Pierre Vallois
Pierre-and-Marie-Curie University
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Publication
Featured researches published by Pierre Vallois.
Probability Theory and Related Fields | 1993
Francesco Russo; Pierre Vallois
SummaryWe define three types of non causal stochastic integrals: forward, backward and symmetric. Our approach consists in approximating the integrator. Two optics are considered: the first one is based on traditional usual stochastic calculus and the second one on Wiener distributions.
Probability Theory and Related Fields | 1991
Pierre Vallois
SummaryWe introduce two classes of random variablesV such that the Brownian local time process at timeV is distributed as a 0 or 2 dimensional Bessel bridge. Moreover we obtain new decompositions of the Brownian path on the interval [0,V], which generalize Williams results.
Theory of Stochastic Processes | 2007
Bernard Roynette; Pierre Vallois; Marc Yor
Archive | 2003
Mihai Gradinaru; Ivan Nourdin; Francesco Russo; Pierre Vallois
42èmes Journées de Statistique | 2010
Olivier Collignon; Marie Brulliard; Jean-Marie Monnez; Pierre Vallois; Benoit Thouvenot; S. Jacquenet; Virginie Ogier; Olivier Roitel
Archive | 2008
Evy Processes; Bernard Roynette; Pierre Vallois
41èmes Journées de Statistique, SFdS, Bordeaux | 2008
Olivier Collignon; Jean-Marie Monnez; Pierre Vallois; S. Jacquenet; Bernard Bihain; G. Kanny; Françoise Codreanu
/data/revues/1631073X/03430003/06002494/ | 2008
Bernard Roynette; Pierre Vallois; Marc Yor
Archive | 2006
Denis Talay; Mireille Bossy; Madalina Deaconu; Marie-Line Ramfos; Christelle Bergeret; Nicolas Champagnat; Antoine Lejay; Etienne Tanré; Bernard Roynette; Pierre Vallois; Sylvain Maire; Frédéric Bernardin; Benoîte De Saporta; Lluis Quer i Sardanyons; Antoine Rousseau; Siham Filali; Mamadou Cissé; Olivier Collignon; Pierre Étoré; Angela Ganz; Junbo Huang; Jean-François Jabir; Numa Lescot; Omar Aboura; Vincent Kaeyle; Adrien Richou
Archive | 2004
Christophe Ackermann; Mireille Bossy; Jean-François Collet; Antoine Lejay; Sylvain Maire; Ivan Nourdin; Bernard Roynette; Denis Talay; Etienne Tanré; Pierre Vallois
