Add to ORKGInternational audienceA result of R. Durrett, D. Iglehart and D. Miller states that Brownian meander is Brownian motion conditioned to stay positive for a unit of time, in the sense that it is the weak limit, as $x$ goes to $0$, of Brownian motion started at $x>0$ and conditioned to stay positive for a unit of time. We extend this limit theorem to the case of multidimensional Brownian motion conditioned to stay in a smooth convex cone
AbstractIn this article, we study the family of probability measures (indexed by t∈R+∗), obtained by...
In this paper, we prove that, under a "non concentrating" condition, the class Q( C, M, p) of contin...
We define a new state-space for the coalescing Brownian flow, also known as the Brownian web, on the...
We prove that a planar random walk with bounded increments and mean zero which is conditioned to sta...
We investigate the tail distribution of the first exit time of Brownian motion with drift from a con...
We study d-dimensional Brownian motion started at a point x in a domain $\Omega$ and conditioned to ...
We consider a Brownian particle with diffusion coefficient $D$ in a $d$-dimensional ball of radius $...
Abstract. — We prove that a planar random walk with bounded increments and mean zero which is condit...
Motivated by the polynuclear growth model, we consider a Brownian bridge b(t) with b(±T) = 0 condit...
This paper derives an exact asymptotic expression for Pxu {∃t≥0X(t) − μt ∈ U}, as u → ∞, where...
International audienceWe compute the exponential decay of the probability that a given multi-dimensi...
AbstractWe study the distribution of the exit place of iterated Brownian motion in a cone, obtaining...
We construct a family of processes, from a renewal process, that have realizations that converge alm...
The standard functional central limit theorem for a renewal process with finite mean and variance, r...
We obtain some integrability properties and some limit Theorems for the exit time from a cone of a p...
AbstractIn this article, we study the family of probability measures (indexed by t∈R+∗), obtained by...
In this paper, we prove that, under a "non concentrating" condition, the class Q( C, M, p) of contin...
We define a new state-space for the coalescing Brownian flow, also known as the Brownian web, on the...
We prove that a planar random walk with bounded increments and mean zero which is conditioned to sta...
We investigate the tail distribution of the first exit time of Brownian motion with drift from a con...
We study d-dimensional Brownian motion started at a point x in a domain $\Omega$ and conditioned to ...
We consider a Brownian particle with diffusion coefficient $D$ in a $d$-dimensional ball of radius $...
Abstract. — We prove that a planar random walk with bounded increments and mean zero which is condit...
Motivated by the polynuclear growth model, we consider a Brownian bridge b(t) with b(±T) = 0 condit...
This paper derives an exact asymptotic expression for Pxu {∃t≥0X(t) − μt ∈ U}, as u → ∞, where...
International audienceWe compute the exponential decay of the probability that a given multi-dimensi...
AbstractWe study the distribution of the exit place of iterated Brownian motion in a cone, obtaining...
We construct a family of processes, from a renewal process, that have realizations that converge alm...
The standard functional central limit theorem for a renewal process with finite mean and variance, r...
We obtain some integrability properties and some limit Theorems for the exit time from a cone of a p...
AbstractIn this article, we study the family of probability measures (indexed by t∈R+∗), obtained by...
In this paper, we prove that, under a "non concentrating" condition, the class Q( C, M, p) of contin...
We define a new state-space for the coalescing Brownian flow, also known as the Brownian web, on the...