International audienceThis paper gives a survey of the limit distributions of the areas of different types of random walks, namely Dyck paths, bilateral Dyck paths, meanders, and Bernoulli random walks, using the technology of generating functions only
Brownian motion on manifolds with non-trivial diffusion coefficient can be constructed by stochastic...
A reflected Brownian motion in the Gelfand-Tsetlin cone is used to construct Dyson's process of non-...
We study approximations for the Lévy area of Brownian motion which are based on the Fourier series e...
International audienceThis paper gives a survey of the limit distributions of the areas of different...
Brownian motion is one of the most used stochastic models in applications to financial mathematics, ...
Treballs Finals de Grau de Matemàtiques, Facultat de Matemàtiques, Universitat de Barcelona, Any: 20...
Brownian motions on a metric graph are defined. Their generators are characterized as Laplace operat...
Firstly, we provide simple elementary proofs to derive the exact distributions of the areas under fu...
In this thesis, we study the distributional properties of functionals of the Brownian motion. The th...
Published: J. Phys. A: Math. Theor. 41, 365005 (2008).International audienceWe derive P(M,t_m), the ...
AbstractLet Xt be the Brownian motion in Rd. The random set Γ = {(t1,…, tn, z): Xtl = ··· = Xtn = z}...
International audienceThis paper tackles the enumeration and asymptotics of the area below directed ...
This thesis studies the limit distribution of parameters recursively defined on trees (rooted graphs...
International audienceThis article tackles the enumeration and asymptotics of directed lattice paths...
We investigate the Martin-L�of random sample paths of Brownian motion, applying techniques from algo...
Brownian motion on manifolds with non-trivial diffusion coefficient can be constructed by stochastic...
A reflected Brownian motion in the Gelfand-Tsetlin cone is used to construct Dyson's process of non-...
We study approximations for the Lévy area of Brownian motion which are based on the Fourier series e...
International audienceThis paper gives a survey of the limit distributions of the areas of different...
Brownian motion is one of the most used stochastic models in applications to financial mathematics, ...
Treballs Finals de Grau de Matemàtiques, Facultat de Matemàtiques, Universitat de Barcelona, Any: 20...
Brownian motions on a metric graph are defined. Their generators are characterized as Laplace operat...
Firstly, we provide simple elementary proofs to derive the exact distributions of the areas under fu...
In this thesis, we study the distributional properties of functionals of the Brownian motion. The th...
Published: J. Phys. A: Math. Theor. 41, 365005 (2008).International audienceWe derive P(M,t_m), the ...
AbstractLet Xt be the Brownian motion in Rd. The random set Γ = {(t1,…, tn, z): Xtl = ··· = Xtn = z}...
International audienceThis paper tackles the enumeration and asymptotics of the area below directed ...
This thesis studies the limit distribution of parameters recursively defined on trees (rooted graphs...
International audienceThis article tackles the enumeration and asymptotics of directed lattice paths...
We investigate the Martin-L�of random sample paths of Brownian motion, applying techniques from algo...
Brownian motion on manifolds with non-trivial diffusion coefficient can be constructed by stochastic...
A reflected Brownian motion in the Gelfand-Tsetlin cone is used to construct Dyson's process of non-...
We study approximations for the Lévy area of Brownian motion which are based on the Fourier series e...
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