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Results 1 to 25 of 536

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Some identities on semimartingales local timesCOQUET, F; OUKNINE, Y.Statistics & probability letters. 2000, Vol 49, Num 2, pp 149-153, issn 0167-7152Article

Problèmes liés aux temps locaux du mouvement brownien: estimation de normes Hp, théorèmes de Ray-Knight sur le tore, point le plus visité = Problems related to local times of brownian motion: estimation of Hp norms, theorems of Ray-Knight type on a torus, and the behaviour of the most visited pointLeuridan, Christophe; Brossard, J.1994, 125 p.Thesis

The range of a Lévy processMOUNTFORD, T. S; PORT, S. C.Annals of probability. 1991, Vol 19, Num 1, pp 221-225, issn 0091-1798Article

On generalized maximal functionsSCHRÖDER, B. S. W.Proceedings of the American Mathematical Society. 1993, Vol 118, Num 2, pp 619-625, issn 0002-9939Article

Regularity of the Cauchy principal value of the local times of some Levy processesBERTOIN, J; CABALLERO, M.-E.Bulletin des sciences mathématiques (Paris. 1885). 1999, Vol 123, Num 1, pp 47-58, issn 0007-4497Article

On the asymptotic behaviour of functionals of some semimartingalesOUKNINE, Y.Statistics & probability letters. 1992, Vol 15, Num 5, pp 403-405, issn 0167-7152Article

Tanaka formulae and renormalization for triple intersections of Brownian motion in the planeROSEN, J; YOR, M.Annals of probability. 1991, Vol 19, Num 1, pp 142-159, issn 0091-1798Article

MARKOV LOOPS AND RENORMALIZATIONJAN, Yves Le.Annals of probability. 2010, Vol 38, Num 3, pp 1280-1319, issn 0091-1798, 40 p.Article

La synchronisation de Poincaré : du temps local au groupe de Lorentz : Henri Poincare et la physique = Synchronization of Poincaré : from local time to Lorentz groupREIGNER, Jean.Sciences (1969). 2004, Num 4, pp 22-30, issn 0151-0304, 9 p.Article

Une propriété de continuité du temps local = A continuity property of local timeCHEVALIER, Lucien.Proceedings of the American Mathematical Society. 2003, Vol 131, Num 3, pp 933-936, issn 0002-9939, 4 p.Article

Path continuity of fractional Dirichlet functionalsJIAGANG REN; XICHENG ZHANG.Bulletin des sciences mathématiques (Paris. 1885). 2003, Vol 127, Num 4, pp 368-378, issn 0007-4497, 11 p.Article

No more than three favorite sites for simple random walkTOTH, Balint.Annals of probability. 2001, Vol 29, Num 1, pp 484-503, issn 0091-1798Article

Le point d'un fermé le plus visité par le mouvement brownien = The most visited point by a Brownian motion of a close subsetLEURIDAN, C.Annals of probability. 1997, Vol 25, Num 2, pp 953-996, issn 0091-1798Article

Iterated law of iterated logarithmBURDZY, K; SAN MARTIN, J.Annals of probability. 1995, Vol 23, Num 4, pp 1627-1643, issn 0091-1798Article

The local time of a two-dimensional diffusionBAXTER, M.Proceedings - Royal Society. Mathematical and physical sciences. 1994, Vol 445, Num 1925, pp 657-667, issn 0962-8444Article

Laws of the iterated logarithm for the local times on symmetric lévy processes and recurrent random walksMARCUS, M. B; ROSEN, J.Annals of probability. 1994, Vol 22, Num 2, pp 626-658, issn 0091-1798Article

Grandes déviations du temps local brownien = Large deviations for the Brownian local timeROYNETTE, B.Comptes rendus de l'Académie des sciences. Série 1, Mathématique. 1992, Vol 314, Num 11, pp 855-858, issn 0764-4442Article

Long random walk excursions and local timeCSÖRGÖ, M; REVESZ, P.Stochastic processes and their applications. 1992, Vol 41, Num 2, pp 181-190, issn 0304-4149Conference Paper

The fluctuation result for the multiple point range of two dimensional recurrent random walksHAMANA, Y.Annals of probability. 1997, Vol 25, Num 2, pp 598-639, issn 0091-1798Article

Intersection local time for points of infinite multiplicityBASS, R. F; BURDZY, K; KHOSHNEVISAN, D et al.Annals of probability. 1994, Vol 22, Num 2, pp 566-625, issn 0091-1798Article

On an identity in law obtained by A. Földes and P. RévészYOR, M.Annales de l'I.H.P. Probabilités et statistiques. 1993, Vol 29, Num 2, pp 321-324, issn 0246-0203Article

On pathwise rate conservation for a class of semi-martingalesMAZUMDAR, R; BADRINATH, V; GUILLEMIN, F et al.Stochastic processes and their applications. 1993, Vol 47, Num 1, pp 119-130, issn 0304-4149Article

Estimates of the largest disc covered by a random walkREVESZ, P.Annals of probability. 1990, Vol 18, Num 4, pp 1784-1789, issn 0091-1798Article

Fonctions de semimartingales et applications aux équations différentielles stochastiques = Functions of semimartingales and applications to stochastic differential equationsOUKNINE, Y.Stochastics. 1989, Vol 28, Num 2, pp 115-122, issn 0090-9491, 8 p.Article

Espaces de Sobolev et régularité des temps locaux d'un processus strictement α-stable = Sobolev spaces and regularity of local times of a strictly α-stable processAL-KHACH, R. S.Comptes rendus de l'Académie des sciences. Série 1, Mathématique. 1997, Vol 324, Num 4, pp 447-452, issn 0764-4442Article

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