Espaces de Lebesgue
Espaces de Sobolev gaussiens
Soit une mesure gaussienne sur un espace localement convexe . On donne un nouveau point de vue sur le premier espace de Sobolev construit sur et . La différentielle de est une fonction de deux variables , “quasi-linéaire” dans la seconde variable.La différentielle d’une intégrale stochastique est une intégrale stochastique sur muni de .On montre que la “procapacité gaussienne” naturelle est une vraie capacité si est un espace de Banach ou de Fréchet ou le dual faible d’un espace...
Espaces -lisses et -convexes. Inégalités de Burkholder
Espaces -lisses. Réarrangements
Espaces probabilisés filtrés : de la théorie de Vershik au mouvement brownien, via des idées de Tsirelson
Espacios con producto interior probabilístico.
Probabilistic inner product spaces are studied with detail.
Espérances conditionnelles d'intégrandes semi-continus
Espérances conditionnelles et C-martingales dans les variétés
Espérances et majorations pour un processus de branchement spatial markovien
Esperanza condicionada para probabilidades finitamente aditivas.
Let (Ω, θ, J) be a finitely additive probabilistic space formed by any set Ω, an algebra of subsets θ and a finitely additive probability J. In these conditions, if F belongs to V1(Ω, θ, J) there exists f, element of the completion of L1(Ω, θ, J), such that F(E) = ∫E f dJ for all E of θ and conversely.The integral representation gives sense to the following result, which is the objective of this paper, in terms of the point function: if β is a subalgebra of θ, for every F of V1(Ω, θ, J) there exists...
Esquisse d'une théorie nouvelle de mesure du sort
Essai de clarification des notions d'épreuve aléatoire et d'algèbre d'évènements
Essai philosophique sur les probabilités [Book]
Essential m-dissipativity of Kolmogorov operators corresponding to periodic -Navier Stokes equations
We prove the essential m-dissipativity of the Kolmogorov operator associated with the stochastic Navier-Stokes flow with periodic boundary conditions in a space where is an invariant measure
Estimate of spectral gap for continuous gas
Estimates for interval probabilities of the sums of random variables with locally subexponential distributions.
Estimates for multiple stochastic integrals and stochastic Hamilton-Jacobi equations.
We study stochastic Hamilton-Jacobi-Bellman equations and the corresponding Hamiltonian systems driven by jump-type Lévy processes. The main objective of the present papel is to show existence, uniqueness and a (locally in time) diffeomorphism property of the solution: the solution trajectory of the system is a diffeomorphism as a function of the initial momentum. This result enables us to implement a stochastic version of the classical method of characteristics for the Hamilton-Jacobi equations....
Estimates for perturbations of discounted Markov chains on general spaces
We analyse a Markov chain and perturbations of the transition probability and the one-step cost function (possibly unbounded) defined on it. Under certain conditions, of Lyapunov and Harris type, we obtain new estimates of the effects of such perturbations via an index of perturbations, defined as the difference of the total expected discounted costs between the original Markov chain and the perturbed one. We provide an example which illustrates our analysis.
Estimates for perturbations of general discounted Markov control chains
We extend previous results of the same authors ([11]) on the effects of perturbation in the transition probability of a Markov cost chain for discounted Markov control processes. Supposing valid, for each stationary policy, conditions of Lyapunov and Harris type, we get upper bounds for the index of perturbations, defined as the difference of the total expected discounted costs for the original Markov control process and the perturbed one. We present examples that satisfy our conditions.
Estimates for simple random walks on fundamental groups of surfaces
Numerical estimates are given for the spectral radius of simple random walks on Cayley graphs. Emphasis is on the case of the fundamental group of a closed surface, for the usual system of generators.