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Publications by Ernesto Mordecki

Two Consistent Estimators for the Skew Brownian Motion

ESAIM - Probability and Statistics

English

Wiener-Hopf Factorization for Lévy Processes Having Positive Jumps With Rational Transforms

Journal of Applied Probability

English

Related publications

Two Derivations of the Master Equation of Quantum Brownian Motion

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Nonlinear Physics

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Itô Formula for the Two-Parameter Fractional Brownian Motion Using the Extended Divergence Operator

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Some Calculations for Perturbed Brownian Motion

Lecture Notes in Mathematics

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A Continuous Non-Brownian Motion Martingale With Brownian Motion Marginal Distributions

Statistics and Probability Letters

English

Brownian and Quantum Motion

Multidisciplinary

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The Mössbauer Effect and Brownian Motion

Le Journal de Physique Colloques

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Subordinated Brownian Motion Model for Sediment Transport

Physical Review E

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Exit Problems for Reflected Markov-Modulated Brownian Motion

Journal of Applied Probability

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A Lévy-Ciesielski Expansion for Quantum Brownian Motion and the Construction of Quantum Brownian Bridges

Journal of Applied Analysis

Applied Mathematics

Mathematical Physics

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English