32The Matsumoto\,--Yor process is $\int_0^t \exp(2B_s-B_t)\, ds$, where $(B_t)$ is a Brownian motion. It is shown that it is the limit of the radial part of the Brownian motion at the bottom of the spectrum on the hyperbolic space of dimension $q$, when $q$ tends to infinity. Analogous processes on infinite series of non compact symmetric spaces and on regular trees are described
We consider a class of Volterra linear transforms of Brownian motion associated to a sequence of Mü...
We consider a branching Brownian motion in $\R^d$ with $d \geq 1$ in which the position $X_t^{(u)}\i...
In my thesis, I study the extremal process of the branching Brownian motion. I am interested in a m...
AbstractWe study the potential theory of a large class of infinite dimensional Lévy processes, inclu...
Treebolic space is an analog of the Sol geometry, namely, it is the horocylic product of the hyperbo...
Beznea L, Cornea A, Röckner M. Potential theory of infinite dimensional Levy processes. Journal of F...
A fundamental question in rough path theory is whether the expected signature of a geometric rough p...
The main results in this paper concern large and moderate deviations for the radial component of a n...
We study the random metric space called the Brownian plane, which is closely related to the Brownian...
Iterated Bessel processes R[gamma](t),t>0,[gamma]>0 and their counterparts on hyperbolic spaces, i.e...
AbstractRecently, N. Kôno gave a limit theorem for occupation times of fractional Brownian motion, w...
AbstractThe Matsumoto–Yor property in the bivariate case was originally defined through properties o...
The main results in this paper concern large and moderate deviations for the radial component of a n...
AbstractThe infinite-dimensional Ornstein–Uhlenbeck process v is constructed from Brownian motion on...
Nesse trabalho introduzimos o Processo K em árvores de profundidade infinita. Estes são processos es...
We consider a class of Volterra linear transforms of Brownian motion associated to a sequence of Mü...
We consider a branching Brownian motion in $\R^d$ with $d \geq 1$ in which the position $X_t^{(u)}\i...
In my thesis, I study the extremal process of the branching Brownian motion. I am interested in a m...
AbstractWe study the potential theory of a large class of infinite dimensional Lévy processes, inclu...
Treebolic space is an analog of the Sol geometry, namely, it is the horocylic product of the hyperbo...
Beznea L, Cornea A, Röckner M. Potential theory of infinite dimensional Levy processes. Journal of F...
A fundamental question in rough path theory is whether the expected signature of a geometric rough p...
The main results in this paper concern large and moderate deviations for the radial component of a n...
We study the random metric space called the Brownian plane, which is closely related to the Brownian...
Iterated Bessel processes R[gamma](t),t>0,[gamma]>0 and their counterparts on hyperbolic spaces, i.e...
AbstractRecently, N. Kôno gave a limit theorem for occupation times of fractional Brownian motion, w...
AbstractThe Matsumoto–Yor property in the bivariate case was originally defined through properties o...
The main results in this paper concern large and moderate deviations for the radial component of a n...
AbstractThe infinite-dimensional Ornstein–Uhlenbeck process v is constructed from Brownian motion on...
Nesse trabalho introduzimos o Processo K em árvores de profundidade infinita. Estes são processos es...
We consider a class of Volterra linear transforms of Brownian motion associated to a sequence of Mü...
We consider a branching Brownian motion in $\R^d$ with $d \geq 1$ in which the position $X_t^{(u)}\i...
In my thesis, I study the extremal process of the branching Brownian motion. I am interested in a m...