International audienceWe calculate the probability density function of the local score position on complete excursions of a reflected Brownian motion. We use the trajecto-rial decomposition of the standard Brownian bridge to derive two different expressions of the density: the first one is based on a series and an integral while the second one is free off the series
Using an explicit expression for the Laplace transform of the Brownian excursion area generating fun...
By using excursion measure Poisson kernel method, we obtain a second-order differential equation of ...
AbstractUsing an explicit expression for the Laplace transform of the Brownian excursion area genera...
International audienceWe calculate the probability density function of the local score position on c...
Elements related to the largest complete excursion of a reflected BM stopped at a fixed time. Applic...
Expressions for the multi-dimensional densities of Brownian bridge local time are derived by two dif...
The reflected Brownian Bridge area Wb conditioned on its local time b at the origin was analyzed usi...
In animal movement research, the probability density function (PDF) of the time-integrated Brownian ...
We present a perturbation theory extending a prescription due to Feynman for computing the probabili...
Expressions for the multi-dimensional densities of Brownian excursion local time are derived by two ...
AbstractOur main intention is to describe the behavior of the (cumulative) distribution function of ...
International audienceElements related to the largest complete excursion of a reflected BM stopped a...
International audienceBrownian motion in R 2 + with covariance matrix Σ and drift μ in the interior ...
The distribution of the Æ-quantile of a Brownian motion on an interval [0, t] has been obtained moti...
Abstract. Several Brownian areas are considered in this paper: the Brownian excursion area, the Brow...
Using an explicit expression for the Laplace transform of the Brownian excursion area generating fun...
By using excursion measure Poisson kernel method, we obtain a second-order differential equation of ...
AbstractUsing an explicit expression for the Laplace transform of the Brownian excursion area genera...
International audienceWe calculate the probability density function of the local score position on c...
Elements related to the largest complete excursion of a reflected BM stopped at a fixed time. Applic...
Expressions for the multi-dimensional densities of Brownian bridge local time are derived by two dif...
The reflected Brownian Bridge area Wb conditioned on its local time b at the origin was analyzed usi...
In animal movement research, the probability density function (PDF) of the time-integrated Brownian ...
We present a perturbation theory extending a prescription due to Feynman for computing the probabili...
Expressions for the multi-dimensional densities of Brownian excursion local time are derived by two ...
AbstractOur main intention is to describe the behavior of the (cumulative) distribution function of ...
International audienceElements related to the largest complete excursion of a reflected BM stopped a...
International audienceBrownian motion in R 2 + with covariance matrix Σ and drift μ in the interior ...
The distribution of the Æ-quantile of a Brownian motion on an interval [0, t] has been obtained moti...
Abstract. Several Brownian areas are considered in this paper: the Brownian excursion area, the Brow...
Using an explicit expression for the Laplace transform of the Brownian excursion area generating fun...
By using excursion measure Poisson kernel method, we obtain a second-order differential equation of ...
AbstractUsing an explicit expression for the Laplace transform of the Brownian excursion area genera...
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