Factorising brownian motion at two boundaries ; an example
Fast sets and points for fractional brownian motion
Feynman-Kac formula, λ-Poisson kernels and λ-Green functions of half-spaces and balls in hyperbolic spaces
We apply the Feynman-Kac formula to compute the λ-Poisson kernels and λ-Green functions for half-spaces or balls in hyperbolic spaces. We present known results in a unified way and also provide new formulas for the λ-Poisson kernels and λ-Green functions of half-spaces in ℍⁿ and for balls in real and complex hyperbolic spaces.
Filtration des ponts browniens et équations différentielles stochastiques linéaires
Filtrations browniennes et balayage
Filtrations quotients de la filtration brownienne
Finely harmonic morphisms, Brownian path preserving functions and conformal martingales.
Finite dimensional determinants as characteristic functions of quadratic Wiener functionals.
First hitting time of the boundary of the Weyl chamber by radial Dunkl processes.
FKG inequality for Brownian motion and stochastic differential equations.
Fluctuation results for brownian motion in a poissonian potential
Fluctuations of brownian motion with drift.
Consider 3-dimensional Brownian motion started on the unit sphere {|x| = 1} with initial density ρ. Let ρt be the first hitting density on the sphere {|x| = t + 1}, t > 0. Then the linear operators Tt defined by Tt ρ = ρt form a semigroup with an infinitesimal generator which is approximately the square root of the Laplacian. This paper studies the analogous situation for Brownian motion with a drift b, where b is small in a suitable scale invariant norm.
Fonction brownienne sur une variété riemannienne
Fonctionnelles browniennes généralisées intégrale de Feynman
Formule d'Itô généralisée pour le mouvement brownien linéaire, d'après Föllmer Protter, Shiryaev
Fourier analysis and paths of brownian motion
Fractional Ornstein-Uhlenbeck processes.
Fredholm determinants
The article provides with a down to earth exposition of the Fredholm theory with applications to Brownian motion and KdV equation.
From an example of Lévy's
From Tanaka's formula to Ito's formula : distributions, tensor products and local times