Thin points for brownian motion
Three examples of brownian flows on
We show that the only flow solving the stochastic differential equation (SDE) on
Three-dimensional reflected driftless random walks in troughs : new asymptotic behavior
Time-dependent barrier options and boundary crossing probabilities.
Time-substitution based on fluctuating additive functionals (Wiener-Hopf factorization for infinitesimal generators)
Transition density asymptotics for some diffusion processes with multi-fractal structures.
Transition density estimates for brownian motion on scale irregular Sierpinski gaskets
Travelling wave solutions to the K-P-P equation : alternatives to Simon Harris' probabilistic analysis
Truncated variation, upward truncated variation and downward truncated variation of Brownian motion with drift-their mean value and their applications
Two parameter extension of an observation of Poincaré
Two-parameter gaussian Markov processes and their recursive linear filtering
Ultimateness and the Azéma-Yor stopping time
Un arbre aléatoire infini associé à l'excursion brownienne
Un exemple de J. Pitman
Un nouvel exemple de distribution de Hida
Un processus qui ressemble au pont brownien
Un théorème de J. W. Pitman
Un théorème de Schilder pour des fonctionnelles browniennes non régulières
Un traitement unifié de la représentation des fonctionnelles de Wiener
Une approche élémentaire des théorèmes de décomposition de Williams