The following pages link to F. Petit (Q1271362):
Displaying 15 items.
- Beta-gamma random variables and intertwining relations between certain Markov processes (Q1271363) (← links)
- Time reversal and reflected diffusions (Q1275933) (← links)
- (Q1336262) (redirect page) (← links)
- Some extensions of the arc sine law as partial consequences of the scaling property of Brownian motion (Q1336263) (← links)
- An identity in law involving reflecting Brownian motion, derived from generalized arc-sine laws for perturbed Brownian motions (Q1593606) (← links)
- A trivariate law for certain processes related to perturbed Brownian motions (Q1888822) (← links)
- The support theorem for diffusion processes with boundary condition (Q1917684) (← links)
- On the laws of homogeneous functionals of the Brownian bridge (Q2714356) (← links)
- (Q2738722) (← links)
- (Q4022355) (← links)
- (Q4395532) (← links)
- (Q4395536) (← links)
- Beta Variables as Times Spent in [0, ∞[ By Certain Perturbed Brownian Motions (Q4716656) (← links)
- Pricing path-dependent options in a Black-Scholes market from the distribution of homogeneous Brownian functionals (Q4819432) (← links)
- Sur les fonctionnelles exponentielles de certains processus de lévy (Q4840926) (← links)