The law of the maximum of a Bessel bridge.
Some changes of probabilities related to a geometric Brownian motion version of Pitman's theorem.
Random discrete distributions derived from self-similar random sets.
The Barnes G function and its relations with sums and products of generalized gamma convolution variables.
A Brownian sheet martingale with the same marginals as the arithmetic average of geometric Brownian motion.
Exponential functionals of Brownian motion. II: Some related diffusion processes.
Exponential functionals of Brownian motion. I: Probability laws at fixed time.
Exponential functionals of Lev́y processes.
Perpetual integral functionals as hitting and occupation times.
On subordinators, self-similar Markov processes and some factorizations of the exponential variable.
A representation for non-colliding random walks.
A note on a.s. finiteness of perpetual integral functionals of diffusions.
Renewal series and square-root boundaries for Bessel processes.
Euler's formulae for and products of Cauchy variables.
Introduction au calcul stochastique
Grossissement d'une filtration et semi-martingales : théorèmes généraux
Précisions sur l’existence et la continuité des temps locaux d’intersection du mouvement brownien dans
À propos d'un lemme de Ch. Yoeurp
Un exemple de J. Pitman
Sur le balayage des semi-martingales continues
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