6 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
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- 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
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- 26 July 2018, pp. 488-512
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- June 2018
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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
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- 31 March 2007, pp. 115-146
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- June 2007
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Pricing rules under asymmetric information
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- Journal:
- ESAIM: Probability and Statistics / Volume 11 / June 2007
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- 01 March 2007, pp. 80-88
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- June 2007
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Filtrage approche et calcul stochastique non causal
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- Journal:
- Nagoya Mathematical Journal / Volume 118 / June 1990
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- 22 January 2016, pp. 1-33
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- June 1990
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Arret optimal avec contrainte
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- Journal:
- Advances in Applied Probability / Volume 15 / Issue 4 / December 1983
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- 01 July 2016, pp. 798-812
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- December 1983
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