On a stopped brownian motion formula of H. M. Taylor
The Q-matrix problem 3 : the Lévy-kernel problem for chains
A potential-theoretic note on the quadratic Wiener-Hopf equation for Q-matrices
The Q-matrix problem
The Q-matrix problem 2 : Kolmogorov backward equations
Conditional excursion theory
Non-linear Wiener-Hopf theory, 1 : an appetizer
The Hawkins sieve and brownian motion
The “Riemann hypothesis” for the Hawkins random Sieve
Compléments au théorème de M. Julia
Time-substitution based on fluctuating additive functionals (Wiener-Hopf factorization for infinitesimal generators)
Rolling with “slipping” : I
Wiener-Hopf factorization for matrices
Bounded projections, duality, and multipliers in spaces of harmonic functions.
A martingale approach to some Wiener-Hopf problems, I
A martingale approach to some Wiener-Hopf problems, II
Path-wise solutions of stochastic differential equations driven by Lévy processes.
In this paper we show that a path-wise solution to the following integral equation Yt = ∫0 t f(Yt) dXt, Y0 = a ∈ Rd, exists under the assumption that Xt is a Lévy process of finite p-variation for some p ≥ 1 and that f is an α-Lipschitz function for some α > p. We...
Weak solutions for a simple hyperbolic system.
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