Authors: T. Ono, D. Muraoka, M. Hayashi, M. Yorifuji, A. Dazai, S. Omoto, T. Tanaka, T. Okamura, G. Onitsuka, K. Sudo, M. Fujii, R. Hamanoue, M. Wakita
Superior Title: Biogeosciences, Vol 21, Pp 177-199 (2024)
File Description: electronic resource
Authors: S. Vakeroudis, M. Yor
Contributors: The Pennsylvania State University CiteSeerX Archives
Superior Title: http://hal-ens.archives-ouvertes.fr/docs/00/64/62/81/PDF/CLT.pdf.
Subject Terms: Uhlenbeck processes
File Description: application/pdf
Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.636.1805; http://hal-ens.archives-ouvertes.fr/docs/00/64/62/81/PDF/CLT.pdf
Authors: S. Vakeroudis, M. Yor
Contributors: The Pennsylvania State University CiteSeerX Archives
Subject Terms: MSC Classification (2010, 60J65, 60F05
File Description: application/pdf
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Authors: S. Vakeroudis, M. Yor
Contributors: The Pennsylvania State University CiteSeerX Archives
Subject Terms: MSC Classification (2010, 60J65, 60E07
File Description: application/pdf
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Authors: F. Hirsch() M. Yor
Contributors: The Pennsylvania State University CiteSeerX Archives
Superior Title: http://www.maths.univ-evry.fr/prepubli/274.pdf.
Time: 1
File Description: application/pdf
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Availability: http://www.maths.univ-evry.fr/prepubli/274.pdf
Authors: F. Hirsch() M. Yor
Contributors: The Pennsylvania State University CiteSeerX Archives
Superior Title: http://www.maths.univ-evry.fr/prepubli/283.pdf.
Subject Terms: Key words Convex order, Self-decomposable law, Sato process, Karhunen-Loeve repre- sentation, Perturbed Bessel process, Ray-Knight theorem
File Description: application/pdf
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Availability: http://www.maths.univ-evry.fr/prepubli/283.pdf
Authors: M. Yor
Contributors: The Pennsylvania State University CiteSeerX Archives
Superior Title: http://hal.archives-ouvertes.fr/docs/00/29/23/34/PDF/2008-28.pdf.
File Description: application/pdf
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Authors: J. Najnudel, B. Roynette, M. Yor
Contributors: The Pennsylvania State University CiteSeerX Archives
Superior Title: http://arxiv.org/pdf/0905.2220v1.pdf.
File Description: application/pdf
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Availability: http://arxiv.org/pdf/0905.2220v1.pdf
Authors: D. Madan, B. Roynette, M. Yor
Contributors: The Pennsylvania State University CiteSeerX Archives
Superior Title: http://www.iecn.u-nancy.fr/Preprint/publis/Textes/2008-23.pdf.
File Description: application/pdf
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Authors: D. Madan, B. Roynette, M. Yor, Université Henri Poincaré
Contributors: The Pennsylvania State University CiteSeerX Archives
Superior Title: http://www.iecn.u-nancy.fr/Preprint/publis/Textes/2008-14.pdf.
Subject Terms: Black-Scholes formula, last passage times, Azéma supermartin- gales. 1
File Description: application/pdf
Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.590.6315; http://www.iecn.u-nancy.fr/Preprint/publis/Textes/2008-14.pdf
Authors: D. Madan, B. Roynette, M. Yor, Université Henri Poincaré
Contributors: The Pennsylvania State University CiteSeerX Archives
Superior Title: http://hal.archives-ouvertes.fr/docs/00/26/18/68/PDF/2008-14.pdf.
Time: 1
File Description: application/pdf
Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.590.4559; http://hal.archives-ouvertes.fr/docs/00/26/18/68/PDF/2008-14.pdf
Authors: D. Madan, B. Roynette, M. Yor, Université Henri Poincaré
Contributors: The Pennsylvania State University CiteSeerX Archives
Superior Title: http://www.iecn.u-nancy.fr/Preprint/publis/Textes/2008-08.pdf.
Time: 1
File Description: application/pdf
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Contributors: The Pennsylvania State University CiteSeerX Archives
Subject Terms: Convex order, Brownian sheet, Asian option, Running average
File Description: application/pdf
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Authors: B. Roynette, M. Yor
Contributors: The Pennsylvania State University CiteSeerX Archives
Superior Title: http://hal.archives-ouvertes.fr/docs/00/34/46/97/PDF/2008-50.pdf.
Subject Terms: Key words Bessel processes, Pseudo-inverses, Generalized Black-Scholes formulae
File Description: application/pdf
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Authors: D. Madan, B. Roynette, M. Yor, Université Henri Poincaré
Contributors: The Pennsylvania State University CiteSeerX Archives
Superior Title: http://hal.archives-ouvertes.fr/docs/00/25/74/03/PDF/2008-08.pdf.
Subject Terms: Black-Scholes formula, last passage times, time-inversion, Cameron- Martin
File Description: application/pdf
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Authors: B. Roynette, M. Yor
Contributors: The Pennsylvania State University CiteSeerX Archives
Superior Title: http://hal.archives-ouvertes.fr/docs/00/25/75/93/PDF/2008-10.pdf.
File Description: application/pdf
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Authors: C. P. Hughes, A. Nikeghbali, M. Yor
Contributors: The Pennsylvania State University CiteSeerX Archives
Superior Title: http://arxiv.org/pdf/math/0612195v1.pdf.
File Description: application/pdf
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Availability: http://arxiv.org/pdf/math/0612195v1.pdf
Contributors: The Pennsylvania State University CiteSeerX Archives
Superior Title: http://catalog.lib.kyushu-u.ac.jp/handle/2324/3368/2005-22.pdf.
File Description: application/pdf
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Authors: C. Donati-Martin, M. Yor
Contributors: The Pennsylvania State University CiteSeerX Archives
Superior Title: http://arxiv.org/pdf/math/0503254v1.pdf.
File Description: application/pdf
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Availability: http://arxiv.org/pdf/math/0503254v1.pdf
Authors: A. Vershik, M. Yor, N. Tsilevich
Contributors: The Pennsylvania State University CiteSeerX Archives
Superior Title: http://www.pdmi.ras.ru/%7Enatalia/papers/mk.pdf.
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Availability: http://www.pdmi.ras.ru/%7Enatalia/papers/mk.pdf