Mathematics – Probability
Scientist
Mathematics
Probability
Scientist
LPMA, ENS, MODAL'X
LPMA, School of Mathematics
LPMA, ENS, School of Mathematics
A Central Limit Theorem for a sequence of Brownian motions in the unit sphere in Rn
Bougerol's identity in law and extensions
Integrability properties and Limit Theorems for the exit time from a cone of planar Brownian motion
On hitting times of the winding processes of planar Brownian motion and of Ornstein-Uhlenbeck processes, via Bougerol's identity
Some infinite divisibility properties of the reciprocal of planar Brownian motion exit time from a cone
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