Embedding of an Infinitely Divisible Probality Measure over a Connected Solvable Lie Group.
Embedding of random vectors into continuous martingales
Let E be a real, separable Banach space and denote by the space of all E-valued random vectors defined on the probability space Ω. The following result is proved. There exists an extension of Ω, and a filtration on , such that for every there is an E-valued, continuous -martingale in which X is embedded in the sense that a.s. for an a.s. finite stopping time τ. For E = ℝ this gives a Skorokhod embedding for all , and for general E this leads to a representation of random vectors as...
Embedding theorems for Lipschitz and Lorentz spaces on lower Ahlfors regular sets
We prove norm inequalities between Lorentz and Besov-Lipschitz spaces of fractional smoothness.
Embeddings in brownian motion
Empilements de cercles et théorème de Liouville (d'après T. Dubejko)
Empirical estimates in stochastic optimization via distribution tails
“Classical” optimization problems depending on a probability measure belong mostly to nonlinear deterministic optimization problems that are, from the numerical point of view, relatively complicated. On the other hand, these problems fulfil very often assumptions giving a possibility to replace the “underlying” probability measure by an empirical one to obtain “good” empirical estimates of the optimal value and the optimal solution. Convergence rate of these estimates have been studied mostly for...
En cherchant une caractérisation variationnelle des martingales
En cherchant une définition naturelle des intégrales stochastiques optionnelles
En marge de l'exposé de Meyer : « Géométrie différentielle stochastique »
Encore une remarque sur la «formule de balayage»
Ends in uniform spanning forests.
Energy and the law of the interated logarithm.
e-Nets and Simplex Range Queries.
England and probability in the inter-war years.
Enhanced Gaussian processes and applications
We propose some construction of enhanced Gaussian processes using Karhunen-Loeve expansion. We obtain a characterization and some criterion of existence and uniqueness. Using rough-path theory, we derive some Wong-Zakai Theorem.
Enlargement of the Class of Geometrically Infinitely Divisible Random Variables
Ensemble de première visite d'une promenade aléatoire à un convexe
Ensembles aléatoires markoviens homogènes. Introduction et bibliographie
Ensembles aléatoires markoviens homogènes. Mise au point et compléments
Ensembles aléatoires, répartitions ponctuelles aléatoires, problèmes de recouvrement