Handbook of mathematical functions with formulas, graphs, and mathematical tables, National Bureau of Standards Applied Mathematics Series. For sale by the Superintendent of Documents, U.S. Government Printing Office, vol.55, 1972. ,
Coalescence of Skew Brownian Motions, Séminaire de Probabilités, pp.202-205 ,
DOI : 10.1007/978-3-540-44671-2_15
One-dimensional stochastic differential equations with singular and degenerate coefficients. Sankhy¯ a, pp.19-45, 2005. ,
Subordinators: Examples and Applications, Ecole d'été de Probabilité de St-Flour, 1997. ,
DOI : 10.1007/978-3-540-48115-7_1
Differentiability of Stochastic Flow of Reflected Brownian Motions, Electronic Journal of Probability, vol.14, issue.0, pp.2182-2240, 2009. ,
DOI : 10.1214/EJP.v14-700
Local time flow related to skew Brownian motion, Ann. Probab, vol.29, issue.4, pp.1693-1715, 2001. ,
Synchronous couplings of reflected Brownian motions in smooth domains, Illinois J. Math, vol.50, issue.1-4, pp.189-268, 2006. ,
Lenses in skew Brownian flow. The Annals of Probability, pp.3085-3115, 2004. ,
An ODE approach for the expected discounted penalty at ruin in a jump-diffusion model, Finance and Stochastics, vol.30, issue.3, pp.323-355, 2007. ,
DOI : 10.1007/s00780-007-0045-5
On the noncoalescence of a two point Brownian motion reflecting on a circle ,
A continuous time Kronecker's lemma and martingale convergence. Stochastic Anal, Appl, vol.19, issue.3, pp.433-437, 2001. ,
On the Existence of Recurrent Extensions of Self-similar Markov Processes, Electronic Communications in Probability, vol.11, issue.0, pp.230-241, 2006. ,
DOI : 10.1214/ECP.v11-1222
Distance between two skew Brownian motions as a S.D.E. with jumps and law of the hitting time, The Annals of Probability, vol.41, issue.3A, 2012. ,
DOI : 10.1214/12-AOP776
Forward Equations for Reflected Diffusions with Jumps, Appl. Math. Optim, vol.33, pp.81-102, 1996. ,
On Skew Brownian Motion, The Annals of Probability, vol.9, issue.2, pp.309-313, 1981. ,
DOI : 10.1214/aop/1176994472
Limit theorems for stochastic processes, of Grundlehren der Mathematischen Wissenschaften [Fundamental Principles of Mathematical Sciences, 1987. ,
DOI : 10.1007/978-3-662-02514-7
Semi-stable Markov processes I. z. Wahrscheinlichkeitstheorieverw. Geb, pp.205-225, 1972. ,
DOI : 10.1007/bf00536091
On the constructions of the skew Brownian motion, Probability Surveys, vol.3, issue.0, pp.413-466, 2006. ,
DOI : 10.1214/154957807000000013
URL : https://hal.archives-ouvertes.fr/inria-00000785
The two-parameter Poisson-Dirichlet distribution derived from a stable subordinator Ann, Probab, vol.25, issue.2, pp.855-900, 1997. ,
Recurrent extensions of self-similar Markov processes and Cram??r's condition, Bernoulli, vol.11, issue.3, pp.471-509, 2005. ,
DOI : 10.3150/bj/1120591185
Recurrent extensions of self-similar Markov processes and Cram??r???s condition II, Bernoulli, vol.13, issue.4, pp.1053-1070, 2007. ,
DOI : 10.3150/07-BEJ6082
Continuous martingales and Brownian motion, 1999. ,
Fractional integrals and derivatives Theory and applications Gordon and Breach Science Publishers S.A, 1987. ,
Ito Excursion Theory for Self-Similar Markov Processes, The Annals of Probability, vol.22, issue.2, pp.546-565 ,
DOI : 10.1214/aop/1176988721