Einführung des Wahrscheinlichkeitsoperators durch Postulate.
Einige Bemerkungen zu den Gauss-Verteilungen auf lokalkompakten Abelschen Gruppen.
Einige Konvergenzprobleme bei Folgen von Martingalen.
Einstein relation for biased random walk on Galton–Watson trees
We prove the Einstein relation, relating the velocity under a small perturbation to the diffusivity in equilibrium, for certain biased random walks on Galton–Watson trees. This provides the first example where the Einstein relation is proved for motion in random media with arbitrarily slow traps.
El valor difuso esperado con integrales semiconormadas.
In this paper we first use the semiconormed fuzzy integrals in order to extend the definition of the fuzzy expected value (F.E.V.) (Kandel, 1979). We generalize some of the properties due to Kandel with a criticism about his purpose of constraining the F.E.V. to be linear. Finally, a necessary and sufficient condition is given in order to guarantee some linearity properties for any semiconormed fuzzy integral.
Elementary methods for failure due to a sequence of Markovian events.
Elementary potential theory on the hypercube.
Elementary stochastic calculus for finance with infinitesimals
The concept of an equivalent martingale measure is of key importance for pricing of financial derivative contracts. The goal of the paper is to apply infinitesimals in the non-standard analysis set-up to provide an elementary construction of the equivalent martingale measure built on hyperfinite binomial trees with infinitesimal time steps.
Éléments de probabilités quantiques (exposés I à V)
Éléments de probabilités quantiques (exposés IX et X)
Éléments de probabilités quantiques (exposés VI à VIII)
Éléments de probabilités quantiques. X. Approximation de l'oscillateur harmonique (d'après L. Accardi et A. Bach)
Éléments extrémaux pour les inégalités de Brunn-Minkowski gaussiennes
Elements of stochastic analysis
Elements of uncertainty modeling
The goal of this contribution is to introduce some approaches to uncertainty modeling in a way accessible to non-specialists. Elements of the Monte Carlo method, polynomial chaos method, Dempster-Shafer approach, fuzzy set theory, and the worst (case) scenario method are presented.
Elliptic equations of higher stochastic order
This paper discusses analytical and numerical issues related to elliptic equations with random coefficients which are generally nonlinear functions of white noise. Singularity issues are avoided by using the Itô-Skorohod calculus to interpret the interactions between the coefficients and the solution. The solution is constructed by means of the Wiener Chaos (Cameron-Martin) expansions. The existence and uniqueness of the solutions are established under rather weak assumptions, the main of which...
Elliptic gaussian random processes.
We study the Gaussian random fields indexed by Rd whose covariance is defined in all generality as the parametrix of an elliptic pseudo-differential operator with minimal regularity assumption on the symbol. We construct new wavelet bases adapted to these operators; the decomposition of the field in this corresponding basis yields its iterated logarithm law and its uniform modulus of continuity. We also characterize the local scalings of the fields in terms of the properties of the principal symbol...
Elliptic self-similar stochastic processes.
Let M be a random measure and L be an elliptic pseudo-differential operator on Rd. We study the solution of the stochastic problem LX = M, X(O) = O when some homogeneity and integrability conditions are assumed. If M is a Gaussian measure the process X belongs to the class of Elliptic Gaussian Processes which has already been studied. Here the law of M is not necessarily Gaussian. We characterize the solutions X which are self-similar and with stationary increments in terms of the driving mcasure...
Elliptically contoured measures on infinite-dimensional Banach spaces
Embeddability of infinitely divisible distributions on linear Lie groups.