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Ornstein-Uhlenbeck pinball: I. Poincaré inequalities in a punctured domain.
International audience -
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...
