103 citations · 180 across the 13 of their papers we have counts for
8 papers · 2 filters
Some Connections Between (Sub)Critical Branching Mechanisms and Bernstein Functions
Jean Bertoin, Bernard Roynette, Marc Yor
We describe some connections, via composition, between two functional spaces: the space of (sub)critical branching mechanisms and the space of Bernstein functions. The functions ${…
On local martingale and its supremum: harmonic functions and beyond
Jan Obloj, Marc Yor
We discuss certain facts involving a continuous local martingale and its supremum . A complete characterization of -harmonic functions is proposed. This y…
Harnesses, Levy bridges and Monsieur Jourdain
Roger Mansuy, Marc Yor
Relations between so-called harness processes and initial enlargements of the filtration of a Levy process with its positions at fixed times are investigated.
A definition and some characteristic properties of pseudo-stopping times
Ashkan Nikeghbali, Marc Yor
Recently, D. Williams \cite{williams} gave an explicit example of a random time associated with Brownian motion such that is not a stopping time but $\mathbb{E}M_ρ=\mathbb{…
Asymptotic laws for regenerative compositions: gamma subordinators and the like
A. Gnedin, J. Pitman, M. Yor
For a random closed set obtained by exponential transformation of the closed range of a subordinator, a regenerative composit…
Where did the Brownian particle go?
Robin Pemantle, Yuval Peres, Jim Pitman +1
Consider the radial projection onto the unit sphere of the path a d-dimensional Brownian motion W, started at the center of the sphere and run for unit time. Given the occupation m…