Fredholm determinants
The article provides with a down to earth exposition of the Fredholm theory with applications to Brownian motion and KdV equation.
From an example of Lévy's
From Tanaka's formula to Ito's formula : distributions, tensor products and local times
Fubini's theorem for double Wiener integrals and the variance of the brownian path
Functionals associated with self-intersections of the planar brownian motion
Gap universality of generalized Wigner and -ensembles
We consider generalized Wigner ensembles and general -ensembles with analytic potentials for any . The recent universality results in particular assert that the local averages of consecutive eigenvalue gaps in the bulk of the spectrum are universal in the sense that they coincide with those of the corresponding Gaussian -ensembles. In this article, we show that local averaging is not necessary for this result, i.e. we prove that the single gap distributions in the bulk are universal. In fact,...
Generalized Bessel function of type .
Generalized Cauchy identities, trees and multidimensional Brownian motions. I: Bijective proof of generalized Cauchy identities.
Geodesics and crossing brownian motion in a soft poissonian potential
Géométrie de la courbe brownienne plane
Géométrie différentielle stochastique, II
Géométrie stochastique sans larmes, I
Girsanov type formula for a Lie group valued brownian motion
Girsanov’s transformation for SLE processes, intersection exponents and hiding exponents
Global geometry under isotropic Brownian flows.
Harmonic Analysis and nonstandard Brownian Motion in the plane.
Harmonic functions along Brownan balls an the Liouville property for solvable Lie groups.
Harmonic functions on loop groups
Harmonic measures versus quasiconformal measures for hyperbolic groups
We establish a dimension formula for the harmonic measure of a finitely supported and symmetric random walk on a hyperbolic group. We also characterize random walks for which this dimension is maximal. Our approach is based on the Green metric, a metric which provides a geometric point of view on random walks and, in particular, which allows us to interpret harmonic measures as quasiconformal measures on the boundary of the group.
Harnack inequality for functional sdes with bounded memory.