Résultats d'Atkinson sur les processus de Markov
Résultats d'Azéma en théorie générale des processus
Résultats récents de A. Benveniste en théorie des flots
Résultats sur l'irréductibilité et la conservativité de la chaîne de différences absolues
Retarded functional differential equations with white noise perturbations
Retour aux retournements
Retour sur la théorie de Littlewood-Paley
Retractions and Open Mappings between Convex Sets.
Retrial queues with recurrent demand option.
Return Distribution and Value at Risk Estimation for Belex15
Return probabilities of a simple random walk on percolation clusters.
Returns to the origin for a randomized random walk
Reversed Dirichlet environment and directional transience of random walks in Dirichlet environment
We consider random walks in a random environment given by i.i.d. Dirichlet distributions at each vertex of ℤd or, equivalently, oriented edge reinforced random walks on ℤd. The parameters of the distribution are a 2d-uplet of positive real numbers indexed by the unit vectors of ℤd. We prove that, as soon as these weights are nonsymmetric, the random walk is transient in a direction (i.e., it satisfies Xn ⋅ ℓ →n +∞ for some ℓ) with positive probability. In dimension 2, this result is strenghened...
Reversibility for diffusions via quasi-invarience
Reversible distributions of multi-allelic Gillespie–Sato diffusion models
Revisiting the sample path of Brownian motion
Brownian motion is the most studied of all stochastic processes; it is also the basis for stochastic analysis developed in the second half of the 20th century. The fine properties of the sample path of a Brownian motion have been carefully studied, starting with the fundamental work of Paul Lévy who also considered more general processes with independent increments and extended the Brownian motion results to this class. Lévy showed that a Brownian path in d (d ≥ 2) dimensions had zero Lebesgue measure;...
Revuz Measures and Time Changes.
Riccati equations and delay-dependent BIBO stabilization of stochastic systems with mixed delays and nonlinear perturbations.
Riccati's differential equation in birth-death processes.
This note reviews the occurrence of Riccati's equation in three birth-death type processes, and outlines their solutions.
Riemannian analogue of a Paley-Zygmund theorem