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A toolbox on the distribution of the maximum of Gaussian process
In this paper we are interested in the distribution of the maximum, or the maximum of the absolute value, of certain Gaussian processes for which the result is exactly... -
Brownian motion in the quadrant with oblique repulsion from the sides
We consider the problem of strong existence and uniqueness of a Brownian motion forced to stay in the quadrant by an electrostatic repulsion from the sides that works... -
On the expectation of normalized Brownian functionals up to first hitting times
Let B be a Brownian motion and T its first hitting time of the level 1. For U a uniform random variable independent of B, we study in depth the distribution of... -
On the law of a triplet associated with the pseudo-Brownian bridge
We identify the distribution of a natural triplet associated with the pseudo-Brownian bridge. In particular, for $B$ a Brownian motion and $T_1$ its first hitting time...
