A note on Revuz measure
A survey of random processes with reinforcement.
A survey of results on random random walks on finite groups.
An essay on the general theory of stochastic processes.
Basic properties of strong mixing conditions. A survey and some open questions.
Branching diffusions, superdiffusions and random media.
Brownian excursion area, wright's constants in graph enumeration, and other Brownian areas.
Carthaginian enlargement of filtrations
This work is concerned with the theory of initial and progressive enlargements of a reference filtration F with a random timeτ. We provide, under an equivalence assumption, slightly stronger than the absolute continuity assumption of Jacod, alternative proofs to results concerning canonical decomposition of an F -martingale in the enlarged filtrations. Also, we address martingales’ characterization in the enlarged filtrations in terms of martingales in the reference filtration, as well as predictable...
Conformal restriction and related questions.
Éléments de probabilités quantiques (exposés I à V)
Éléments de probabilités quantiques (exposés IX et X)
Ensembles aléatoires markoviens homogènes. Introduction et bibliographie
Exchangeable pairs and Poisson approximation.
Exponential functionals of Brownian motion. I: Probability laws at fixed time.
Exponential functionals of Lev́y processes.
Gaussian behaviour and average of marginals for convex bodies.
General state space Markov chains and MCMC algorithms.
Generalized gamma convolutions, Dirichlet means, Thorin measures, with explicit examples.
Geometric infinite divisibility, stability, and self-similarity: an overview
The concepts of geometric infinite divisibility and stability extend the classical properties of infinite divisibility and stability to geometric convolutions. In this setting, a random variable X is geometrically infinitely divisible if it can be expressed as a random sum of components for each p ∈ (0,1), where is a geometric random variable with mean 1/p, independent of the components. If the components have the same distribution as that of a rescaled X, then X is (strictly) geometric stable....
Hazard Rates and Subexponential Distributions