-
2
-
-
0003132842
-
Sur l'identité de bougerol pour les fonctionnelles exponentielles du mouvement Brownien avec drift
-
ed. M. Yor. Ibero-Americana
-
ALILI, L., DUFRESNE, D. AND YOR, M. (1997). Sur l'identité de Bougerol pour les fonctionnelles exponentielles du mouvement Brownien avec drift. In Exponential Functionals and Principal Values related to Brownian Motion. A collection of Biblioteca de la Revista Matematica research papers, ed. M. Yor. Ibero-Americana, p. 3.
-
(1997)
Exponential Functionals and Principal Values Related to Brownian Motion. A Collection of Biblioteca de la Revista Matematica Research Papers
, pp. 3
-
-
Alili, L.1
Dufresne, D.2
Yor, M.3
-
3
-
-
0002859752
-
Valeurs principales associées aux temps locaux Browniens
-
BIANE, P. AND YOR, M. (1987). Valeurs principales associées aux temps locaux Browniens. Bull. Sci. Math. 111, 23-101.
-
(1987)
Bull. Sci. Math.
, vol.111
, pp. 23-101
-
-
Biane, P.1
Yor, M.2
-
4
-
-
10644251463
-
Classical diffusion of a particle in a one-dimensional random force field
-
BOUCHAUD, J.P., COMTET, A., GEORGES, A. AND LE DOUSSAL, P. (1990). Classical diffusion of a particle in a one-dimensional random force field. Ann. Phys. 201, 285-341.
-
(1990)
Ann. Phys.
, vol.201
, pp. 285-341
-
-
Bouchaud, J.P.1
Comtet, A.2
Georges, A.3
Le Doussal, P.4
-
5
-
-
0040307478
-
Anomalous diffusion in disordered media: Statistical mechanisms, models and physical applications
-
BOUCHAUD, J.P. AND GEORGES, A. (1990). Anomalous diffusion in disordered media: statistical mechanisms, models and physical applications. Phys. Rep. 195, 127-293.
-
(1990)
Phys. Rep.
, vol.195
, pp. 127-293
-
-
Bouchaud, J.P.1
Georges, A.2
-
6
-
-
0000065881
-
Exemples de théorèmes locaux sur les groupes résolubles
-
BOUGEROL, P. (1983). Exemples de théorèmes locaux sur les groupes résolubles. Ann. Inst. H. Poincaré 19, 369-391.
-
(1983)
Ann. Inst. H. Poincaré
, vol.19
, pp. 369-391
-
-
Bougerol, P.1
-
7
-
-
84956256966
-
Thermal equilibrium with the Wiener potential: Testing the Replica variational approximation
-
BRODERIX, K. AND KREE, R. (1995). Thermal equilibrium with the Wiener potential: testing the Replica variational approximation. Europhys. Lett. 32, 343-348.
-
(1995)
Europhys. Lett.
, vol.32
, pp. 343-348
-
-
Broderix, K.1
Kree, R.2
-
8
-
-
0011216385
-
Non-Fickian steady flux in a one-dimensional Sinaï-type disordered system
-
BURLATSKY, S.F., OSHANIN, G.H., MOGUTOV, A.V. AND MOREAU, M. (1992). Non-Fickian steady flux in a one-dimensional Sinaï-type disordered system. Phys. Rev. A 45, 6955-6957.
-
(1992)
Phys. Rev. A
, vol.45
, pp. 6955-6957
-
-
Burlatsky, S.F.1
Oshanin, G.H.2
Mogutov, A.V.3
Moreau, M.4
-
9
-
-
0041068973
-
Sur les fonctionnelles exponentielles de certains processus de Lévy
-
CARMONA, PH., PETIT, F. AND YOR, M. (1994). Sur les fonctionnelles exponentielles de certains processus de Lévy. Stochast. Rep. 47, p. 71.
-
(1994)
Stochast. Rep.
, vol.47
, pp. 71
-
-
Carmona, Ph.1
Petit, F.2
Yor, M.3
-
10
-
-
0008726577
-
On the distribution and asymptotic results for exponential functionals of Lëvy processes
-
ed. M. Yor. Ibero-Americana
-
CARMONA, PH., PETIT, F. AND YOR, M. (1997). On the distribution and asymptotic results for exponential functionals of Lëvy processes. In Exponential Functionals and Principal Values related to Brownian Motion. A collection of Biblioteca de la Revista Matematica research papers, ed. M. Yor. Ibero-Americana, p. 73.
-
(1997)
Exponential Functionals and Principal Values Related to Brownian Motion. A Collection of Biblioteca de la Revista Matematica Research Papers
, pp. 73
-
-
Carmona, Ph.1
Petit, F.2
Yor, M.3
-
11
-
-
21344468572
-
Diffusion in one-dimensional random medium and hyperbolic Brownian motion
-
COMTET, A. AND MONTHUS, C. (1996). Diffusion in one-dimensional random medium and hyperbolic Brownian motion. J. Phys. A: Math. Gen. 29, 1331-1345.
-
(1996)
J. Phys. A: Math. Gen.
, vol.29
, pp. 1331-1345
-
-
Comtet, A.1
Monthus, C.2
-
12
-
-
84864849879
-
The distribution of a perpetuity, with applications to risk theory and pension funding
-
DUFRESNE, D. (1990). The distribution of a perpetuity, with applications to risk theory and pension funding. Scand. Act. J. 39.
-
(1990)
Scand. Act. J.
, vol.39
-
-
Dufresne, D.1
-
13
-
-
0003099623
-
The probability distribution of the partition function of the random energy model
-
GARDNER, E. AND DERRIDA, B. (1989). The probability distribution of the partition function of the Random Energy Model. J. Phys. A: Math. Gen. 22 1975-1981.
-
(1989)
J. Phys. A: Math. Gen.
, vol.22
, pp. 1975-1981
-
-
Gardner, E.1
Derrida, B.2
-
14
-
-
84986786403
-
Bessel processes, Asian options and perpetuities
-
GEMAN, H. AND YOR, M. (1993). Bessel processes, Asian options and perpetuities. Math. Fin. 3, 349-375.
-
(1993)
Math. Fin.
, vol.3
, pp. 349-375
-
-
Geman, H.1
Yor, M.2
-
16
-
-
0004131931
-
Decay of unstables states in the presence of fluctuations
-
HONGLER, M.O. AND DESAI, R.C. (1986). Decay of unstables states in the presence of fluctuations. Helv. Phys. Acta 59, 367-389.
-
(1986)
Helv. Phys. Acta
, vol.59
, pp. 367-389
-
-
Hongler, M.O.1
Desai, R.C.2
-
17
-
-
0010823278
-
On the maximum of a diffusion process in a drifted Brownian environment
-
Lect. Notes in Math. Springer
-
KAWAZU, K. AND TANAKA, H. (1993). On the maximum of a diffusion process in a drifted Brownian environment. Sem. Prob. XXVII, 78 Lect. Notes in Math. Springer, p. 1557.
-
(1993)
Sem. Prob.
, vol.27-78
, pp. 1557
-
-
Kawazu, K.1
Tanaka, H.2
-
18
-
-
0001251792
-
Some probabilistic properties of Bessel functions
-
KENT, J. (1978). Some probabilistic properties of Bessel functions. Ann. Prob. 6, p. 760.
-
(1978)
Ann. Prob.
, vol.6
, pp. 760
-
-
Kent, J.1
-
19
-
-
0001607534
-
A limit law for random walk in a random environment
-
KESTEN, H., KOSLOV, M. AND SPITZER, F. (1975). A limit law for random walk in a random environment. Compositio Math. 30, p. 145.
-
(1975)
Compositio Math.
, vol.30
, pp. 145
-
-
Kesten, H.1
Koslov, M.2
-
21
-
-
0000133753
-
On the flux in a one-dimensional disordered system
-
MONTHUS, C. AND COMTET, A. (1994). On the flux in a one-dimensional disordered system. J. Phys. I (France) 4, 635-653.
-
(1994)
J. Phys. I (France)
, vol.4
, pp. 635-653
-
-
Monthus, C.1
Comtet, A.2
-
22
-
-
0001003844
-
Sample-size dependence of the ground-state energy in a one-dimensional localization problem
-
MONTHUS, C., OSHANIN, G., COMTET, A. AND BURLATSKY, S.F. (1996). Sample-size dependence of the ground-state energy in a one-dimensional localization problem. Phys. Rev. E 54, 231-242.
-
(1996)
Phys. Rev. E
, vol.54
, pp. 231-242
-
-
Monthus, C.1
Oshanin, G.2
Comtet, A.3
-
23
-
-
21344484144
-
Exact solution to a toy random field model
-
OPPER, M. (1993). Exact solution to a toy random field model. J. Phys. A: Math. Gen. 26, L719-L722.
-
(1993)
J. Phys. A: Math. Gen.
, vol.26
-
-
Opper, M.1
-
24
-
-
21344482159
-
Steady flux in a continuous Sinaï chain
-
OSHANIN, G., MOGUTOV, A. AND MOREAU, M. (1993). Steady flux in a continuous Sinaï chain. J. Stat. Phys. 73 379-388.
-
(1993)
J. Stat. Phys.
, vol.73
, pp. 379-388
-
-
Oshanin, G.1
Mogutov, A.2
Moreau, M.3
-
25
-
-
0010506076
-
Behavior of transport characteristics in several one-dimensional disordered systems
-
OSHANIN, G., BURLATSKY, S.F., MOREAU, M. AND GAVEAU, B. (1993). Behavior of transport characteristics in several one-dimensional disordered systems. Chem. Phys. 177 803-819.
-
(1993)
Chem. Phys.
, vol.177
, pp. 803-819
-
-
Oshanin, G.1
Burlatsky, S.F.2
Moreau, M.3
Gaveau, B.4
-
27
-
-
0010912953
-
Dilatations d'espace-temps, réarrangement des trajectoires Browniennes, et quelques extensions d'une identité de knight
-
PITMAN, J. AND YOR, M. (1993b). Dilatations d'espace-temps, réarrangement des trajectoires Browniennes, et quelques extensions d'une identité de Knight. C. R. Acad. Sci. Paris 316, I 723-726
-
(1993)
C. R. Acad. Sci. Paris
, vol.316
, Issue.1
, pp. 723-726
-
-
Pitman, J.1
Yor, M.2
-
28
-
-
0002975171
-
Decomposition at the maximum for excursions and bridges of one-dimensional diffusions
-
eds. N. Ikeda, S. Watanabe, M. Fukushima and H. Kunita. Springer
-
PITMAN, J. AND YOR, M. (1996). Decomposition at the maximum for excursions and bridges of one-dimensional diffusions. In Itô's Stocahastic Calculus and Probability Theory, eds. N. Ikeda, S. Watanabe, M. Fukushima and H. Kunita. Springer, p. 293.
-
(1996)
Itô's Stocahastic Calculus and Probability Theory
, pp. 293
-
-
Pitman, J.1
Yor, M.2
-
29
-
-
0000764340
-
The Laplace transform of annuities certain with exponential time distribution
-
DE SCHEPPER, A., GOOVAERTS, M. AND DELBAEN, F. (1992). The Laplace transform of annuities certain with exponential time distribution. Ins. Math. Econ. 11, p. 291.
-
(1992)
Ins. Math. Econ.
, vol.11
, pp. 291
-
-
De Schepper, A.1
Goovaerts, M.2
Delbaen, F.3
-
31
-
-
0000364811
-
On some exponential functionals of Brownian motion
-
YOR, M. (1992). On some exponential functionals of Brownian motion. Adv. Appl. Prob. 24, 509-531.
-
(1992)
Adv. Appl. Prob.
, vol.24
, pp. 509-531
-
-
Yor, M.1
-
32
-
-
0000932454
-
Sur les lois des fonctionnelles exponentielles du mouvement Brownien, considérées en certains instants aléatoires
-
YOR, M. (1992). Sur les lois des fonctionnelles exponentielles du mouvement Brownien, considérées en certains instants aléatoires. C. R. Acad. Sci. Paris 314, 951-956.
-
(1992)
C. R. Acad. Sci. Paris
, vol.314
, pp. 951-956
-
-
Yor, M.1
-
33
-
-
0004122289
-
Some aspects of Brownian motion. Part I: Some special functionals
-
ETH Zürich, Birkhaüser
-
YOR, M. (1992). Some aspects of Brownian motion. Part I: Some special functionals. Lectures in Mathematics. ETH Zürich, Birkhaüser.
-
(1992)
Lectures in Mathematics
-
-
Yor, M.1
-
34
-
-
0000300111
-
Sur une fonctionnelle exponentielle du mouvement Brownien réel
-
YOR, M. (1993). Sur une fonctionnelle exponentielle du mouvement Brownien réel. J. Appl. Prob. 29, 202-209.
-
(1993)
J. Appl. Prob.
, vol.29
, pp. 202-209
-
-
Yor, M.1
-
35
-
-
0002788312
-
From planar Brownian windings to Asian options
-
YOR, M. (1993). From planar Brownian windings to Asian options. Ins. Math. Econ. 13.
-
(1993)
Ins. Math. Econ.
, vol.13
-
-
Yor, M.1
|