Tribus markoviennes et prédiction
Martingales et changement de temps
Temps local et superchamp
Simultaneous boundary hitting for a two point reflecting brownian motion
Three examples of brownian flows on
We show that the only flow solving the stochastic differential equation (SDE) on where and are two independent white noises, is a coalescing flow we will denote by . The flow is a Wiener solution of the SDE. Moreover, is the unique solution (it is also a Wiener solution) of the SDE for , and a twice continuously differentiable function. A third flow can be constructed out of the -point motions of . This flow is coalescing and its -point motion is given by...
Sur les trajectoires intrinsèques des processus de Markov et le théorème de Shih
Stastistic of the winding of geodesics on a Riemann surface with finite area and constant negative curvature.
In this paper we show that the windings of geodesics around the cusps of a Riemann surface of a finite area, behave asymptotically as independent Cauchy variables.
The statistical equilibrium of an isotropic stochastic flow with negative Lyapounov exponents is trivial
Spatial trajectories
Canonical lift and exit law of the fundamental diffusion associated with a kleinian group
Page 1