Sur l'identité de Bougerol pour les fonctionnelles exponentielles du mouvement Brownien avec drift. In Exponential Functionals and Principal Values related to Brownian Motion. A collection of research papers, Biblioteca de la Revista Matematica, pp.3-14, 1997. ,
Asymptotic windings of planar Brownian motion revisited via the Ornstein-Uhlenbeck process, Sém. Prob. XXVIII, Lect. Notes in Mathematics, vol.68, pp.138-152, 1994. ,
DOI : 10.2307/2371837
Probability laws related to the Jacobi theta and Riemann zeta
functions, and Brownian excursions, Bulletin of the American Mathematical Society, vol.38, issue.04, pp.435-465, 2001. ,
DOI : 10.1090/S0273-0979-01-00912-0
Valeurs principales associées aux temps locaux browniens, Bull. Sci. Math, vol.111, pp.23-101, 1987. ,
Exit times of Brownian Motion, Harmonic Majorization and Hardy Spaces, Adv. in Math, vol.26, pp.182-205, 1977. ,
Windings of planar stable processes, 2012. ,
Laguerre Series for Asian and Other Options, Mathematical Finance, vol.10, issue.4, pp.407-428, 2000. ,
A new proof of Spitzer's result on the winding of 2-dimensional Brownian motion, Ann. Prob, vol.10, pp.244-246, 1982. ,
Diffusion Processes and their Sample Paths, 1965. ,
OEuvres de Paul Lévy, Processus Stochastiques, Gauthier-Villars. 158 Random Functions: General Theory with Special Reference to Laplacian Random Functions by Paul Lévy, 1980. ,
Exponential functionals of Brownian motion, I: Probability laws at fixed time, Probab. Surveys Volume, pp.312-347, 2005. ,
DOI : 10.1214/154957805100000159
On D. Williams' " pinching method " and some applications, J. London Math. Soc, vol.26, pp.348-364, 1982. ,
Infinitely divisible laws associated with hyperbolic functions. Canad, J. Math, vol.55, pp.292-330, 2003. ,
Continuous Martingales and Brownian Motion, 1999. ,
Some theorems concerning two-dimensional Brownian Motion, Trans. Amer. Math. Soc, vol.87, pp.187-197, 1958. ,
Nombres de tours de certains processus stochastiques plans et applications à la rotation d'un polymère. (Windings of some planar Stochastic Processes and applications to the rotation of a polymer) PhD Dissertation, 2011. ,
On hitting times of the winding processes of planar Brownian motion and of Ornstein-Uhlenbeck processes, via Bougerol's identity, Teor. Veroyatnost. i Primenen.-SIAM Theory Probab. Appl, vol.56, issue.3, pp.566-591, 2011. ,
Some infinite divisibility properties of the reciprocal of planar Brownian motion exit time from a cone, Electronic Communications in Probability, vol.17, issue.0, 2011. ,
DOI : 10.1214/ECP.v17-2090
URL : https://hal.archives-ouvertes.fr/hal-00654697
A simple geometric proof of Spitzer's winding number formula for 2-dimensional Brownian motion, 1974. ,
Generalized meanders as limits of weighted Bessel processes, and an elementary proof of Spitzer's asymptotic result on Brownian windings, Studia Scient. Math. Hung, vol.33, pp.339-343, 1997. ,