C-semigroups on Banach spaces and functional inequalities
Inégalités relatives aux processus d’Ornstein-Uhlenbeck à paramètres et capacité gaussienne
Optional splitting formula in a progressively enlarged filtration
Let F be a filtration andbe a random time. Let G be the progressive enlargement of F with. We study the following formula, called the optional splitting formula: For any G-optional process, there exists an F-optional process and a function defined on [0∞] × (ℝ × ) being ℬ[0,∞]⊗x1d4aa;(F) measurable, such that Y=Y′1[0,τ)+Y′′(τ)1[τ,∞). (This formula can also be formulated for multiple random times ...
Inégalités pour les processus self-similaires arrêtés à un temps quelconque
Inequalities for Bochner's subordinates of two-parameter symmetric Markov processes
Spectral gaps and exponential integrability of hitting times for linear diffusions
Let be a regular continuous positively recurrent Markov process with state space ℝ, scale function and speed measure . For ∈ℝ denote +=sup≥ (], +∞[)(()−()), −=sup≤ (]−∞; [)(()−()). It is well known that the finiteness of ± is equivalent to the existence of spectral gaps of generators associated with . We show how these quantities appear independently in the study of the exponential moments of hitting times of . Then...
On symmetric stable random variables and matrix transposition
Autour d'un théorème de Tsirelson sur des filtrations browniennes et non browniennes
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