Add to ORKGIn this article, we obtain exact asymptotics of the sojourn probability of Brownian motion with large drift on a small curvilinear strip in a finite time interval.Brownian motion in curvilinear strip Parabolic initial-boundary problem with parameter
International audienceWe study a model of diffusion in a brownian potential. This model was firstly ...
The maximum drawdown at time T of a random process on [0,T] can be defined informally as the largest...
A Quasi-Stationary Distribution for a Markov process with an almost surely reached absorbing state i...
Abstract. We study the maximum of a Brownian motion with a par-abolic drift; this is a random variab...
This paper provides explicit formulae for the probability that an arithmetic or a geometric Brownian...
We apply an Abelian theorem, due to Berg, to determine the asymptotic behaviour of as x2t-1-[gamma]'...
We consider the last zero crossing time $T_{mu,t}$ of a Brownian motion, with drift $mu eq 0$, in ...
International audienceWe establish a small time large deviation principle and a Varadhan type asympt...
The main results in this paper concern large and moderate deviations for the radial component of a n...
The main results in this paper concern large and moderate deviations for the radial component of a n...
Abstract. We study the extremal behavior of the stationary processes x\u85t V\u85t ÿ t and jx\u8...
In this paper we study the distribution of the sojourn time $\Gamma_{t} = meas{s0}$, where $B(t)$, ...
Abstract. We investigate the tail distribution of the first exit time of Brownian motion with drift ...
This thesis concerns Brownian motion with a random drift defined to be fixed in each unit cube $Q\sb...
Thesis (Ph.D.)--University of Washington, 2014In this thesis we introduce and study Brownian motion ...
International audienceWe study a model of diffusion in a brownian potential. This model was firstly ...
The maximum drawdown at time T of a random process on [0,T] can be defined informally as the largest...
A Quasi-Stationary Distribution for a Markov process with an almost surely reached absorbing state i...
Abstract. We study the maximum of a Brownian motion with a par-abolic drift; this is a random variab...
This paper provides explicit formulae for the probability that an arithmetic or a geometric Brownian...
We apply an Abelian theorem, due to Berg, to determine the asymptotic behaviour of as x2t-1-[gamma]'...
We consider the last zero crossing time $T_{mu,t}$ of a Brownian motion, with drift $mu eq 0$, in ...
International audienceWe establish a small time large deviation principle and a Varadhan type asympt...
The main results in this paper concern large and moderate deviations for the radial component of a n...
The main results in this paper concern large and moderate deviations for the radial component of a n...
Abstract. We study the extremal behavior of the stationary processes x\u85t V\u85t ÿ t and jx\u8...
In this paper we study the distribution of the sojourn time $\Gamma_{t} = meas{s0}$, where $B(t)$, ...
Abstract. We investigate the tail distribution of the first exit time of Brownian motion with drift ...
This thesis concerns Brownian motion with a random drift defined to be fixed in each unit cube $Q\sb...
Thesis (Ph.D.)--University of Washington, 2014In this thesis we introduce and study Brownian motion ...
International audienceWe study a model of diffusion in a brownian potential. This model was firstly ...
The maximum drawdown at time T of a random process on [0,T] can be defined informally as the largest...
A Quasi-Stationary Distribution for a Markov process with an almost surely reached absorbing state i...