Conditional expectations for derivatives of certain stochastic flows
Kenneth David Elworthy, Marc Yor (1993)
Séminaire de probabilités de Strasbourg
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Kenneth David Elworthy, Marc Yor (1993)
Séminaire de probabilités de Strasbourg
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K. David Elworthy (1980-1981)
Séminaire Bourbaki
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Bernard Roynette, Marc Yor (2010)
ESAIM: Probability and Statistics
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We obtain a local limit theorem for the laws of a class of Brownian additive functionals and we apply this result to a penalisation problem. We study precisely the case of the additive functional: . On the other hand, we describe Feynman-Kac type penalisation results for long Brownian bridges thus completing some similar previous study for standard Brownian motion (see [B. Roynette, P. Vallois and M. Yor, (2006) 171–246]).
Kuwada, Kazumasa, Sturm, Karl-Theodor (2007)
Electronic Communications in Probability [electronic only]
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Capitaine, Mireille, Hsu, Elton P., Ledoux, Michel (1997)
Electronic Communications in Probability [electronic only]
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Baudoin, Fabrice (2002)
Electronic Communications in Probability [electronic only]
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Feyel, Denis, de La Pradelle, Arnaud (2000)
Electronic Journal of Probability [electronic only]
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Martin T. Barlow, Edwin A. Perkins (1983)
Séminaire de probabilités de Strasbourg
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David Applebaum (1995)
Séminaire de probabilités de Strasbourg
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Rémi Léandre (1997)
Séminaire de probabilités de Strasbourg
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Warren, Jon (2002)
Electronic Journal of Probability [electronic only]
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