Central limit theorems for the products of random matrices sampled by a random walk.
Certain infinitely divisible characteristic functions
Chain rules and p-variation
The main result is a Young-Stieltjes integral representation of the composition ϕ ∘ f of two functions f and ϕ such that for some α ∈ (0,1], ϕ has a derivative satisfying a Lipschitz condition of order α, and f has bounded p-variation for some p < 1 + α. If given α ∈ (0,1], the p-variation of f is bounded for some p < 2 + α, and ϕ has a second derivative satisfying a Lipschitz condition of order α, then a similar result holds with the Young-Stieltjes integral replaced by its extension.
Chaîne de Markov μ-continue à l'infini
Chaînes de Markov à dérive stable et loi des grands nombres sur les hypergroupes
Chains with complete connections and one-dimensional Gibbs measures.
Champs markoviens et mesures de Gibbs sur
Chance and Chaos.
Changement de temps d'un processus markovien additif
Changements de temps et intégrales stochastiques
Changing the branching mechanism of a continuous state branching process using immigration
We consider an initial population whose size evolves according to a continuous state branching process. Then we add to this process an immigration (with the same branching mechanism as the initial population), in such a way that the immigration rate is proportional to the whole population size. We prove this continuous state branching process with immigration proportional to its own size is itself a continuous state branching process. By considering the immigration as the apparition of a new type,...
Changing time for two-parameter strong martingales
Chaos de Wiener et intégrale de Feynman
Chaos Expansion Methods for Stochastic Differential Equations Involving the Malliavin Derivative–Part I
Chaos Expansion Methods for Stochastic Differential Equations Involving the Malliavin Derivative–Part II
Chaos expansions and local times.
In this note we prove that the Local Time at zero for a multiparametric Wiener process belongs to the Sobolev space Dk - 1/2 - ε,2 for any ε > 0. We do this computing its Wiener chaos expansion. We see also that this expansion converges almost surely. Finally, using the same technique we prove similar results for a renormalized Local Time for the autointersections of a planar Brownian motion.
Chaos multiplicatif : un traitement simple et complet de la fonction de partition
Chaotic behavior of infinitely divisible processes
The hierarchy of chaotic properties of symmetric infinitely divisible stationary processes is studied in the language of their stochastic representation. The structure of the Musielak-Orlicz space in this representation is exploited here.
Chaoticity on a stochastic interval
Character theory of symmetric groups, analysis of long relators, and random walks.