5 results
PDE for the joint law of the pair of a continuous diffusion and its running maximum
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- Journal:
- Advances in Applied Probability / Volume 55 / Issue 4 / December 2023
- Published online by Cambridge University Press:
- 10 July 2023, pp. 1171-1210
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- December 2023
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Joint distribution of a Lévy process and its running supremum
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- Journal:
- Journal of Applied Probability / Volume 55 / Issue 2 / June 2018
- Published online by Cambridge University Press:
- 26 July 2018, pp. 488-512
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- June 2018
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Rough paths via sewing Lemma
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- Journal:
- ESAIM: Probability and Statistics / Volume 16 / 2012
- Published online by Cambridge University Press:
- 08 November 2012, pp. 479-526
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- 2012
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Enhanced Gaussian processes and applications
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- Journal:
- ESAIM: Probability and Statistics / Volume 13 / July 2009
- Published online by Cambridge University Press:
- 04 July 2009, pp. 247-260
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- July 2009
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Approximation of the fractional Brownian sheet VIA Ornstein-Uhlenbeck sheet
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- Journal:
- ESAIM: Probability and Statistics / Volume 11 / June 2007
- Published online by Cambridge University Press:
- 31 March 2007, pp. 115-146
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- June 2007
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