Patrimony
The Louis Bachelier Group's patrimony has been defined as all the publications produced by academic researchers thanks to Group funding (ILB, FdR, IEF, Labex) or via the use of EquipEx data (BEDOFIH, EUROFIDAI).
On the expectation of normalized Brownian functionals up to first hitting times.
Bessel process, Brownian meander, Brownian motion, Feynman-Kac formula, Hitting times, Random sampling, Ray-Knight theorem, Scaling
On the expectation of normalized Brownian functionals up to first hitting times.
Bessel process, Brownian meander, Brownian motion, Feynman-Kac formula, Hitting times, Random sampling, Ray-Knight theorem, Scaling