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Copies of the papers below are available upon request.
Comment
on “On a stopped functional for a bidimensional process” by C. Makasu .
Chaos, Solitons & Fractals 44 (2011) 1117–1118.
Decomposition
of order statistics
of
semimartingales using local times .
Stoch. Anal. Appl. 28 (2010), no. 3, 467–479. (with O. Menoukeu Pamen)
A
generalized occupation
time
formula for continuous semimartingales .
Studia Sci. Math. Hungar. 47 (2010), No. 1, 54--58.
Local
times of
ranked
continuous semimartingales .
Stochastic Processes Appl. 118, No. 7, 1244-1253 (2008). (with A.
Banner) Some
limit
theorems
connected with Brownian local time .
J. Appl. Math. Stochastic Anal. 2006, No. 2, 5 p. (2006).
On distributions
associated with the generalized L�vy's stochastic area formula .
Studia Sci. Math. Hungar. 41 (2004), no. 1, 93--100. Local time-space
calculus
and extensions of It�'s formula . High dimensional
probability, III (Sandjberg, 2002), 177--192, Progr. Probab., 55,
Birkh�user, Basel, 2003.(with G. Peskir) An
extension of
Seshadri's identities for Brownian motion . Statist. Probab.
Lett. 59 (2002), no. 4, 379--384. (with S.E. Graversen) On
certain Markov
processes attached to exponential functionals of Brownian motion;
application to Asian options . Rev. Mat. Iberoamericana 17
(2001), no. 1, 179--193. (with
C. Donati-Martin and M. Yor) Affine
random
equations
and the stable $\left( {1 \over 2} \right)$ distribution .
Studia Sci.
Math.
Hungar. 36 (2000), no. 3-4, 387--405. (with
C. Donati-Martin and M. Yor)
