Caractérisation de processus à trajectoires majorées ou continues
Characterization of equilibrium measures for critical reversible Nearest Particle Systems
We show that for critical reversible attractive Nearest Particle Systems all equilibrium measures are convex combinations of the upper invariant equilibrium measure and the point mass at all zeros, provided the underlying renewal sequence possesses moments of order strictly greater than and obeys some natural regularity conditions.
Characterizations of processes with stationary and independent increments under -expectation
Our purpose is to investigate properties for processes with stationary and independent increments under -expectation. As applications, we prove the martingale characterization of -Brownian motion and present a pathwise decomposition theorem for generalized -Brownian motion.
Chung's law of the iterated logarithm for iterated brownian motion
Clustering behavior of a continuous-sites stepping-stone model with Brownian migration.
Comparaison des deux composantes d'un subordinateur bivarié, puis étude de l'enveloppe supérieure d'un processus de Lévy
Comparison results for reflected jump-diffusions in the orthant with variable reflection directions and stability applications.
Competing super-Brownian motions as limits of interacting particle systems.
Completely asymmetric Lévy processes confined in a finite interval
Comportement asymptotique du nombre de tours effectués par la trajectoire brownienne plane
Conditions d'entropie assurant la continuité de certains processus et applications à l'analyse harmonique
Continuité des fonctions aléatoires sphériquement invariantes
Continuity at zero of semi-groups on L1 and differentiation of additive processes
Continuity of local times for Markov processes
Continuity of stochastic convolutions
Let be a Brownian motion, and let be the space of all continuous periodic functions with period 1. It is shown that the set of all such that the stochastic convolution , does not have a modification with bounded trajectories, and consequently does not have a continuous modification, is of the second Baire category.
Continuous-time trading and the emergence of volatility.
Convergence of martingales on manifolds of negative curvature
Convex rearrangements of Lévy processes
In this paper we study asymptotic behavior of convex rearrangements of Lévy processes. In particular we obtain Glivenko-Cantelli-type strong limit theorems for the convexifications when the corresponding Lévy measure is regularly varying at + with exponent α ∈ (1,2).
Corrections : “Domains of attraction in Banach spaces”
Corrections to “On Lev́y processes conditioned to stay positive".