Support d'une équation d'Itô avec sauts en dimension 1
Small deviations for fractional stable processes
Concentration of the Brownian bridge on Cartan-Hadamard manifolds with pinched negative sectional curvature
We study the rate of concentration of a Brownian bridge in time one around the corresponding geodesical segment on a Cartan-Hadamard manifold with pinched negative sectional curvature, when the distance between the two extremities tends to infinity. This improves on previous results by A. Eberle, and one of us . Along the way, we derive a new asymptotic estimate for the logarithmic derivative of the heat kernel on such manifolds, in bounded time and with one space parameter...
Small ball probabilities for stable convolutions
We investigate the small deviations under various norms for stable processes defined by the convolution of a smooth function with a real Lévy process. We show that the small ball exponent is uniquely determined by the norm and by the behaviour of at zero, which extends the results of Lifshits and Simon, (2005) 725–752 where this was proved for being a power function (Riemann-Liouville processes). In the Gaussian case, the same generality as Lifshits and Simon, ...
Support of a Marcus equation in dimension 1.
A descriptive view of unitary group representations
In this paper, we will study the relative complexity of the unitary duals of countable groups. In particular, we will explain that if and are countable amenable non-type I groups, then the unitary duals of and are Borel isomorphic.
Page 1