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pro vyhledávání: '"Julien Letemplier"'
Autor:
Julien Letemplier, Thomas Simon
LetAbe theLq-functional of a stable Lévy process starting from one and killed when crossing zero. We observe thatAcan be represented as the independent quotient of two infinite products of renormalized Beta random variables. The proof relies on Mark
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::7d4d73c3a45eca2b64682db25099bcb8
Autor:
Julien Letemplier, Thomas Simon
An identity in law for the area of a spectrally positive L\'evy stable process stopped at zero is established. Extending that of Lefebvre for Brownian motion, it involves an inverse Beta random variable and the square of a positive stable random vari
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::9494cd8044d63139f0d8deaf4ec507ed
https://hal.archives-ouvertes.fr/hal-01070220/file/ASPZ.pdf
https://hal.archives-ouvertes.fr/hal-01070220/file/ASPZ.pdf
Autor:
Arnaud Guillin, Julien Letemplier, Christophe Leuridan, Yan-Xia Ren, Yinshan Chang, Simon R. Harris, Zhongmin Qian, Ashkan Nikeghbali, Lucian Beznea, Dario Trevisan, Iulian Cîmpean, Andreas E. Kyprianou, Walter Schachermayer, Christian Léonard, Carlo Marinelli, Danyu Yang, Alexander R. Watson, Michael Röckner, Michel Émery, Ramon van Handel, J-L. Pérez, Thomas Simon, Ismael Bailleul, Laurent Serlet, Jacques Franchi, Jean Brossard, Sergey Bocharov, Joseph Najnudel, Koléhé Abdoulaye Coulibaly-Pasquier, Vilmos Prokaj, Marc Yor, Xi Geng, Patrick Cattiaux, Mathieu Rosenbaum
Publikováno v:
Catherine Donati-Martin; Antoine Lejay; Alain Rouault. France. 2123, Springer International Publishing, pp.512, 2014, Lecture Notes in Mathematics, 978-3-319-11969-4. ⟨10.1007/978-3-319-11970-0⟩
Springer International Publishing, 2123, pp.512, 2014, Lecture Notes in Mathematics, 978-3-319-11969-4. ⟨10.1007/978-3-319-11970-0⟩
Catherine Donati-Martin; Antoine Lejay; Alain Rouault. France. 2123, Springer International Publishing, pp.512, 2014, Lecture Notes in Mathematics, 978-3-319-11969-4. 〈10.1007/978-3-319-11970-0〉
France. 2123, Springer International Publishing, pp.512, 2014, Lecture Notes in Mathematics, 978-3-319-11969-4. ⟨10.1007/978-3-319-11970-0⟩
Lecture Notes in Mathematics ISBN: 9783319119694
Séminaire de Probabilités XLVI
Springer International Publishing, 2123, pp.512, 2014, Lecture Notes in Mathematics, 978-3-319-11969-4. ⟨10.1007/978-3-319-11970-0⟩
Catherine Donati-Martin; Antoine Lejay; Alain Rouault. France. 2123, Springer International Publishing, pp.512, 2014, Lecture Notes in Mathematics, 978-3-319-11969-4. 〈10.1007/978-3-319-11970-0〉
France. 2123, Springer International Publishing, pp.512, 2014, Lecture Notes in Mathematics, 978-3-319-11969-4. ⟨10.1007/978-3-319-11970-0⟩
Lecture Notes in Mathematics ISBN: 9783319119694
Séminaire de Probabilités XLVI
International audience; This volume provides a broad insight on current, high level researches in probability theory.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::68f212269216ef7a1beeda7992488687
https://hal.inria.fr/hal-01109973
https://hal.inria.fr/hal-01109973
Autor:
Julien Letemplier, Thomas Simon
Publikováno v:
Lecture Notes in Mathematics ISBN: 9783319119694
We show that the hitting times for points of real α-stable Levy processes (1 < α ≤ 2) are unimodal random variables. The argument relies on strong unimodality and several recent multiplicative identities in law. In the symmetric case we use a fac
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::83e2903dd730f6e4a0aa72f7e83123ba
https://doi.org/10.1007/978-3-319-11970-0_13
https://doi.org/10.1007/978-3-319-11970-0_13