作者：Liorit, G
作者单位：Universite de Poitiers
摘要：A kind of Laplace's method is developped for iterated stochastic integrals where integrators are complex standard Brownian motions. Then it is used to extend properties of Bougerol and Jeulin's path transform in the random case when simple representations of complex semisimple Lie algebras are not supposed to be minuscule.
作者：Gallardo, L; Yor, M
作者单位：Universite de Tours; Sorbonne Universite; Universite Paris Cite
摘要：In this paper we give a sufficient condition on the semi group densities of an homogeneous Markov process taking values in R-n which ensures that it enjoys the time-inversion property. Our condition covers all previously known examples of Markov processes satisfying this property. As new examples we present a class of Markov processes with jumps, the Dunkl processes and their radial parts.
