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Pierre Vallois

Identifiers

  • name variant Pierre Vallois 0.60 · backfill

Papers (8)

  1. Probability that the maximum of the reflected Brownian motion over a finite interval $[0,t]$ is achieved by its last zero before $t$ math.PR · 2015 · author #3
  2. Persistent random walks, variable length Markov chains and piecewise deterministic Markov processes math.PR · 2012 · author #4
  3. On subexponentiality of the L\'evy measure of the diffusion inverse local time; with applications to penalizations math.PR · 2008 · author #2
  4. On the excursion theory for linear diffusions math.PR · 2006 · author #2
  5. Elements of Stochastic Calculus via Regularisation math.PR · 2006 · author #2
  6. On Maximum Increase and Decrease of Brownian Motion math.PR · 2005 · author #2
  7. Levy processes: Hitting time, overshoot and undershoot II - Asymptotic behaviour math.PR · 2005 · author #2
  8. Levy Processes: Hitting time, overshoot and undershoot - part I: Functional equations math.PR · 2005 · author #2

Mentions

  • 1505.03274 #3 · backfill · confidence 0.70 Pierre Vallois
  • 1208.3358 #4 · backfill · confidence 0.70 Pierre Vallois
  • 0805.4353 #2 · backfill · confidence 0.70 Pierre Vallois

Frequent Coauthors