2 papers
math.PR2015
Exponential functionals of spectrally one-sided l{é}vy processes conditioned to stay positive
Grégoire Véchambre, Grégoire Vechambre
We study the properties of the exponential functional where is a spectrally one-sided L{é}vy process conditioned to sta…
math.PR2015
Renewal structure and local time for diffusions in random environment
Pierre Andreoletti, Alexis Devulder, Grégoire Vechambre
We study a one-dimensional diffusion in a drifted Brownian potential , with $ 0\textless{}κ\textless{}1$, and focus on the behavior of the local times $(\mathcal{L}(t,x),…