Carmona, Philippe; Petit, Frédérique; Yor, Marc A trivariate law for certain processes related to perturbed Brownian motions. (English) Zbl 1060.60082 Ann. Inst. Henri Poincaré, Probab. Stat. 40, No. 6, 737-758 (2004). Reviewer: Pavel Gapeev (Moskva) MSC: 60J65 60J60 60J55 60J25 PDFBibTeX XMLCite \textit{P. Carmona} et al., Ann. Inst. Henri Poincaré, Probab. Stat. 40, No. 6, 737--758 (2004; Zbl 1060.60082) Full Text: DOI Numdam Numdam EuDML
Fujita, T.; Petit, F.; Yor, M. Pricing path-dependent options in a Black-Scholes market from the distribution of homogeneous Brownian functionals. (English) Zbl 1049.60070 J. Appl. Probab. 41, No. 1, 1-18 (2004). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 60J55 60J65 91B70 PDFBibTeX XMLCite \textit{T. Fujita} et al., J. Appl. Probab. 41, No. 1, 1--18 (2004; Zbl 1049.60070) Full Text: DOI Link
Carmona, P.; Petit, F.; Pitman, Jim; Yor, Marc On the laws of homogeneous functionals of the Brownian bridge. (English) Zbl 0980.60099 Stud. Sci. Math. Hung. 35, No. 3-4, 445-455 (1999). Reviewer: W.Hazod (Dortmund) MSC: 60J55 60J60 60J65 PDFBibTeX XMLCite \textit{P. Carmona} et al., Stud. Sci. Math. Hung. 35, No. 3--4, 445--455 (1999; Zbl 0980.60099)
Carmona, Philippe; Petit, Frédérique; Yor, Marc An identity in law involving reflecting Brownian motion, derived from generalized arc-sine laws for perturbed Brownian motions. (English) Zbl 0965.60074 Stochastic Processes Appl. 79, No. 2, 323-333 (1999). Reviewer: Jan Seidler (Praha) MSC: 60J65 60J55 PDFBibTeX XMLCite \textit{P. Carmona} et al., Stochastic Processes Appl. 79, No. 2, 323--333 (1999; Zbl 0965.60074) Full Text: DOI
Petit, Frédérique Time reversal and reflected diffusions. (English) Zbl 0911.60059 Stochastic Processes Appl. 69, No. 1, 25-53 (1997). Reviewer: Jan Seidler (Praha) MSC: 60J60 60J55 60H10 PDFBibTeX XMLCite \textit{F. Petit}, Stochastic Processes Appl. 69, No. 1, 25--53 (1997; Zbl 0911.60059) Full Text: DOI
Carmona, Ph.; Petit, F.; Yor, M. Some extensions of the arc sine law as partial consequences of the scaling property of Brownian motion. (English) Zbl 0808.60066 Probab. Theory Relat. Fields 100, No. 1, 1-29 (1994). MSC: 60J55 60J65 PDFBibTeX XMLCite \textit{Ph. Carmona} et al., Probab. Theory Relat. Fields 100, No. 1, 1--29 (1994; Zbl 0808.60066) Full Text: DOI
Petit, Frédérique Quelques extensions de la loi de l’arcsinus. (Some extensions of the arcsine law). (French) Zbl 0756.60077 C. R. Acad. Sci., Paris, Sér. I 315, No. 7, 855-858 (1992). MSC: 60J65 60J55 PDFBibTeX XMLCite \textit{F. Petit}, C. R. Acad. Sci., Paris, Sér. I 315, No. 7, 855--858 (1992; Zbl 0756.60077)