Add to ORKGIf (B(t), t ≥ 0) is a one-dimensional Brownian motion, then B(t) − 2 inf s≤t B(s), t ≥ 0 is a three-dimensional Bessel process
The joint distribution of maximum increase and decrease for Brown-ian motion up to an independent ex...
AbstractFrom the point where the range of Brownian motion attains a target value we define, looking ...
We prove the existence of a two-parameter symmetric Markov process associated with the Bessel proces...
Let us assume that Bt1, Bt2, Bt3 + μt is a threedimensional Brownian motion with drift μ, star...
We give an analytical expression for the joint Laplace transform of the L-1 and L-2 norms of a 3-dim...
AbstractWe consider the one-dimensional stochastic differential equation Xt=x0+Bt+∫0tδ−12Xsds, where...
The goal of this paper is to give a concise account of the connection between Besselprocesses and th...
We show that simple explicit formulas can be obtained for several relevant quantities rela...
Pitman's theorem states that if {Bt, t ≥ 0} is a one-dimensional Brownian motion, then {Bt − 2 inf s...
Given a deterministically time-changed Brownian motion $Z$ starting from $1$, whose time-change $V(t...
Let B=Bt1,…,Btdt≥0 be a d-dimensional bifractional Brownian motion and Rt=Bt12+⋯+Btd2 be the bifract...
We prove that, both for the Brownian snake and for super-Brownian motion in dimension one, the histo...
The Ray--Knight theorems show that the local time processes of various path fragments derived from a...
From the point where the range of Brownian motion attains a target value we define, looking both bac...
Abstract. We review and study a one-parameter functional transformation, denoted by (S(β))β∈R, which...
The joint distribution of maximum increase and decrease for Brown-ian motion up to an independent ex...
AbstractFrom the point where the range of Brownian motion attains a target value we define, looking ...
We prove the existence of a two-parameter symmetric Markov process associated with the Bessel proces...
Let us assume that Bt1, Bt2, Bt3 + μt is a threedimensional Brownian motion with drift μ, star...
We give an analytical expression for the joint Laplace transform of the L-1 and L-2 norms of a 3-dim...
AbstractWe consider the one-dimensional stochastic differential equation Xt=x0+Bt+∫0tδ−12Xsds, where...
The goal of this paper is to give a concise account of the connection between Besselprocesses and th...
We show that simple explicit formulas can be obtained for several relevant quantities rela...
Pitman's theorem states that if {Bt, t ≥ 0} is a one-dimensional Brownian motion, then {Bt − 2 inf s...
Given a deterministically time-changed Brownian motion $Z$ starting from $1$, whose time-change $V(t...
Let B=Bt1,…,Btdt≥0 be a d-dimensional bifractional Brownian motion and Rt=Bt12+⋯+Btd2 be the bifract...
We prove that, both for the Brownian snake and for super-Brownian motion in dimension one, the histo...
The Ray--Knight theorems show that the local time processes of various path fragments derived from a...
From the point where the range of Brownian motion attains a target value we define, looking both bac...
Abstract. We review and study a one-parameter functional transformation, denoted by (S(β))β∈R, which...
The joint distribution of maximum increase and decrease for Brown-ian motion up to an independent ex...
AbstractFrom the point where the range of Brownian motion attains a target value we define, looking ...
We prove the existence of a two-parameter symmetric Markov process associated with the Bessel proces...