Simultaneous boundary hitting for a two point reflecting brownian motion
Skorokhod imbedding via stochastic integrals
Skorokhod stopping times of minimal variance
Skorokhod stopping via potential theory
SLE and triangles.
SLE et invariance conforme
Les processus de Schramm-Loewner (SLE) induisent des courbes aléatoires du plan complexe, qui vérifient une propriété d’invariance conforme. Ce sont des outils fondamentaux pour la compréhension du comportement asymptotique en régime critique de certains modèles discrets intervenant en physique statistique ; ils ont permis notamment d’établir rigoureusement certaines conjectures importantes dans ce domaine.
Small scale limit theorems for the intersection local times of Brownian motion.
Smoothness for the collision local time of two multidimensional bifractional Brownian motions
Let , be two independent, -dimensional bifractional Brownian motions with respective indices and . Assume . One of the main motivations of this paper is to investigate smoothness of the collision local time where denotes the Dirac delta function. By an elementary method we show that is smooth in the sense of Meyer-Watanabe if and only if .
Smoothness of Itô maps and diffusion processes on path spaces (I)
Sojourn times for the Brownian motion.
Some basic relationships among transforms, convolution products, first variations and inverse transforms
In this paper we obtain several basic formulas for generalized integral transforms, convolution products, first variations and inverse integral transforms of functionals defined on function space.
Some calculations for perturbed brownian motion
Some limit theorems connected with Brownian local time.
Some polar sets for the brownian sheet
Some remarkable martingales
Some remarkable pure martingales
Some remarks about the joint law of brownian motion and its supremum
Some remarks on
Some remarks on mutual windings
Some remarks on perturbed reflecting brownian motion