure (Q1000318) (← links)
- Unifying Black-Scholes type formulae which involve Brownian last passage times up to a finite horizon (Q1020596) (← links)
- A global view of Brownian penalisations (Q1029294) (← links)
- Some exact equivalents for Brownian motion in Hölder norm (Q1203925) (← links)
- Marches aléatoires sur les groupes de Lie (Q1242383) (← links)
- Abel transform and integrals of Bessel local times (Q1304924) (← links)
- A Schilder theorem for non-regular Brownian functionals (Q1322923) (← links)
- On independent times and positions for Brownian motions. (Q1394485) (← links)
- On long time almost sure asymptotics of renormalized branching diffusion processes. (Q1413100) (← links)
- Limiting laws associated with Brownian motion perturbated by normalized exponential weights (Q1420159) (← links)
- Convergence rate of some semi-groups to their invariant probability (Q1593600) (← links)
- Independence of time and position for a random walk (Q1772123) (← links)
- Some remarks on ultracontractivity (Q1803343) (← 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)
- Boundedness and convergence of some self-attracting diffusions (Q1865693) (← links)
- Study of a Brownian impulse. (Q1884827) (← links)
- Instability of certain nonlinear stochastic differential equations (Q1893841) (← links)
- Study of a functional linked to Bessel bridge (Q1908230) (← links)
- Applying Itō's motto: ``Look at the infinite dimensional picture'' by constructing sheets to obtain processes increasing in the convex order (Q1945283) (← links)
- The laws of Brownian local time integrals (Q2381872) (← links)
- A remarkable \(\sigma \)-finite measure on \(\mathcal C(\mathbb{R}_+,\mathbb{R})\) related to many Brownian penalisations (Q2462303) (← links)
- Infinitely divisible Wald's couples. Examples linked with the Euler gamma and the Riemann zeta functions. (Q2485446) (← links)
- Asymptotics for the distribution of lengths of excursions of a \(d\)-dimensional Bessel process \((0 < d < 2)\) (Q2506467) (← links)
- Penalising Brownian paths. Dedicated to Frank Knight (1933-2007). (Q2518248) (← links)
- Limiting laws for long Brownian bridges perturbed by their one-sided maximum. III (Q2568555) (← links)
- On long time behavior of some coagulation processes. (Q2574631) (← links)
- Option prices as probabilities. A new look at generalized Black-Scholes formulae (Q2654811) (← links)
- Sur l'indépendance d'un temps d'arrêt T et de la position BT d'un mouvement brownien (Q2778350) (← links)
- On Peacocks: A General Introduction to Two Articles (Q2908746) (← links)
- Some Examples of Peacocks in a Markovian Set-Up (Q2908747) (← links)
- Peacocks Obtained by Normalisation: Strong and Very Strong Peacocks (Q2908748) (← links)
- (Q3077817) (← links)
- Local limit theorems for Brownian additive functionals and penalisation of Brownian paths, IX (Q3085570) (← links)
- Constructing Self-Similar Martingales via Two Skorokhod Embeddings (Q3086813) (← links)
- Mouvement brownien et espaces de besov (Q3141170) (← links)
- PUT OPTION PRICES AS JOINT DISTRIBUTION FUNCTIONS IN STRIKE AND MATURITY: THE BLACK–SCHOLES CASE (Q3400129) (← links)
- Limiting laws associated with Brownian motion perturbed by normalized exponential weights, I (Q3414142) (← links)
- Limiting laws associated with Brownian motion perturbed by its maximum, minimum and local time, II (Q3414189) (← links)
- Some extensions of Pitman and Ray-Knight theorems for penalized Brownian motions and their local times, IV (Q3531326) (← links)
- (Q3563036) (← links)
- 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 < 1 (Q3580734) (← links)
