Aim'e Lachal

activity

20072016

most citedFirst hitting time and place, monopoles and multipoles for pseudo-processes driven by the equation

\partial / \partial t = \pm \partial^{N} / \partial x^{N}

19 citations · 62 across the 15 of their papers we have counts for

collaborators

Showing 2011Show all

2 papers · 1 filter

math.PR2011★ 1 cited

Sojourn time in an union of intervals for diffusions

Aimé Lachal

We give a method for computing the iterated Laplace transform of the sojourn time in an union of intervals for linear diffusion processes. This random variable comes from a model o…

math.PR2011

A class of bridges of iterated integrals of Brownian motion related to various boundary value problems involving the one-dimensional polyharmonic operator

Aimé Lachal

Let $(B (t))_{t \in [0, 1]}$ be the linear Brownian motion and $(X_{n} (t))_{t \in [0, 1]}$ be the $(n - 1)$ -fold integral of Brownian motion, $n$ being a positive integer: $$ X_n(t)=\int_0^…