-
1
-
-
0009085434
-
Quelques applications de la théorie générale des processus
-
J. Azéma, Quelques applications de la théorie générale des processus, Invent. Math. 18 (1972) 293-336.
-
(1972)
Invent. Math.
, vol.18
, pp. 293-336
-
-
Azéma, J.1
-
2
-
-
0002483109
-
Une solution simple au problème de Skorokhod
-
C. Dellacherie, P.A. Meyer and M. Weil, eds., Berlin, Springer, and 625-633
-
J. Azéma and M. Yor, Une solution simple au problème de Skorokhod, in: C. Dellacherie, P.A. Meyer and M. Weil, eds., Sém. Probab. XIII, Lect. Notes Math., Vol. 721, Berlin, Springer, 1979, pp. 90-115 and 625-633.
-
(1979)
Sém. Probab. XIII, Lect. Notes Math.
, vol.721
, pp. 90-115
-
-
Azéma, J.1
Yor, M.2
-
3
-
-
84971137416
-
Symmetry characterizations of certain distributions 1
-
M. Baxter and D. Williams, Symmetry characterizations of certain distributions 1, Math. Proc. Camb. Phil. Soc. 111 (1992) 387-399.
-
(1992)
Math. Proc. Camb. Phil. Soc.
, vol.111
, pp. 387-399
-
-
Baxter, M.1
Williams, D.2
-
4
-
-
84971137039
-
Symmetry characterizations of certain distributions 2
-
M. Baxter and D. Williams, Symmetry characterizations of certain distributions 2, Math. Proc. Camb. Phil Soc. 112 (1992) 599-611.
-
(1992)
Math. Proc. Camb. Phil Soc.
, vol.112
, pp. 599-611
-
-
Baxter, M.1
Williams, D.2
-
5
-
-
21344455098
-
Some independence results related to the arcsine law
-
J. Bertoin and M. Yor, Some independence results related to the arcsine law, J. Theor. Probab. 9 (1996) 447-458.
-
(1996)
J. Theor. Probab.
, vol.9
, pp. 447-458
-
-
Bertoin, J.1
Yor, M.2
-
7
-
-
84968464335
-
On occupation times for Markov processes
-
D.A. Darling and M. Kac, On occupation times for Markov processes, Trans. Amer. Math. Soc. 84 (1957) 444-458.
-
(1957)
Trans. Amer. Math. Soc.
, vol.84
, pp. 444-458
-
-
Darling, D.A.1
Kac, M.2
-
8
-
-
0001186590
-
The Brownian escape process
-
R.K. Getoor, The Brownian escape process, Ann. Probab. 7 (1979) 864-867.
-
(1979)
Ann. Probab.
, vol.7
, pp. 864-867
-
-
Getoor, R.K.1
-
9
-
-
0003540679
-
-
Springer, Berlin
-
R. Gorenflo and S. Vessella, Abel Integral Equations: Analysis and Applications, Lect. Notes Math., Vol. 1461, Springer, Berlin, 1991.
-
(1991)
Abel Integral Equations: Analysis and Applications, Lect. Notes Math.
, vol.1461
-
-
Gorenflo, R.1
Vessella, S.2
-
10
-
-
85030068929
-
The laws of Brownian local time integrals, prépublication no. 38-1997
-
Institut Élie Cartan, Université Henri Poincaré (Vandœuvre-lès-Nancy, France); to appear in Birkhäuser, Boston
-
M. Gradinaru, B. Roynette, P. Vallois and M. Yor, The laws of Brownian local time integrals, prépublication no. 38-1997, Institut Élie Cartan, Université Henri Poincaré (Vandœuvre-lès-Nancy, France); to appear in Computational and Applied Mathematics, Birkhäuser, Boston, 1999.
-
(1999)
Computational and Applied Mathematics
-
-
Gradinaru, M.1
Roynette, B.2
Vallois, P.3
Yor, M.4
-
12
-
-
0004146113
-
-
Springer, Berlin
-
Th. Jeulin, Semi-martingales et Grossissement d'une Filtration, Lect. Notes Math., Vol. 833, Springer, Berlin, 1980.
-
(1980)
Semi-martingales et Grossissement d'une Filtration, Lect. Notes Math.
, vol.833
-
-
Jeulin, Th.1
-
13
-
-
0001251792
-
Some probabilistic properties of Bessel functions
-
J. Kent, Some probabilistic properties of Bessel functions, Ann. Probab. 6 (1978) 760-770.
-
(1978)
Ann. Probab.
, vol.6
, pp. 760-770
-
-
Kent, J.1
-
14
-
-
0000944515
-
Symmetric stable processes as traces of degenerate diffusion processes
-
S.A. Molchanov and E. Ostrovskii, Symmetric stable processes as traces of degenerate diffusion processes, Theoty Probab. Appl. 14 (1969) 128-131.
-
(1969)
Theoty Probab. Appl.
, vol.14
, pp. 128-131
-
-
Molchanov, S.A.1
Ostrovskii, E.2
-
15
-
-
0001452295
-
Bessel processes and infinitely divisible laws
-
D. Williams, ed., Springer, Berlin
-
J.W. Pitman and M. Yor, Bessel processes and infinitely divisible laws, in: D. Williams, ed., Stochastic Integrals, Lect. Notes Math., Vol. 851, Springer, Berlin, 1981, pp. 285-370.
-
(1981)
Stochastic Integrals, Lect. Notes Math.
, vol.851
, pp. 285-370
-
-
Pitman, J.W.1
Yor, M.2
-
16
-
-
85030061471
-
Local times and almost sure convergence of semi-martingales
-
B. Rajeev and M. Yor, Local times and almost sure convergence of semi-martingales, Ann. Inst. Henri Poincaré 31 (1995) 653-667.
-
(1995)
Ann. Inst. Henri Poincaré
, vol.31
, pp. 653-667
-
-
Rajeev, B.1
Yor, M.2
-
18
-
-
0001680337
-
Some transformations of diffusions by time reversal
-
M. J. Sharpe, Some transformations of diffusions by time reversal, Ann. Probab. 8 (1980) 1157-1162.
-
(1980)
Ann. Probab.
, vol.8
, pp. 1157-1162
-
-
Sharpe, M.J.1
-
19
-
-
0032243231
-
Computations of moments for discounted Brownian additive functionals
-
S. Sato and M. Yor, Computations of moments for discounted Brownian additive functionals, J. Math. Kyoto 38 (3) (1998) 475-486.
-
(1998)
J. Math. Kyoto
, vol.38
, Issue.3
, pp. 475-486
-
-
Sato, S.1
Yor, M.2
-
23
-
-
0031592063
-
On certain discounted arcsine laws
-
M. Yor, On certain discounted arcsine laws, Stochastic Process. Appl. 71 (1997) 111-122.
-
(1997)
Stochastic Process. Appl.
, vol.71
, pp. 111-122
-
-
Yor, M.1
|