Yor, Marc, Université Pierre et Marie Curie
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Vol 4 - Articles
The Law of the Maximum of a Bessel Bridge
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Vol 10 - Articles
Perpetual Integral Functionals as Hitting and Occupation Times
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Vol 14 - Articles
A Brownian sheet martingale with the same marginals as the arithmetic average of geometric Brownian motion
Abstract PDF
ISSN: 1083-6489