Integrals related to stationary processes and cylindrical martingales
Integrated Pearson family and orthogonality of the Rodrigues polynomials: A review including new results and an alternative classification of the Pearson system
An alternative classification of the Pearson family of probability densities is related to the orthogonality of the corresponding Rodrigues polynomials. This leads to a subset of the ordinary Pearson system, the so-called Integrated Pearson Family. Basic properties of this family are discussed and reviewed, and some new results are presented. A detailed comparison between the Integrated Pearson Family and the ordinary Pearson system is presented, including an algorithm that enables one to decide...
Integration by parts and Cameron-Martin formulas for the free path space of a compact riemannian manifold
Integration by parts for jump processes
Intégration d'une suite récurrente qui se présente dans une question de probabilité
Integration in a dynamical stochastic geometric framework
Motivated by the well-posedness of birth-and-growth processes, a stochastic geometric differential equation and, hence, a stochastic geometric dynamical system are proposed. In fact, a birth-and-growth process can be rigorously modeled as a suitable combination, involving the Minkowski sum and the Aumann integral, of two very general set-valued processes representing nucleation and growth dynamics, respectively. The simplicity of the proposed geometric approach allows to avoid problems of boundary...
Integration in a dynamical stochastic geometric framework
Motivated by the well-posedness of birth-and-growth processes, a stochastic geometric differential equation and, hence, a stochastic geometric dynamical system are proposed. In fact, a birth-and-growth process can be rigorously modeled as a suitable combination, involving the Minkowski sum and the Aumann integral, of two very general set-valued processes representing nucleation and growth dynamics, respectively. The simplicity of the proposed geometric approach allows to avoid problems of boundary...
Integration of the optimal risk in a stopping problem with absorption
Integration seperat stetiger Funktionen
Intégration stochastique et géométrie des espaces de Banach
Integro-local and integral limit theorems on the large deviations of sums of random vectors: Regular distributions.
Integro-local and integral theorems for sums of random variables with semiexponential distributions.
Interacting brownian particles and Gibbs fields on pathspaces
In this paper, we prove that the laws of interacting brownian particles are characterized as Gibbs fields on pathspace associated to an explicit class of hamiltonian functionals. More generally, we show that a large class of Gibbs fields on pathspace corresponds to brownian diffusions. Some applications to time reversal in the stationary and non stationary case are presented.
Interacting Brownian particles and Gibbs fields on pathspaces
In this paper, we prove that the laws of interacting Brownian particles are characterized as Gibbs fields on pathspace associated to an explicit class of Hamiltonian functionals. More generally, we show that a large class of Gibbs fields on pathspace corresponds to Brownian diffusions. Some applications to time reversal in the stationary and non stationary case are presented.
Interacting random walk in a dynamical random environment. II. Environment from the point of view of the particle
Interacting random walk in a dynamical random environment. I. Decay of correlations
Interface for one-dimensional random Kac potentials
Interior controllability of a broad class of reaction diffusion equations.
Interlaced processes on the circle
When two Markov operators commute, it suggests that we can couple two copies of one of the corresponding processes. We explicitly construct a number of couplings of this type for a commuting family of Markov processes on the set of conjugacy classes of the unitary group, using a dynamical rule inspired by the RSK algorithm. Our motivation for doing this is to develop a parallel programme, on the circle, to some recently discovered connections in random matrix theory between reflected and conditioned...
Interlacement percolation on transient weighted graphs.