Variation des processus mesurables
Variations sur une formule de Paul Lévy
Vervaat et Lévy
Vitesse de fuite et comportement asymptotique du mouvement brownien sur les groupes nilpotents
Walk dimension and function spaces on self-similar fractals
We outline the construction of Brownian motion on certain self-similar fractals and introduce the notion of walk dimension. We then show how the probabilistic approach relates to the theory of function spaces on fractals.
Wavelets, Generalized White Noise and Fractional Integration: The Synthesis of Fractional Brownian Motion.
Weak convergence of reflecting Brownian motions.
Weak convergence to fractional Brownian motion in some anisotropic Besov space
We give some limit theorems for the occupation times of 1-dimensional Brownian motion in some anisotropic Besov space. Our results generalize those obtained by Csaki et al. [4] in continuous functions space.
Weak convergence to the law of the brownian sheet
Weak inequalities for exit times and analytic functions
Where did the Brownian particle go?
Wiener functionals of second order and their Lévy measures.
Wiener integral for the coordinate process under the σ-finite measure unifying Brownian penalisations
Wiener integral for the coordinate process is defined under the σ-finite measure unifying Brownian penalisations, which has been introduced by [Najnudel et al., C. R. Math. Acad. Sci. Paris345 (2007) 459–466] and [Najnudel et al., MSJ Memoirs19. Mathematical Society of Japan, Tokyo (2009)]. Its decomposition before and after last exit time from 0 is studied. This study prepares for the author's recent study [K. Yano, J. Funct. Anal.258 (2010) 3492–3516] of Cameron-Martin formula for the...
Wiener integral for the coordinate process under the σ-finite measure unifying brownian penalisations
Wiener integral for the coordinate process is defined under the σ-finite measure unifying Brownian penalisations, which has been introduced by [Najnudel et al., C. R. Math. Acad. Sci. Paris 345 (2007) 459–466] and [Najnudel et al., MSJ Memoirs 19. Mathematical Society of Japan, Tokyo (2009)]. Its decomposition before and after last exit time from 0 is studied. This study prepares for the author's recent study [K. Yano, J. Funct. Anal. 258 (2010) 3492–3516] of Cameron-Martin formula for the σ-finite...
Wiener process with reflection in non-smooth narrow tubes.
Wiener soccer and its generalization.
Wiener's test for the Brownian motion on the Heisenberg group
Williams' characterisation of the brownian excursion law : proof and applications
Within and beyond the reach of Brownian innovation.
α-time fractional brownian motion: PDE connections and local times
For 0 < α ≤ 2 and 0 < H < 1, an α-time fractional Brownian motion is an iterated process Z = {Z(t) = W(Y(t)), t ≥ 0} obtained by taking a fractional Brownian motion {W(t), t ∈ ℝ} with Hurst index 0 < H < 1 and replacing the time parameter with a strictly α-stable Lévy process {Y(t), t ≥ 0} in ℝ independent of {W(t), t ∈ R}. It is shown that such processes have natural connections to partial differential equations and, when Y is a stable subordinator, can arise...