Brownian excursions, stochastic integrals, and representation of Wiener functionals.
Une classe de processus stable par retournement du temps
Calcul stochastique avec sauts sur une variété
Martingales sur le cercle
Density in small time for Levy processes
Barycentres et martingales sur une variété
Formules de dualité sur l'espace de Poisson
Stochastic calculus and martingales on trees
Transformations et équations anticipantes pour les processus de poisson
Density in small time for Lévy processes
The density of real-valued Lévy processes is studied in small time under the assumption that the process has many small jumps. We prove that the real line can be divided into three subsets on which the density is smaller and smaller: the set of points that the process can reach with a finite number of jumps (Δ-accessible points); the set of points that the process can reach with an infinite number of jumps (asymptotically Δ-accessible points); and the set of points that the process cannot...
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