16 citations · 48 across the 19 of their papers we have counts for
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math.PR2006★ 3 cited
On the excursion theory for linear diffusions
Paavo Salminen, Pierre Vallois, Marc Yor
We present a number of important identities related to the excursion theory of linear diffusions. In particular, excursions straddling an independent exponential time are studied i…
math.PR2006
Quelques approximations du temps local brownien
Blandine Berard Bergery, Pierre Vallois
We give some approximations of the local time process at level of the real Brownian motion . We prove that $ \frac{2}ε\int_0^{t} X_{(u+ε)\wedge…
math.PR2006★ 15 cited
Elements of Stochastic Calculus via Regularisation
Francesco Russo, Pierre Vallois
This paper first summarizes the foundations of stochastic calculus via regularization and constructs through this procedure Itô and Stratonovich integrals. In the second part, a su…