Vallois Pierre

Публикации в базе данных Math-Net.Ru

1. Convoluted Brownian motion: a semimartingale approach
   
   Theory Stoch. Process., 21(37):2 (2016),  58–83
2. The logistic S.D.E.
   
   Theory Stoch. Process., 20(36):1 (2015),  28–62
3. Penalisations of brownian motion with its maximum and minimum processes as weak forms of Skorokhod embedding
   
   Theory Stoch. Process., 14(30):2 (2008),  116–138