Bougerol’s identity in law and extensions S Vakeroudis | 21 | 2012 |
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 | 21 | 2012 |
The mean first rotation time of a planar polymer S Vakeroudis, M Yor, D Holcman Journal of statistical physics 143 (6), 1074-1095, 2011 | 19 | 2011 |
Integrability properties and Limit Theorems for the exit time from a cone of planar Brownian motion S Vakeroudis, M Yor | 15 | 2013 |
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 | 11 | 2015 |
Windings of planar stable processes RA Doney, S Vakeroudis Séminaire de Probabilités XLV, 277-300, 2013 | 11 | 2013 |
Some infinite divisibility properties of the reciprocal of planar Brownian motion exit time from a cone S Vakeroudis, M Yor | 9 | 2012 |
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 | 9 | 2011 |
Stable windings at the origin AE Kyprianou, SM Vakeroudis Stochastic Processes and their Applications 128 (12), 4309-4325, 2018 | 7 | 2018 |
A scaling proof for Walsh's Brownian motion extended arc-sine law. S Vakeroudis, M Yor | 6 | 2012 |
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 | 3 | 2012 |
Windings of planar processes, Exponential Functionals and Asian options W Jedidi, S Vakeroudis Advances in Applied Probability 50 (3), 726-742, 2018 | 2 | 2018 |
Windings of planar stable processes RA Doney, S Vakeroudis arXiv preprint arXiv:1203.3739, 2012 | 2 | 2012 |
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 | 1 | 2021 |
Windings of planar processes S Vakeroudis | 1 | 2012 |
Windings of planar stable processes S Vakeroudis, RA Doney | 1 | 2012 |
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 |