B. Roynette

发表

Nonlinear self-stabilizing processes – I Existence, invariant probability, propagation of chaos

D. Talay, S. Benachour, B. Roynette, 1998 .

Nonlinear self-stabilizing processes – II: Convergence to invariant probability

S. Benachour, B. Roynette, P. Vallois, 1998 .

Some exact equivalents for the Brownian motion in Hölder norm

B. Roynette, P. Baldi, 1992 .

On a particular class of self-decomposable random variables: the durations of Bessel excursions straddling independent exponential times

M. Yor, B. Roynette, J. Bertoin, 2006 .

LOCAL LIMIT THEOREMS FOR BROWNIAN ADDITIVE FUNCTIONALS AND PENALISATION OF BROWNIAN PATHS, IX

M. Yor, B. Roynette, 2010 .

A Global View of Brownian Penalisations

M. Yor, B. Roynette, J. Najnudel, 2009, 0905.2220.

Existence and properties of pseudo-inverses for Bessel and related processes

M. Yor, B. Roynette, C. Profeta, 2010 .

On long time behavior of some coagulation processes

N. Fournier, B. Roynette, Etienne Tanré, 2004 .

Peacocks obtained by normalisation and strong peacocks

B. Roynette, C. Profeta, Antoine-Marie Bogso, 2011 .

Penalising Brownian Paths

M. Yor, B. Roynette, 2009 .

Limiting laws for long Brownian bridges perturbed by their one-sided maximum, III

M. Yor, B. Roynette, P. Vallois, 2005, Period. Math. Hung..

Option Prices as Probabilities: A New Look at Generalized Black-Scholes Formulae

M. Yor, B. Roynette, C. Profeta, 2010 .

From Black-Scholes formula, to local times and last passage times for certain submartingales

M. Yor, B. Roynette, D. Madan, 2008 .

Unifying Black–Scholes Type Formulae Which Involve Brownian Last Passage Times up to a Finite Horizon

M. Yor, B. Roynette, D. Madan, 2008 .

Generalized Gamma Convolutions, Dirichlet means, Thorin measures, with explicit examples

Marc Yor, Bernard Roynette, Lancelot F. James, 2007, 0708.3932.

Some penalisations of the Wiener measure

M. Yor, B. Roynette, P. Vallois, 2006 .

On independent times and positions for Brownian motions

Marc Yor, Pierre Vallois, Bernard Roynette, 2002 .

Convergence rate of some semi-groups to their invariant probability

B. Roynette, F. Simonot, H. Ganidis, 1999 .

Penalisations of a Bessel process with dimension d(0 d 2) by a function of the ranked lengths of its excursions

M. Yor, B. Roynette, 2009 .

Ten penalisation results of Brownian motion involving its one-sided supremum until first and last passage times, VIII

M. Yor, B. Roynette, 2008 .

Penalisations of Brownian motion with its maximum and minimum processes as weak forms of Skorokhod embedding, X

M. Yor, B. Roynette, P. Vallois, 2008 .

Some Examples of Peacocks in a Markovian Set-Up

B. Roynette, C. Profeta, Antoine-Marie Bogso, 2012 .

Penalisations of multidimensional Brownian motion, VI

M. Yor, B. Roynette, P. Vallois, 2009 .

Brownian penalisations related to excursion lengths, VII

M. Yor, B. Roynette, P. Vallois, 2009 .

Feynman-Kac penalisations for Brownian motion

M. Yor, B. Roynette, 2009 .

A family of generalized gamma convoluted variables

M. Yor, B. Roynette, P. Vallois, 2009 .

M. Yor, C. Donati-Martin, B. Roynette, 2008 .

Penalizing a BES ( d ) process (0 < d < 2) with a function of its local time, V

M. Yor, B. Roynette, P. Vallois, 2008 .

Asymptotic behavior of the hitting time, overshoot and undershoot for some Lévy processes

B. Roynette, P. Vallois, A. Volpi, 2008 .

Two examples of functional penalisations of Brownian motion, VIII

M. Yor, B. Roynette, 2007 .

Asymptotics for the distribution of lengths of excursions of a d-dimensional Bessel process (0

M. Yor, B. Roynette, P. Vallois, 2006 .

Limiting Laws Associated with Brownian Motion Perturbed by Normalized Exponential Weights, I

M. Yor, B. Roynette, P. Vallois, 2008 .

Limiting laws associated with Brownian motion perturbated by normalized exponential weights

M. Yor, B. Roynette, P. Vallois, 2003 .

Levy Processes: Hitting time, overshoot and undershoot - part I: Functional equations

B. Roynette, P. Vallois, A. Volpi, 2005, math/0507034.

Levy processes: Hitting time, overshoot and undershoot II - Asymptotic behaviour

B. Roynette, P. Vallois, A. Volpi, 2005, math/0507193.

Peacocks Obtained by Normalisation: Strong and Very Strong Peacocks

B. Roynette, C. Profeta, Antoine-Marie Bogso, 2012 .

ASYMPTOTICS OF RENORMALIZED BRANCHING DIFFUSION PROCESSES

N. Fournier, B. Roynette, 2003 .

Asymptotic Estimates of Solutions ofut−12Δu=−|∇u| in R+×Rd,d⩾2

S. Benachour, B. Roynette, P. Vallois, 1997 .

Boundedness and convergence of some self-attracting diffusions

B. Roynette, S. Herrmann, 2003 .

A solution to Skorokhod's embedding for linear Brownian motion and its local time

B. Roynette, P. Vallois, 2002 .

Some extensions of Pitman and Ray-Knight theorems for penalized Brownian motions and their local times, IV

M. Yor, B. Roynette, P. Vallois, 2007 .

LIMITING LAWS ASSOCIATED WITH BROWNIAN MOTION PERTURBED BY NORMALIZED EXPONENTIAL WEIGHTS, I

M. Yor, B. Roynette, P. Vallois, 2005, math/0510550.

Explicit Solutions of Some Fourth Order Partial Differential Equations via Iterated Brownian Motion

S. Benachour, B. Roynette, P. Vallois, 1999 .

Limiting laws associated with Brownian motion perturbed by its maximum, minimum and local time, II

M. Yor, B. Roynette, P. Vallois, 2005, math/0510575.

Limiting Laws Associated with Brownian Motion Perturbed by Its Maximum, Minimum and Local Time Ii

B. Roynette, 2004 .

A singular large deviations phenomenon

B. Roynette, M. Gradinaru, S. Herrmann, 2001 .

Constructing self-similar martingales via two Skorokhod embeddings

M. Yor, B. Roynette, F. Hirsch, 2011 .

Abel transform and integrals of Bessel local times

M. Yor, B. Roynette, P. Vallois, 1999 .

Applying Itô’s motto: “Look at the infinite dimensional picture” by constructing sheets to obtain processes increasing in the convex order

Marc Yor, Bernard Roynette, Francis Hirsch, 2010, Period. Math. Hung..

Unifying constructions of martingales associated with processes increasing in the convex order, via Lévy and Sato sheets

M. Yor, B. Roynette, F. Hirsch, 2010 .

Kellerer’s Theorem Revisited

M. Yor, B. Roynette, F. Hirsch, 2015 .

A new proof of Kellerer’s theorem

B. Roynette, F. Hirsch, 2012 .