XXVIII: 11, 116-121, LNM 1583 (1994)
BERTOIN, Jean;
DONEY, R.A.
On conditioning random walks in an exponential family to stay nonnegative Retrieve article from Numdam
XXXII: 16, 231-236, LNM 1686 (1998)
DONEY, R.A.
Some calculations for perturbed Brownian motion Retrieve article from Numdam
XXXII: 17, 237-249, LNM 1686 (1998)
DONEY, R.A.;
WARREN, Jonathan;
YOR, Marc
Perturbed Bessel processes Retrieve article from Numdam
XLV: 10, 277-300, LNM 2078 (2013)
DONEY, R. A.;
VAKEROUDIS, S.
Windings of Planar Stable Processes (
Theory of processes)
Keywords: Stable processes,
Lévy processes,
Brownian motion,
windings,
exit time from a cone,
Spitzer's Theorem,
skew-product representation,
Lamperti's relation,
Law of the Iterated Logarithm for small timesNature: Original