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Stavros Vakeroudis
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Zitiert von
Zitiert von
Jahr
Bougerol’s identity in law and extensions
S Vakeroudis
212012
On Hitting Times of the Winding Processes of Planar Brownian Motion and of Ornstein--Uhlenbeck Processes via Bougerol's identity
S Vakeroudis
Theory of Probability & Its Applications 56 (3), 485-507, 2012
212012
The mean first rotation time of a planar polymer
S Vakeroudis, M Yor, D Holcman
Journal of statistical physics 143 (6), 1074-1095, 2011
192011
Integrability properties and Limit Theorems for the exit time from a cone of planar Brownian motion
S Vakeroudis, M Yor
152013
On the windings of complex-valued Ornstein–Uhlenbeck processes driven by a Brownian motion and by a stable process
S Vakeroudis
Stochastics An International Journal of Probability and Stochastic Processes …, 2015
112015
Windings of planar stable processes
RA Doney, S Vakeroudis
Séminaire de Probabilités XLV, 277-300, 2013
112013
Some infinite divisibility properties of the reciprocal of planar Brownian motion exit time from a cone
S Vakeroudis, M Yor
92012
Nombres de tours de certains processus stochastiques plans et applications à la rotation d’un polymère
S Vakeroudis
Windings of some planar stochastic processes and applications to the …, 2011
92011
Stable windings at the origin
AE Kyprianou, SM Vakeroudis
Stochastic Processes and their Applications 128 (12), 4309-4325, 2018
72018
A scaling proof for Walsh's Brownian motion extended arc-sine law.
S Vakeroudis, M Yor
62012
A Central Limit Theorem for a sequence of Brownian motions in the unit sphere in Rn
S Vakeroudis, M Yor
Statistics & Probability Letters 82 (3), 599-605, 2012
32012
Windings of planar processes, Exponential Functionals and Asian options
W Jedidi, S Vakeroudis
Advances in Applied Probability 50 (3), 726-742, 2018
22018
Windings of planar stable processes
RA Doney, S Vakeroudis
arXiv preprint arXiv:1203.3739, 2012
22012
On Doney’s striking factorization of the arc-sine law
L Alili, C Bartholmé, L Chaumont, P Patie, M Savov, S Vakeroudis
A Lifetime of Excursions Through Random Walks and Lévy Processes: A Volume …, 2021
12021
Windings of planar processes
S Vakeroudis
12012
Windings of planar stable processes
S Vakeroudis, RA Doney
12012
Windings of planar processes, Exponential Functionals and Asian options
S Vakeroudis
arXiv preprint arXiv:1610.07030, 2016
2016
Nombres de tours du mouvement brownien planaire, identité de Bougerol et propriétés d'infinie divisibilité.
S Vakeroudis
2013
Fonctionnelles exponentielles du mouvement brownien, nombres de tours (windings) et identité de Bougerol.
S Vakeroudis
2013
A scaling proof for Walsh's Brownian motion arc-sine law.: Walsh's Brownian motion arc-sine law.
S Vakeroudis, M Yor
Electronic communications in probability 17, 2012
2012
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