Mathematics – Probability
Scientist
Mathematics
Probability
Scientist
ICJ, DP
A class of bridges of iterated integrals of Brownian motion related to various boundary value problems involving the one-dimensional polyharmonic operator
Chung's law for homogeneous Brownian functionals
First hitting time and place, monopoles and multipoles for pseudo-processes driven by the equation $\partial/\partial t = \pm\partial^N/\partial x^N$
Joint distribution of the process and its sojourn time for pseudo-processes governed by high-order heat equation
Sojourn time in $\mathbb{Z}^+$ for the Bernoulli random walk on $\mathbb{Z}$
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