We obtain some identities in law and some limit theorems for integrals of the type $\int_{0}^{t}\varphi(s)d{\rm L}_{s}$. Here $\varphi$ is a positive locally bounded Borel function and ${\rm L}_{t}$ denotes the local time at 0 of processes such as Brownian motion, Brownian bridge, Ornstein-Uhlenbeck process, Bessel process or Bessel bridge of dimension ${\tt d}$, $0<{\tt d}<2$
We use a Stochastic Differential Equation satisfied by Brownian motion taking values in the unit sph...
Let $(\xi,\eta)$ be a bivariate Lévy process such that the integral $\int_0^\infty e^{-\xi_{t-}} \, ...
AbstractIn this article, we study the family of probability measures (indexed by t∈R+∗), obtained by...
We study integrals of the type $\int_{0}^{t}\varphi(s)dL_{s}$, where $\varphi$ is a positive locally...
We obtain a local limit theorem for the laws of a class of Brownian additive functionals and we appl...
Let B = (Bt)t≥0 be a standard Brownian motion and let (Lxt; t ≥ 0, x ∈R) be a continuous version of ...
We determine the rate of decay of the expectation Z(t) of some multiplicative functional related to ...
Article accepté à Studia Scientarum Mathematicarum Hungarica 2007International audienceWe study the ...
We obtain some integrability properties and some limit Theorems for the exit time from a cone of a p...
We obtain probability measures on the canonical space penalizing the Wiener measure by a function of...
International audienceWe consider Brox's model: a one-dimensional diffusion in a Brownian potential ...
Article accepté à Studia Scientarium Mathematicarum Hungarica 2007International audienceWe give some...
This is the published version, also available here: http://dx.doi.org/10.1214/ECP.v14-1511.The purpo...
AbstractIn this paper we will examine the derivative of intersection local time of Brownian motion a...
This article is concerned with modulus of continuity of Brownian local times. Specifically, we focus...
We use a Stochastic Differential Equation satisfied by Brownian motion taking values in the unit sph...
Let $(\xi,\eta)$ be a bivariate Lévy process such that the integral $\int_0^\infty e^{-\xi_{t-}} \, ...
AbstractIn this article, we study the family of probability measures (indexed by t∈R+∗), obtained by...
We study integrals of the type $\int_{0}^{t}\varphi(s)dL_{s}$, where $\varphi$ is a positive locally...
We obtain a local limit theorem for the laws of a class of Brownian additive functionals and we appl...
Let B = (Bt)t≥0 be a standard Brownian motion and let (Lxt; t ≥ 0, x ∈R) be a continuous version of ...
We determine the rate of decay of the expectation Z(t) of some multiplicative functional related to ...
Article accepté à Studia Scientarum Mathematicarum Hungarica 2007International audienceWe study the ...
We obtain some integrability properties and some limit Theorems for the exit time from a cone of a p...
We obtain probability measures on the canonical space penalizing the Wiener measure by a function of...
International audienceWe consider Brox's model: a one-dimensional diffusion in a Brownian potential ...
Article accepté à Studia Scientarium Mathematicarum Hungarica 2007International audienceWe give some...
This is the published version, also available here: http://dx.doi.org/10.1214/ECP.v14-1511.The purpo...
AbstractIn this paper we will examine the derivative of intersection local time of Brownian motion a...
This article is concerned with modulus of continuity of Brownian local times. Specifically, we focus...
We use a Stochastic Differential Equation satisfied by Brownian motion taking values in the unit sph...
Let $(\xi,\eta)$ be a bivariate Lévy process such that the integral $\int_0^\infty e^{-\xi_{t-}} \, ...
AbstractIn this article, we study the family of probability measures (indexed by t∈R+∗), obtained by...