Ergodic theory of differentiable dynamical systems
Ergodicity and asymptotically almost periodic solutions of some differential equations.
Ergodicity for a stochastic geodesic equation in the tangent bundle of the 2D sphere
We study ergodic properties of stochastic geometric wave equations on a particular model with the target being the 2D sphere while considering only solutions which are independent of the space variable. This simplification leads to a degenerate stochastic equation in the tangent bundle of the 2D sphere. Studying this equation, we prove existence and non-uniqueness of invariant probability measures for the original problem and obtain also results on attractivity towards an invariant measure. We also...
Ergodicity for the stochastic complex Ginzburg–Landau equations
Ergodicity of a certain class of non Feller models : applications to and Markov switching models
We provide an extension of topological methods applied to a certain class of Non Feller Models which we call Quasi-Feller. We give conditions to ensure the existence of a stationary distribution. Finally, we strengthen the conditions to obtain a positive Harris recurrence, which in turn implies the existence of a strong law of large numbers.
Ergodicity of a certain class of Non Feller Models: Applications to ARCH and Markov switching models
We provide an extension of topological methods applied to a certain class of Non Feller Models which we call Quasi-Feller. We give conditions to ensure the existence of a stationary distribution. Finally, we strengthen the conditions to obtain a positive Harris recurrence, which in turn implies the existence of a strong law of large numbers.
Ergodicity of hypoelliptic SDEs driven by fractional brownian motion
We demonstrate that stochastic differential equations (SDEs) driven by fractional brownian motion with Hurst parameter H>½ have similar ergodic properties as SDEs driven by standard brownian motion. The focus in this article is on hypoelliptic systems satisfying Hörmander’s condition. We show that such systems enjoy a suitable version of the strong Feller property and we conclude that under a standard controllability condition they admit a unique stationary solution that is physical in the...
Ergodicity of PCA: equivalence between spatial and temporal mixing conditions.
Ergodicity of stochastically forced large scale geophysical flows.
Erlang distributed activity times in stochastic activity networks
It is assumed that activity times in stochastic activity networks (SANs) are independent Erlang random variable (r.v.). A recurrence method of determining the th moments of the completion time is presented. Applications are provided for illustration and are used to evaluate the applicability and appropriateness of the Erlang model to represent activity network.
Erneuerungsprozesse.
Erneuerungsprozesse mit Wartungsstrategien.
Erneuerungssätze für Prozesse mit stationären unabhängigen Zuwächsen.
Errata: A Matrix with an application to the motion of an absorbing Markov chain. I.
Errata de l'article A. Rouault
Errata : « Les semi-martingales formelles »
Errata : «Projection d'une diffusion sur sa filtration lente»
Erratum / Correction to : “A bound on the moment generating function of a sum of dependent variables with an application to simple random sampling without replacement”
Erratum / Correction to : “Minimization of the Kullback information of diffusion processes”
Erratum: Equivalence of compositional expressions and independence relations in compositional models