Calcul des variations sur un brownien subordonné
Calcul stochastique avec sauts sur une variété
Canonical lift and exit law of the fundamental diffusion associated with a kleinian group
Caractéristiques locales des semi-martingales et changements de probabilités
Characterization of maximal Markovian couplings for diffusion 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...
Conditional expectations for derivatives of certain stochastic flows
Conditions for global existence of solutions of ordinary differential, stochastic differential, and parabolic equations.
Connexions et martingales dans les groupes de Lie
Construction directe d'une diffusion sur une variété
Convergence des approximations de McShane d'une diffusion sur une variété compacte
Convergence of martingales on manifolds of negative curvature
Convergence of stochastic flows with jumps and Levy processes in diffeomorphisms group
Convexity at infinity and Brownian motion on manifolds with unbounded negative curvature.
Correction : “On two transfer principles in stochastic differential geometry”
Critical diffusions