Équations différentielles stochastiques multivoques unidimensionnelles
Erratum to “The supremum of brownian local times on Hölder curves”
Estimates for the derivative of diffusion semigroups.
Étude d'une équation différentielle stochastique avec temps local
Exact rates of convergence to the local times of symmetric Lévy processes
Examples of convergence and non-convergence of Markov chains conditioned not to die.
Existence of moments of increasing predictable processes associated with one- and two-parameter potentials.
Exponential asymptotics for intersection local times of stable processes and random walks
Exponential functionals of brownian motion and class-one Whittaker functions
We consider exponential functionals of a brownian motion with drift in ℝn, defined via a collection of linear functionals. We give a characterisation of the Laplace transform of their joint law as the unique bounded solution, up to a constant factor, to a Schrödinger-type partial differential equation. We derive a similar equation for the probability density. We then characterise all diffusions which can be interpreted as having the law of the brownian motion with drift conditioned on the law of...
Exponential functionals of Lev́y processes.
Exponential moments for the renormalized self-intersection local time of planar brownian motion