Preprints

• Boundary crossing identities for self-similar diffusions having the time inversion property, joint with P. Patie Arxiv 2009.
• Further results on some singular linear stochastic differential equations, joint with C-T Wu. Arxiv 2007.
• On the joint law of the L1 and L2 norms of a 3-dimensional Bessel bridge, joint with P. Patie
• Representations of the first hitting time density of an Ornstein-Uhlenbeck process, old title: "Hitting time of a fixed level by an OU process", joint with J.L. Pedersen and P. Patie
• On the first crossing times of a Brownian motion and a family of continuous curves, joint with P. Patie
• Some remarks on first passage of Lévy processes, the American put option and pasting principales, joint with A. Kyprianou, Arxiv 2005 .
  

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