Points polaires d'une diffusion
Étude d'une fonctionnelle liée au pont de Bessel
Quelques espaces fonctionnels associés à des processus gaussiens
The first part of the paper presents results on Gaussian measures supported by general Banach sequence spaces and by particular spaces of Besov-Orlicz type. In the second part, a new constructive isomorphism between the just mentioned sequence spaces and corresponding function spaces is established. Consequently, some results on the support function spaces for the Gaussian measure corresponding to the fractional Brownian motion are proved. Next, an application to stochastic equations is given. The...
Brownian penalisations related to excursion lengths, VII
Limiting laws, as →∞, for brownian motion penalised by the longest length of excursions up to , or up to the last zero before , or again, up to the first zero after , are shown to exist, and are characterized.
Processus tués de processus de Hunt conservatifs et prolongements de processus standards
Processus associés à l'équation des milieux poreux
Processus de diffusion associé à un opérateur elliptique dégénéré
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