Add to ORKGIt is shown that the tail probability of a Bessel process is the distributio function of a random time which is related to first and last passage times of Bessel processe
We study the families of Pseudo--Bessel functions and their applications in the description of cert...
Consider the high-order heat-type equation ∂u/∂t = ±∂Nu/∂xN for an integer N > 2 and introduce the r...
We consider { 0, 1 }n as a sample space with a probability measure on it, thus making pseudo-Boolean...
It is shown that the tail probability of a Bessel process is the distributio function of a random ti...
The probability of winning a simple game of competing Poisson processes turns out to be equal to the...
For a squared Bessel process, X, the Laplace transforms of joint laws of (U;R Ry0 Xps ds) are studie...
We investigate the effects of noise reinforcement on a Bessel process of di- mension d ∈ (0, 2), an...
The distributional properties of the duration of a recurrent Bessel process straddling an independen...
We consider a class of stochastic processes containing the classical and well-studied class of Squar...
We consider a class of stochastic processes containing the classical and well-studied class of Squar...
As suggested by the title, this thesis comprises three parts.- The first part is dedicated to the pe...
In this article we are interested in the differentiability property of the Markovian semi-group corr...
AbstractIn order to describe approximate equivalence among processes, the notions of λ–bisimilarity ...
Comme son titre l'indique, cette thèse comporte 3 parties.- La première partie est consacrée à la pé...
AbstractIn previous papers [T. Funaki, Y. Hariya, M. Yor, Wiener integrals for centered powers of Be...
We study the families of Pseudo--Bessel functions and their applications in the description of cert...
Consider the high-order heat-type equation ∂u/∂t = ±∂Nu/∂xN for an integer N > 2 and introduce the r...
We consider { 0, 1 }n as a sample space with a probability measure on it, thus making pseudo-Boolean...
It is shown that the tail probability of a Bessel process is the distributio function of a random ti...
The probability of winning a simple game of competing Poisson processes turns out to be equal to the...
For a squared Bessel process, X, the Laplace transforms of joint laws of (U;R Ry0 Xps ds) are studie...
We investigate the effects of noise reinforcement on a Bessel process of di- mension d ∈ (0, 2), an...
The distributional properties of the duration of a recurrent Bessel process straddling an independen...
We consider a class of stochastic processes containing the classical and well-studied class of Squar...
We consider a class of stochastic processes containing the classical and well-studied class of Squar...
As suggested by the title, this thesis comprises three parts.- The first part is dedicated to the pe...
In this article we are interested in the differentiability property of the Markovian semi-group corr...
AbstractIn order to describe approximate equivalence among processes, the notions of λ–bisimilarity ...
Comme son titre l'indique, cette thèse comporte 3 parties.- La première partie est consacrée à la pé...
AbstractIn previous papers [T. Funaki, Y. Hariya, M. Yor, Wiener integrals for centered powers of Be...
We study the families of Pseudo--Bessel functions and their applications in the description of cert...
Consider the high-order heat-type equation ∂u/∂t = ±∂Nu/∂xN for an integer N > 2 and introduce the r...
We consider { 0, 1 }n as a sample space with a probability measure on it, thus making pseudo-Boolean...