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Results: 1-6 |
Results: 6

Authors: Donati-Martin, C Ghomrasni, R Yor, M
Citation: C. Donati-martin et al., On certain Markov processes attached to exponential functionals of Brownian motion; application to Asian options, REV MAT IBE, 17(1), 2001, pp. 179-193

Authors: Donati-Martin, C
Citation: C. Donati-martin, Some remarks about the identity in law for the Bessel bridge (1)integral(0) ds/r(s) ((law))=2sup r(s) (s <= 1), ST SCI M H, 37(1-2), 2001, pp. 131-144

Authors: Capitaine, M Donati-Martin, C
Citation: M. Capitaine et C. Donati-martin, The Levy area process for the free Brownian motion, J FUNCT ANA, 179(1), 2001, pp. 153-169

Authors: Donati-Martin, C Yor, M
Citation: C. Donati-martin et M. Yor, Some measure-valued Markov processes attached to occupation times of Brownian motion, BERNOULLI, 6(1), 2000, pp. 63-72

Authors: Donati-Martin, C Shi, Z Yor, M
Citation: C. Donati-martin et al., The joint law of the last zeros of Brownian motion and of its Levy transform, ERGOD TH DY, 20, 2000, pp. 709-725

Authors: Donati-Martin, C Ghomrasni, R Yor, M
Citation: C. Donati-martin et al., Affine random equations and the stable (1/2) distribution, ST SCI M H, 36(3-4), 2000, pp. 387-405
Risultati: 1-6 |