Interpolation and forecasting in Brownian functions of two parameters.
Interpolations between bosonic and fermionic relations given by generalized Brownian motions.
Interprétation d'un calcul de H. Tanaka en théorie générale des processus
Intersection Local Times and Tanaka Formulas
Intersection probabilities for a chordal SLE path and a semicircle.
Introduction à l'étude des mouvements browniens à plusieurs paramètres
Invariance principles for Brownian intersection local time and polymer measures.
Invariant wedges for a two-point reflecting Brownian motion and the “hot spots” problem.
Isolated points of some sets of bounded cosine families, bounded semigroups, and bounded groups on a Banach space
We show that if the set of all bounded strongly continuous cosine families on a Banach space X is treated as a metric space under the metric of the uniform convergence associated with the operator norm on the space 𝓛(X) of all bounded linear operators on X, then the isolated points of this set are precisely the scalar cosine families. By definition, a scalar cosine family is a cosine family whose members are all scalar multiples of the identity operator. We also show that if the sets of all bounded...
Jacobi elliptic functions and change of variable in a convolution.
Joint continuity of renormalized intersection local times
Karhunen-Loève expansions of α-Wiener bridges
We study Karhunen-Loève expansions of the process(X t(α))t∈[0,T) given by the stochastic differential equation , with the initial condition X 0(α) = 0, where α > 0, T ∈ (0, ∞), and (B t)t≥0 is a standard Wiener process. This process is called an α-Wiener bridge or a scaled Brownian bridge, and in the special case of α = 1 the usual Wiener bridge. We present weighted and unweighted Karhunen-Loève expansions of X (α). As applications, we calculate the Laplace transform and the distribution function...
is not a semimartingale
inequalities for functionals of brownian motion
La formule d'Ito pour le mouvement brownien, d'après G. Brosamler
La préservation des trajectoires du mouvement brownien et la préservation des lois de Cauchy
Large favourite sites of simple random walk and the Wiener process.
Large scale behavior of semiflexible heteropolymers
We consider a general discrete model for heterogeneous semiflexible polymer chains. Both the thermal noise and the inhomogeneous character of the chain (the disorder) are modeled in terms of random rotations. We focus on the quenched regime, i.e., the analysis is performed for a given realization of the disorder. Semiflexible models differ substantially from random walks on short scales, but on large scales a brownian behavior emerges. By exploiting techniques from tensor analysis and non-commutative...
Large systems of path-repellent Brownian motions in a trap at positive temperature.
Large volume asymptotics of brownian integrals and orbital magnetism