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A guide to Brownian motion and related stochastic processes

, and . (2018)cite arxiv:1802.09679Comment: 101 pages.

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Asymptotics for the distribution of lengths of excursions of a $d$-dimensional Bessel process $(0<d<2)$, , and . C. R. Math. Acad. Sci. Paris, 343 (3): 201--208 (2006)Infinitely divisible laws associated with hyperbolic functions, and . Canad. J. Math., 55 (2): 292--330 (2003)Where did the Brownian particle go?., , , and . (2004)Where did the Brownian particle go?, , , and . Electron. J. Probab., (2001)Canonical decomposition of linear transformations of two independent Brownian motions motivated by models of insider trading, , and . Stochastic Processes and their Applications, 84 (1): 137--164 (Nov 1, 1999)On hitting times of affine boundaries by reflecting Brownian motion and Bessel processes., and . Period. Math. Hung., 62 (1): 75-101 (2011)Limiting laws for long Brownian bridges perturbed by their one-sided maximum, III., , and . Period. Math. Hung., 50 (1-2): 247-280 (2005)Laplace Transforms Related to Excursions of a One-Dimensional Diffusion, and . Bernoulli, 5 (2): pp. 249-255 (1999)Compléments à l'étude asymptotique des nombres de tours du mouvement brownien complexe autour d'un nombre fini de points, and . C.R. Acad. Sc. Paris, Série I, (1987)Processus de Bessel, et mouvement brownien, avec drift, and . C.R. Acad. Sc. Paris, Série A, (1980)