Feynman et les mathématiques
Feynman-Kac formula, λ-Poisson kernels and λ-Green functions of half-spaces and balls in hyperbolic spaces
We apply the Feynman-Kac formula to compute the λ-Poisson kernels and λ-Green functions for half-spaces or balls in hyperbolic spaces. We present known results in a unified way and also provide new formulas for the λ-Poisson kernels and λ-Green functions of half-spaces in ℍⁿ and for balls in real and complex hyperbolic spaces.
Feynman-Kac penalisations of symmetric stable processes.
Files d'attente à rejet différé
Filippov approach in stochastic maximum principle without differentiability assumptions.
Fill's algorithm for absolutely continuous stochastically monotone kernels.
Filosofická pojetí pravděpodobnosti v pracích českých myslitelů [Book]
Filtering and fixed-point smoothing from an innovation approach in systems with uncertainty.
Filtering of signals transmitted in multichannel from Chandrasekhar and Riccati recursions.
In this paper two recursive algorithms are proposed and compared as a solution of the least mean-squared error linear filtering problem of a wide-sense stationary scalar signal from uncertain observations perturbed by white and coloured additive noises. Considering that the state-space model of the signal is not available and that the variables modelling the uncertainty are not independent, the proposed algorithms are derived by using covariance information. The difference between both algorithms...
Filtering the Wright-Fisher diffusion
We consider a Wright-Fisher diffusion (x(t)) whose current state cannot be observed directly. Instead, at times t1 < t2 < ..., the observations y(ti) are such that, given the process (x(t)), the random variables (y(ti)) are independent and the conditional distribution of y(ti) only depends on x(ti). When this conditional distribution has a specific form, we prove that the model ((x(ti),y(ti)), i≥1) is a computable filter in the sense that all distributions involved in filtering, prediction...
Filtering with a limiter (improved performance).
Filtrage de diffusions bidirectionnelles pour une observation ponctuelle de Poisson à deux paramètres
Filtrage non linéaire dans des espaces de Hilbert réels et séparables
Filtration des ponts browniens et équations différentielles stochastiques linéaires
Filtration d'une marche aléatoire stationnaire sur le cercle
Filtrations browniennes et balayage
Filtrations quotients de la filtration brownienne
Fine connectedness and alpha-excessive functions
In this article, for any Standard Process and for any , the conditions under which an -excessive function, vanishing at a point, vanishes identically are investigated.
Fine structure of the zeros of orthogonal polynomials. I: A tale of two pictures.
Finely harmonic morphisms, Brownian path preserving functions and conformal martingales.