International audienceWe consider a Brownian motion with drift in the quarter plane with orthogonal reflection on the axes. The Laplace transform of its asymptotic distribution satisfies a functional equation, which is reminiscent from equations arising in the enumeration of (discrete) quadrant walks. We develop a Tutte's invariant approach to this continuous setting, and we obtain an explicit formula for the Laplace transform in terms of generalized Chebyshev polynomials.On considère un mouvement brownien avec dérive dans le quart de plan avec des rebonds orthogonaux le long des axes. La transformée de Laplace de sa distribution stationnaire satisfait une équation fonctionnelle qui rappelle les équations provenant de l'énumération des marc...
AbstractConsider a generic triangle in the upper half of the complex plane with one side on the real...
Extended abstract presented at the conference FPSAC 2016, Vancouver.International audienceIn the 197...
Etude analytique du mouvement brownien de rotation d'un ellipsoïde à partir d'une équation établie a...
International audienceWe consider a Brownian motion with drift in the quarter plane with orthogonal ...
We consider a Brownian motion with negative drift in the quarter plane with orthogonal reflection on...
Le mouvement Brownien réfléchi de manière oblique dans le quadrant, introduit par Harrison, Reiman, ...
We consider the classical problem of determining the stationary distribution of the semimartingale r...
International audienceBrownian motion in R 2 + with covariance matrix Σ and drift μ in the interior ...
Extended abstract of the papers arXiv:1602.03054 and arXiv:1604.02918, published in Proceedings of t...
International audienceThe stationary reflected Brownian motion in a three-quarter plane has been rar...
We study the windings of the planar Brownian motion around points, following the previous works of W...
The Laplace transform of the integral of the absolute value of a real Brownian motion has been compu...
We study semi-martingale obliquely reflected Brownian motion (SRBM) with drift in a wedge of the pla...
In this work we gather several results we obtained on the behavior of the integral of linear Brownia...
In this research we are looking at Kakutani’s classical result on the connec-tion between Brownian m...
AbstractConsider a generic triangle in the upper half of the complex plane with one side on the real...
Extended abstract presented at the conference FPSAC 2016, Vancouver.International audienceIn the 197...
Etude analytique du mouvement brownien de rotation d'un ellipsoïde à partir d'une équation établie a...
International audienceWe consider a Brownian motion with drift in the quarter plane with orthogonal ...
We consider a Brownian motion with negative drift in the quarter plane with orthogonal reflection on...
Le mouvement Brownien réfléchi de manière oblique dans le quadrant, introduit par Harrison, Reiman, ...
We consider the classical problem of determining the stationary distribution of the semimartingale r...
International audienceBrownian motion in R 2 + with covariance matrix Σ and drift μ in the interior ...
Extended abstract of the papers arXiv:1602.03054 and arXiv:1604.02918, published in Proceedings of t...
International audienceThe stationary reflected Brownian motion in a three-quarter plane has been rar...
We study the windings of the planar Brownian motion around points, following the previous works of W...
The Laplace transform of the integral of the absolute value of a real Brownian motion has been compu...
We study semi-martingale obliquely reflected Brownian motion (SRBM) with drift in a wedge of the pla...
In this work we gather several results we obtained on the behavior of the integral of linear Brownia...
In this research we are looking at Kakutani’s classical result on the connec-tion between Brownian m...
AbstractConsider a generic triangle in the upper half of the complex plane with one side on the real...
Extended abstract presented at the conference FPSAC 2016, Vancouver.International audienceIn the 197...
Etude analytique du mouvement brownien de rotation d'un ellipsoïde à partir d'une équation établie a...