Article accepté à Studia Scientarium Mathematicarum Hungarica 2007International audienceWe give some extensions of Pitman's and Ray-Knight's theorems via a penalization procedure involving Brownian motion and its local time at
We obtain some integrability properties and some limit Theorems for the exit time from a cone of a p...
International audienceLimiting laws, as t→∞, for Brownian motion penalised by the longest length of ...
We describe an extension of Pitman's theorem on Brownian motion and the three dimensional Bessel pro...
Article accepté à Studia Scientarium Mathematicarum Hungarica 2007International audienceWe give some...
We obtain probability measures on the canonical space penalizing the Wiener measure by a function of...
Special issue dedicated to Paul MalliavinInternational audienceWe penalise Brownian motion by a func...
We determine the rate of decay of the expectation Z(t) of some multiplicative functional related to ...
On one hand, we penalise Brownian paths by a function of one-sided supremum of Brownian motion, cons...
Pitman's theorem states that if {Bt, t ≥ 0} is a one-dimensional Brownian motion, then {Bt − 2 inf s...
AbstractWe penalise Brownian motion by a function of its one-sided supremum considered up to the las...
We obtain a local limit theorem for the laws of a class of Brownian additive functionals and we appl...
International audienceAs in preceding papers in which we studied the limits of penalized one-dimensi...
AbstractIn this article, we study the family of probability measures (indexed by t∈R+∗), obtained by...
Article accepté à Studia Scientarum Mathematicarum Hungarica 2007International audienceWe study the ...
We obtain some identities in law and some limit theorems for integrals of the type $\int_{0}^{t}\var...
We obtain some integrability properties and some limit Theorems for the exit time from a cone of a p...
International audienceLimiting laws, as t→∞, for Brownian motion penalised by the longest length of ...
We describe an extension of Pitman's theorem on Brownian motion and the three dimensional Bessel pro...
Article accepté à Studia Scientarium Mathematicarum Hungarica 2007International audienceWe give some...
We obtain probability measures on the canonical space penalizing the Wiener measure by a function of...
Special issue dedicated to Paul MalliavinInternational audienceWe penalise Brownian motion by a func...
We determine the rate of decay of the expectation Z(t) of some multiplicative functional related to ...
On one hand, we penalise Brownian paths by a function of one-sided supremum of Brownian motion, cons...
Pitman's theorem states that if {Bt, t ≥ 0} is a one-dimensional Brownian motion, then {Bt − 2 inf s...
AbstractWe penalise Brownian motion by a function of its one-sided supremum considered up to the las...
We obtain a local limit theorem for the laws of a class of Brownian additive functionals and we appl...
International audienceAs in preceding papers in which we studied the limits of penalized one-dimensi...
AbstractIn this article, we study the family of probability measures (indexed by t∈R+∗), obtained by...
Article accepté à Studia Scientarum Mathematicarum Hungarica 2007International audienceWe study the ...
We obtain some identities in law and some limit theorems for integrals of the type $\int_{0}^{t}\var...
We obtain some integrability properties and some limit Theorems for the exit time from a cone of a p...
International audienceLimiting laws, as t→∞, for Brownian motion penalised by the longest length of ...
We describe an extension of Pitman's theorem on Brownian motion and the three dimensional Bessel pro...
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