Une solution simple au probleme de Skorokhod, Séminaire de Probabilités, pp.90-115, 1977. ,
DOI : 10.1090/S0002-9904-1969-12350-5
An Extension of Pitman's Theorem for Spectrally Positive Levy Processes, The Annals of Probability, vol.20, issue.3, pp.1464-1483, 1992. ,
DOI : 10.1214/aop/1176989701
Brownian paths and Littlemann paths, 2005. ,
Intertwining of Markov semi-groups, some examples, Séminaire de Probabilités, pp.30-36, 1995. ,
Handbook of Brownian motion?facts and formulae. Probability and its Applications, 2002. ,
Beta-gamma random variables and intertwining relations between certain Markov processes, Rev. Mat. Iberoamericana, vol.14, issue.2, pp.311-367, 1998. ,
Some Brownian functionals and their laws, The Annals of Probability, vol.25, issue.3, pp.1011-1058, 1997. ,
DOI : 10.1214/aop/1024404505
Un th??or??me de J.W. Pitman, Séminaire de Probabilités, XIII (Univ, pp.521-532, 1977. ,
DOI : 10.1017/S0001867800040763
Autour d'un Théorème de Ray, Temps locaux of Astérisque, pp.52-53, 1978. ,
Sur les distributions de certaines fonctionnelles du mouvement Brownien, Seminar on Probability, pp.210-226, 1979. ,
DOI : 10.1112/plms/s3-28.4.738
URL : http://archive.numdam.org/article/SPS_1981__15__210_0.pdf
Some martingales related to cumulative sum tests and single-server queues, Stochastic Processes and their Applications, vol.4, issue.3, pp.261-269, 1976. ,
DOI : 10.1016/0304-4149(76)90014-4
On the sojourn times of killed brownian motion, Séminaire de Probabilités, pp.428-445, 1976. ,
DOI : 10.1007/BFb0064617
A version of Pitman's 2M ??? X theorem for geometric Brownian motions, Comptes Rendus de l'Acad??mie des Sciences - Series I - Mathematics, vol.328, issue.11, pp.1067-1074, 1999. ,
DOI : 10.1016/S0764-4442(99)80326-7
An analogue of Pitman???s 2M ??? X theorem for exponential Wiener functionals: Part I: A time-inversion approach, Nagoya Mathematical Journal, vol.159, pp.125-166, 2000. ,
DOI : 10.1017/S0027763000007455
An Analogue of Pitman???s 2M ??? X Theorem for Exponential Wiener Functionals Part II: The Role of the Generalized Inverse Gaussian Laws, Nagoya Mathematical Journal, vol.159, pp.65-86, 2001. ,
DOI : 10.1214/aop/1176994363
Exponential Functionals of Brownian motion. I : Probability laws at fixed time. Probability Surveys, 2005. ,
Exponential Functionals of Brownian motion. II : Some related diffusion processes. Probability Surveys, 2005. ,
A Theorem of Pitman Type for Simple Random Walks on $\mathbf{Z}^d$, Tokyo Journal of Mathematics, vol.12, issue.1, pp.235-240, 1989. ,
DOI : 10.3836/tjm/1270133560
The Skorokhod embedding problem and its offspring, Probability Surveys, vol.1, issue.0, pp.321-390, 2004. ,
DOI : 10.1214/154957804100000060
The Skorokhod embedding problem and some families of Brownian martingales, Thèse Paris VI-Varsovie, 2005. ,
A complete characterization of local martingales which are function of Brownian motion and its maximum, 2006. ,
A decomposition of Bessel Bridges, Zeitschrift f???r Wahrscheinlichkeitstheorie und Verwandte Gebiete, vol.53, issue.no. 1, pp.425-457, 1982. ,
DOI : 10.1007/BF00532802
One-dimensional Brownian motion and the three-dimensional Bessel process Advances in Appl, Probability, vol.7, issue.3, pp.511-526, 1975. ,
Some remarks on Pitman???s theorem, Séminaire de Probabilités, XXXI, pp.266-271, 1997. ,
DOI : 10.1112/plms/s3-28.4.738
Continuous martingales and Brownian motion, of Grundlehren der Mathematischen Wissenschaften [Fundamental Principles of Mathematical Sciences, 1999. ,
Characterizing all Diffusions with the $2M - X$ Property, The Annals of Probability, vol.9, issue.4, pp.561-572, 1981. ,
DOI : 10.1214/aop/1176994362
Markov Functions, The Annals of Probability, vol.9, issue.4, pp.573-582, 1981. ,
DOI : 10.1214/aop/1176994363
Limiting laws associated with Brownian motion perturbed by its maximum, minimum and local time, II. To appear in Studia Sci, Math. Hungar, 2005. ,
URL : https://hal.archives-ouvertes.fr/hal-00012705
Limiting laws for long Brownian bridges perturbed by their one-sided maximum, III. Periodica Mathematica Hungarica, pp.247-280, 2005. ,
URL : https://hal.archives-ouvertes.fr/hal-00013183
Pénalisations et extensions du théorème de Pitman, relatives au mouvement brownien etàetà son maximum unilatère, Seminar on Probability memoriam), Lecture Notes in Math, 2006. ,
DOI : 10.1007/978-3-540-35513-7_20
Pitman Type Theorem for One-Dimensional Diffusion Processes, Tokyo Journal of Mathematics, vol.13, issue.2, pp.429-440, 1990. ,
DOI : 10.3836/tjm/1270132272
On the martingales obtained by an extension due to Saisho, Tanemura and Yor of Pitman???s theorem, Séminaire de Probabilités, XXXI, pp.256-265, 1997. ,
DOI : 10.3836/tjm/1270132268
Time Reversal of Random Walks in One-Dimension, Tokyo Journal of Mathematics, vol.12, issue.1, pp.159-174, 1989. ,
DOI : 10.3836/tjm/1270133555
Time Reversal of Random Walks in $\mathbf{R}^d$, Tokyo Journal of Mathematics, vol.13, issue.2, pp.375-389, 1990. ,
DOI : 10.3836/tjm/1270132268
Some aspects of Brownian motion, Lectures in Mathematics ETH Zürich. Birkhäuser Verlag, 1997. ,
DOI : 10.1007/978-3-0348-8954-4