The following pages link to Marc Yor (Q180924):
Displaying 50 items.
- On the entire moments of self-similar Markov processes and exponential functionals of Lévy processes (Q1407384) (← links)
- Limiting laws associated with Brownian motion perturbated by normalized exponential weights (Q1420159) (← links)
- Interpretation via Brownian motion of some independence properties between GIG and gamma variables. (Q1424466) (← links)
- A stochastically quasi-optimal search algorithm for the maximum of the simple random walk (Q1429105) (← links)
- On positive and negative moments of the integral of geometric Brownian motions (Q1579536) (← links)
- On weak Brownian motions of arbitrary order (Q1584871) (← links)
- An identity in law involving reflecting Brownian motion, derived from generalized arc-sine laws for perturbed Brownian motions (Q1593606) (← links)
- Some absolute continuity relationships for certain anticipative transformations of geometric Brownian motions. (Q1596544) (← links)
- The entrance laws of self-similar Markov processes and exponential functionals of Lévy processes (Q1611958) (← links)
- Canonical decomposition of linear transformations of two independent Brownian motions motivated by models of insider trading (Q1613658) (← links)
- On increasing risk, inequality and poverty measures: peacocks, lyrebirds and exotic options (Q1657477) (← links)
- Measuring the ``non-stopping timeness'' of ends of previsible sets (Q1758296) (← links)
- Brownian analogues of Burke's theorem. (Q1766020) (← links)
- Self-similar processes with independent increments associated with Lévy and Bessel processes. (Q1766032) (← links)
- A parallel between Brownian bridges and gamma bridges (Q1769586) (← links)
- A remark about the norm of a Brownian bridge (Q1771429) (← links)
- Some new examples of Markov processes which enjoy the time-inversion property (Q1775523) (← links)
- A clarification note about hitting times densities for Ornstein-Uhlenbeck processes (Q1776005) (← links)
- On the Markov-Krein identity and quasi-invariance of the gamma process (Q1781361) (← links)
- Hitting, occupation and inverse local times of one-dimensional diffusions: Martingale and excursion approaches (Q1812190) (← links)
- On an extension of Dufresne's relation between exponential Brownian functionals from opposite drifts to two different drifts: A short proof (Q1827551) (← links)
- Semi-martingale inequalities via the Garsia-Rodemich-Rumsey lemma, and applications to local times (Q1836443) (← links)
- Comments on the life and mathematical legacy of Wolfgang Doeblin (Q1848530) (← links)
- Stochastic volatility, jumps and hidden time changes (Q1848532) (← links)
- On subordinators, self-similar Markov processes and some factorizations of the exponential variable (Q1860573) (← links)
- A representation for non-colliding random walks (Q1860576) (← links)
- A large deviations principle related to the strong arc-sine law (Q1866066) (← links)
- On the distribution of ranked heights of excursions of a Brownian bridge. (Q1872189) (← links)
- Large deviations for squares of Bessel and Ornstein-Uhlenbeck processes (Q1881635) (← links)
- A trivariate law for certain processes related to perturbed Brownian motions (Q1888822) (← links)
- Local times and almost sure convergence of semi-martingales (Q1901158) (← links)
- A proof of Dassios' representation of the \(\alpha\)-quantile of Brownian motion with drift (Q1909401) (← links)
- Random discrete distributions derived from self-similar random sets (Q1920155) (← links)
- Some examples of Skorokhod embeddings obtained from the Azéma-Yor algorithm (Q1933590) (← links)
- On hitting times of affine boundaries by reflecting Brownian motion and Bessel processes (Q1945282) (← links)
- Applying Itō's motto: ``Look at the infinite dimensional picture'' by constructing sheets to obtain processes increasing in the convex order (Q1945283) (← links)
- The importance of strictly local martingales; applications to radial Ornstein-Uhlenbeck processes (Q1960923) (← links)
- Some asymptotic properties of the local time of the uniform empirical process (Q1962614) (← links)
- On certain discounted arc-sine laws (Q1965871) (← links)
- Some measure-valued Markov processes attached to occupation times of Brownian motion (Q1975191) (← links)
- A variant of Pitman's theorem on \((2J_s-R_s,s\geq 0)\) for a general transient Bessel process \(R_{(+)}\) and its implications for the corresponding Ito's measure \(\mathbf n_{(-)}\) (Q2346978) (← links)
- A new proof of Williams' decomposition of the Bessel process of dimension three with a look at last-hitting times (Q2349226) (← links)
- On an identity in law obtained by A. Földes and P. Révész (Q2368149) (← links)
- The laws of Brownian local time integrals (Q2381872) (← links)
- Fractional intertwinings between two Markov semigroups (Q2390986) (← links)
- Local times and excursion theory for Brownian motion. A tale of Wiener and Itô measures (Q2393403) (← links)
- A note on a.s. finiteness of perpetual integral functionals of diffusions (Q2433675) (← links)
- Integrability properties and limit theorems for the exit time from a cone of planar Brownian motion (Q2435231) (← links)
- Some two-dimensional extensions of Bougerol's identity in law for the exponential functional of linear Brownian motion (Q2436060) (← links)
- On the expectation of normalized Brownian functionals up to first hitting times (Q2448526) (← links)
