Decay of correlations in one-dimensional dynamics
Decay of covariances, uniqueness of ergodic component and scaling limit for a class of systems with non-convex potential
We consider a gradient interface model on the lattice with interaction potential which is a non-convex perturbation of a convex potential. Using a technique which decouples the neighboring vertices into even and odd vertices, we show for a class of non-convex potentials: the uniqueness of ergodic component for -Gibbs measures, the decay of covariances, the scaling limit and the strict convexity of the surface tension.
Decay rates of solutions of linear stochastic Volterra equations.
Decimation on the Two Dimensionnal Ising Model : Non Gibbsianness at Low Temperature. Almost Gibbsianness or Weak Gibbsianness ?
Decoherence of quantum Markov semigroups
Decomposability of Cylindrical Martingales and Absolutely Summing Operators.
Decomposability of point measures in generalized convolution algebras
Décomposition atomique de martingales de la classe
Décomposition de Kunita-Watanabe
Décomposition des martingales locales et formules exponentielles
Décomposition des martingales locales et raréfaction des sauts
Décomposition des processus aléatoires, une comparaison entre les méthodes factorielles et l'analyse spectrale
Décomposition du mouvement brownien avec dérive en un minimum local par juxtaposition de ses excursions positives et négatives
Decomposition in stereological unfolding problems
Decomposition of two parameter martingales.
In this paper we exhibit some decompositions in orthogonal stochastic integrals of two-parameter square integrable martingales adapted to a Brownian sheet which generalize the representation theorem of E. Wong and M. Zakai ([6]). Concretely, a development in a series of multiple stochastic integrals is obtained for such martingales. These results are applied for the characterization of martingales of path independent variation.
Decompositional analysis of Kronecker structured Markov chains.
Décompositions d'un intervalle réel et des ensembles de Cantor
Décompositions multiplicatives de semimartingales exponentielles et applications
Defaultable bonds with an infinite number of Lévy factors
A market with defaultable bonds where the bond dynamics is in a Heath-Jarrow-Morton setting and the forward rates are driven by an infinite number of Lévy factors is considered. The setting includes rating migrations driven by a Markov chain. All basic types of recovery are investigated. We formulate necessary and sufficient conditions (generalized HJM conditions) under which the market is arbitrage-free. Connections with consistency conditions are discussed.
Defaultable game options in a hazard process model.