The exit place of Brownian motion in the complement of a horn.
The falling apart of the tagged fragment and the asymptotic disintegration of the brownian height fragmentation
We present a further analysis of the fragmentation at heights of the normalized brownian excursion. Specifically we study a representation for the mass of a tagged fragment in terms of a Doob transformation of the 1/2-stable subordinator and use it to study its jumps; this accounts for a description of how a typical fragment falls apart. These results carry over to the height fragmentation of the stable tree. Additionally, the sizes of the fragments in the brownian height fragmentation when it is...
The gauge and conditional gauge theorem
The Hausdorff a-Dimensional Measures of the Level Sets and the Graph of the TV-Parameter Wiener Process.
The law of the maximum of a Bessel bridge.
The Lenz shift and wiener sausage in riemannian manifolds
The level sets of iterated brownian motion
The lifetime of conditional brownian motion in the plane
The moments of the area under reflected Brownian bridge conditional on its local time at zero.
The norm estimate of the difference between the Kac operator and Schrödinger semigroup. II: The general case including the relativistic case.
The number of absorbed individuals in branching brownian motion with a barrier
We study supercritical branching Brownian motion on the real line starting at the origin and with constant drift . At the point , we add an absorbing barrier, i.e. individuals touching the barrier are instantly killed without producing offspring. It is known that there is a critical drift , such that this process becomes extinct almost surely if and only if . In this case, if denotes the number of individuals absorbed at the barrier, we give an asymptotic for as goes to infinity. If ...
The numerical valuation of options with underlying jumps.
The probability that brownian motion almost contains a line
The statistical equilibrium of an isotropic stochastic flow with negative Lyapounov exponents is trivial
The supremum of brownian local times on Hölder curves
The Wiener process and the central limit theorem.
Théorème des résidus asymptotique pour le mouvement brownien sur une surface riemannienne compacte
There exists no ultimate solution to Skorokhod's problem
Thin points for brownian motion
Three examples of brownian flows on
We show that the only flow solving the stochastic differential equation (SDE) on