Diffusion in long-range correlated Ornstein-Uhlenbeck flows.
Diffusion Limits Of Conditioned Critical Galton-Watson Processes.
Diffusion Monte Carlo method: Numerical Analysis in a Simple Case
The Diffusion Monte Carlo method is devoted to the computation of electronic ground-state energies of molecules. In this paper, we focus on implementations of this method which consist in exploring the configuration space with a fixed number of random walkers evolving according to a stochastic differential equation discretized in time. We allow stochastic reconfigurations of the walkers to reduce the discrepancy between the weights that they carry. On a simple one-dimensional example, we prove...
Diffusion on the total space of a vector bundle.
Diffusion processes and second order elliptic operators with singular coefficients for lower order terms.
Diffusion with an reflecting and absorbing level set boundary - a simulation study
Diffusions à coefficients continus, d'après Stroock et Varadhan
Diffusions avec branchement et interaction
Diffusions hypercontractives
Diffusions in random environment and ballistic behavior
Diffusions with a nonlinear irregular drift coefficient and probabilistic interpretation of generalized burgers' equations
Diffusions with a nonlinear irregular drift coefficient and probabilistic interpretation of generalized Burgers' equations
We prove existence and uniqueness for two classes of martingale problems involving a nonlinear but bounded drift coefficient. In the first class, this coefficient depends on the time t, the position x and the marginal of the solution at time t. In the second, it depends on t, x and p(t,x), the density of the time marginal w.r.t. Lebesgue measure. As far as the dependence on t and x is concerned, no continuity assumption is made. The results, first proved for the identity diffusion matrix,...
Diffusions with measurement errors. I. Local asymptotic normality
We consider a diffusion process which is observed at times for , each observation being subject to a measurement error. All errors are independent and centered gaussian with known variance . There is an unknown parameter within the diffusion coefficient, to be estimated. In this first paper the case when is indeed a gaussian martingale is examined: we can prove that the LAN property holds under quite weak smoothness assumptions, with an explicit limiting Fisher information. What is perhaps...
Diffusions with measurement errors. I. Local Asymptotic Normality
We consider a diffusion process X which is observed at times i/n for i = 0,1,...,n, each observation being subject to a measurement error. All errors are independent and centered Gaussian with known variance pn. There is an unknown parameter within the diffusion coefficient, to be estimated. In this first paper the case when X is indeed a Gaussian martingale is examined: we can prove that the LAN property holds under quite weak smoothness assumptions, with an explicit limiting Fisher information....
Diffusions with measurement errors. II. Optimal estimators
We consider a diffusion process which is observed at times for , each observation being subject to a measurement error. All errors are independent and centered gaussian with known variance . There is an unknown parameter to estimate within the diffusion coefficient. In this second paper we construct estimators which are asymptotically optimal when the process is a gaussian martingale, and we conjecture that they are also optimal in the general case.
Diffusions with measurement errors. II. Optimal estimators
We consider a diffusion process X which is observed at times i/n for i = 0,1,...,n, each observation being subject to a measurement error. All errors are independent and centered Gaussian with known variance pn. There is an unknown parameter to estimate within the diffusion coefficient. In this second paper we construct estimators which are asymptotically optimal when the process X is a Gaussian martingale, and we conjecture that they are also optimal in the general case.
Diffusive long-time behavior of Kawasaki dynamics.
Digital search trees and chaos game representation*
In this paper, we consider a possible representation of a DNA sequence in a quaternary tree, in which one can visualize repetitions of subwords (seen as suffixes of subsequences). The CGR-tree turns a sequence of letters into a Digital Search Tree (DST), obtained from the suffixes of the reversed sequence. Several results are known concerning the height, the insertion depth for DST built from independent successive random sequences having the same distribution. Here the successive inserted words...
Dimension and Entropy of a Non-ergodic Markovian Process and its Relation to Rademacher Riesz Products.
Dimension de Hausdorff de certains fractals aléatoires
On construit des ensembles de Cantor aléatoires par partages successifs de rectangles, en partant d’un carré, (le nombre de divisions de la longueur peut être différent de celui de la largeur). La construction est stationnaire : elle fait intervenir des variables aléatoires indépendantes et équidistribuées. Sur ces ensembles il existe une mesure naturelle, , aléatoire elle aussi. Des résultats concernant les boréliens portant et leur dimension de Hausdorff ont déjà été obtenus par J. Peyrière...