A diffusion approximation in the ruin problem for a controlled Markov chain
A duality approach to the genealogies of discrete nonneutral Wright-Fisher models.
A Gaussian oscillator.
A generalized fundamental identity
A hitting time for Lévy processes, with application to dams and branching processes
A Markov property for two parameter Gaussian processes.
This paper deals with the relationship between two-dimensional parameter Gaussian random fields verifying a particular Markov property and the solutions of stochastic differential equations. In the non Gaussian case some diffusion conditions are introduced, obtaining a backward equation for the evolution of transition probability functions.
A note on impulsive control of Feller processes with costly information
The paper deals with the optimal inspections and maintenance problem with costly information for a Markov process with positive discount factor. The associated dynamic programming equation is a quasi-variational inequality with first order differential terms. In this paper we study its different formulations: strong, visousity and evolutionary. The case of impulsive control of purely jump Markov processes is studied as a special case.
À propos de la modélisation des niveaux de bruit
A Theorem on Convergence to a Lévy Process.
About increments of additive functionals of diffusion processes.
Approximation d'un flot brownien sur le cercle
Aspects of control for the normal Markov processes.
Boundedness of oriented walks generated by substitutions
Let be a fixed point of a substitution on the alphabet and let and . We give a complete classification of the substitutions according to whether the sequence of matrices is bounded or unbounded. This corresponds to the boundedness or unboundedness of the oriented walks generated by the substitutions.
Capacity and energy for multiparameter Markov processes
Cauchy's principal value of local times of Lévy processes with no negative jumps via continuous branching processes.
Charakterisierung stetiger Faltungshalbgruppen durch das Lévy-Maß.
Comparison Theorems on Dirichlet Norms and their Applications.
Comportement des exposants de Lyapounov d'une matrice perturbée par des rotations
Construction de l'opérateur de Malliavin sur l'espace de Poisson
Continuity of local times for Markov processes