La topologie du type Sazonov pour les Banach et les supports hilbertiens
La valeur objective du calcul des probabilités selon Cournot
Dans les années 1930-1950, le débat opposant partisans de l'interprétation objectiviste et tenants de l'interprétation subjectiviste des probabilités mobilise un principe des probabilités négligeables, identifié par les auteurs comme «principe de Cournot», afin d'assurer la valeur objective du calcul des probabilités. Le but de l'article est de montrer que le principe tel qu'il est formulé par Cournot lui-même, et qu'on peut dénommer principe de l'impossibilité physique, ne se confond pas avec ce...
La vie et l'œuvre de W. Doeblin (1915-1940) d'après les archives parisiennes
Nous examinons la vie et l'œuvre de Wolfgang Doeblin à partir de sa correspondance et de ses papiers personnels déposés dans les différentes archives accessibles.
La σ-algèbre asymptotique d'une chaîne de Galton-Watson
Lacunary Fractional brownian Motion
In this paper, a new class of Gaussian field is introduced called Lacunary Fractional Brownian Motion. Surprisingly we show that usually their tangent fields are not unique at every point. We also investigate the smoothness of the sample paths of Lacunary Fractional Brownian Motion using wavelet analysis.
Lacunary Fractional Brownian Motion
In this paper, a new class of Gaussian field is introduced called Lacunary Fractional Brownian Motion. Surprisingly we show that usually their tangent fields are not unique at every point. We also investigate the smoothness of the sample paths of Lacunary Fractional Brownian Motion using wavelet analysis.
L'âge limite. I
L'âge limite. II
L'âge limite. III
Lagrangeovy násobitelé a optimalizace nepřetržitých Markovových řetězců
L'aiguille de Buffon sur la sphère.
L'algèbre de Lie des gradients itérés d'un générateur markovien---développements de moyennes et entropies
LAMN property for hidden processes : the case of integrated diffusions
In this paper we prove the Local Asymptotic Mixed Normality (LAMN) property for the statistical model given by the observation of local means of a diffusion process X. Our data are given by ∫01X(s+i)/n dμ(s) for i=0, …, n−1 and the unknown parameter appears in the diffusion coefficient of the process X only. Although the data are neither markovian nor gaussian we can write down, with help of Malliavin calculus, an explicit expression for the log-likelihood of the model, and then study the asymptotic...
LAN and LAMN for systems of interacting diffusions with branching and immigration
LAN property for ergodic diffusions with discrete observations
Laplace asymptotic expansions for Gaussian functional integrals.
Laplace asymptotics for generalized K.P.P. equation
Consider a one dimensional nonlinear reaction-diffusion equation (KPP equation) with non-homogeneous second order term, discontinuous initial condition and small parameter. For points ahead of the Freidlin-KPP front, the solution tends to 0 and we obtain sharp asymptotics (i.e. non logarithmic). Our study follows the work of Ben Arous and Rouault who solved this problem in the homogeneous case. Our proof is probabilistic, and is based on the Feynman-Kac formula and the large deviation principle...
Laplace asymptotics for generalized K.P.P. equation
Laplace transform estimates and deviation inequalities
Laplace transform identities for diffusions, with applications to rebates and barrier options
We start with a general time-homogeneous scalar diffusion whose state space is an interval I ⊆ ℝ. If it is started at x ∈ I, then we consider the problem of imposing upper and/or lower boundary conditions at two points a,b ∈ I, where a < x < b. Using a simple integral identity, we derive general expressions for the Laplace transform of the transition density of the process, if killing or reflecting boundaries are specified. We also obtain a number of useful expressions for the Laplace transforms...