Moderate deviations and laws of the iterated logarithm for the renormalized self-intersection local times of planar random walks.
Moderate deviations and laws of the iterated logarithm for the volume of the intersections of Wiener sausages.
Moments of gamma type and the Brownian supremum process area.
Moments of passage times for Lévy processes
Mouvement brownien et inégalité de Hardy dans
Multidimensional Kolmogorov-Petrovsky test for the boundary regularity and irregularity of solutions to the heat equation.
Multifractal properties of the sets of zeroes of Brownian paths
We study Brownian zeroes in the neighborhood of which one can observe a non-typical growth rate of Brownian excursions. We interpret the multifractal curve for the Brownian zeroes calculated in [6] as the Hausdorff dimension of certain sets. This provides an example of the multifractal analysis of a statistically self-similar random fractal when both the spacing and the size of the corresponding nested sets are random.
Natural divisors and the brownian motion
A model of the Brownian motion defined in terms of the natural divisors is proposed and weak convergence of the related measures in the space [0,1] is proved. An analogon of the Erdös arcsine law, known for the prime divisors [6] (see [14] for the proof), is obtained. These results together with the author’s investigation [15] extend the systematic study [9] of the distribution of natural divisors. Our approach is based upon the functional limit theorems of probability theory.
Nevanlinna theory, Fuchsian functions and Brownian motion windings.
Atsuji proposed some integrals along Brownian paths to study the Nevanlinna characteristic function T(f,r) when f is meromorphic in the unit disk D. We show that his criterios does not apply to the basic case when f is a modular elliptic function. The divergence of similar integrals computed along the geodesic flow is also proved. (A)
Noncolliding Brownian motions and Harish-Chandra formula.
Nondifferentiable functions, Haar null sets and Wiener measure
Nonintersecting planar Brownian motions.
Nonlinear filtering for reflecting diffusions in random environments via nonparametric estimation.
Non-polar points for reflected brownian motion
Note rectificative : “Asymptotic winding of the geodesic flow on modular surfaces and continuous fractions”
Note sur les processus d'Ornstein-Uhlenbeck
Occupation times of compact sets by planar brownian motion
On a result of David Aldous concerning the trees in a conditioned excursion.
On a stopped brownian motion formula of H. M. Taylor
On a triplet of exponential brownian functionals