Addendum to "Hyperdefinite stochastic integration III".
Addendum to the article “On ballistic diffusions in random environment”
Addendum to the paper : “On certain probabilities equivalent to Wiener measure”
Adding constraints to BSDEs with jumps: an alternative to multidimensional reflections
This paper is dedicated to the analysis of backward stochastic differential equations (BSDEs) with jumps, subject to an additional global constraint involving all the components of the solution. We study the existence and uniqueness of a minimal solution for these so-called constrained BSDEs with jumps via a penalization procedure. This new type of BSDE offers a nice and practical unifying framework to the notions of constrained BSDEs presented in [S. Peng and M. Xu, Preprint. (2007)] and BSDEs...
Additions and correction to “The bootstrap of the mean with arbitrary bootstrap sample”
Additive and superadditive local theorems
Additive Covariance kernels for high-dimensional Gaussian Process modeling
Gaussian Process models are often used for predicting and approximating expensive experiments. However, the number of observations required for building such models may become unrealistic when the input dimension increases. In oder to avoid the curse of dimensionality, a popular approach in multivariate smoothing is to make simplifying assumptions like additivity. The ambition of the present work is to give an insight into a family of covariance kernels that allows combining the features of Gaussian...
Additive functionals and excursions of Kuznetsov processes.
Additive functionals of Markov processes and stochastic systems
Intuitively, an additive functional of a stochastic process gives a method to measure time taking into account the development of the process. We associate with any set of states the mathematical expectation of time belongs to . In this way, we establish to one-to-one correspondence between all the normal additive functionals of a Markov process and all the -finite measures on the state space which charge no inaccessible set. This is proved under the condition that transition probabilities...
Additive functions and singular measures
Additive properties of random sequences of positive integers
Admissible functions for cones and asumptotics of infinitely divisible distributions.
Admissible transformations of measures.
Admissible translates of stable measures
Affine Dunkl processes of type
We introduce the analogue of Dunkl processes in the case of an affine root system of type . The construction of the affine Dunkl process is achieved by a skew-product decomposition by means of its radial part and a jump process on the affine Weyl group, where the radial part of the affine Dunkl process is given by a Gaussian process on the ultraspherical hypergroup . We prove that the affine Dunkl process is a càdlàg Markov process as well as a local martingale, study its jumps, and give a martingale...
Again on the weak law in martingale type p Banach spaces.
Ageing in the parabolic Anderson model
The parabolic Anderson model is the Cauchy problem for the heat equation with a random potential. We consider this model in a setting which is continuous in time and discrete in space, and focus on time-constant, independent and identically distributed potentials with polynomial tails at infinity. We are concerned with the long-term temporal dynamics of this system. Our main result is that the periods, in which the profile of the solutions remains nearly constant, are increasing linearly over time,...
Aggregation and disaggregation in Markov chains
Aging and quenched localization for one-dimensional random walks in random environment in the sub-ballistic regime
We consider transient one-dimensional random walks in a random environment with zero asymptotic speed. An aging phenomenon involving the generalized Arcsine law is proved using the localization of the walk at the foot of “valleys“ of height . In the quenched setting, we also sharply estimate the distribution of the walk at time .
Aging for interacting diffusion processes