Self-interacting diffusions II : convergence in law
Self-intersection local time of -superprocess
Self-normalized large deviations for Markov chains.
Self-repelling random walk with directed edges on Z.
Self-similar and Markov composition structures.
Self-similar fragmentations
Self-similar processes in collective risk theory.
Self-similar random fractal measures using contraction method in probabilistic metric spaces.
Self-similarity and fractional Brownian motion on Lie groups.
Self-stabilizing processes: uniqueness problem for stationary measures and convergence rate in the small-noise limit
In the context of self-stabilizing processes, that is processes attracted by their own law, living in a potential landscape, we investigate different properties of the invariant measures. The interaction between the process and its law leads to nonlinear stochastic differential equations. In [S. Herrmann and J. Tugaut. Electron. J. Probab. 15 (2010) 2087–2116], the authors proved that, for linear interaction and under suitable conditions, there exists a unique symmetric limit measure associated...
Self-stabilizing processes: uniqueness problem for stationary measures and convergence rate in the small-noise limit
In the context of self-stabilizing processes, that is processes attracted by their own law, living in a potential landscape, we investigate different properties of the invariant measures. The interaction between the process and its law leads to nonlinear stochastic differential equations. In [S. Herrmann and J. Tugaut. Electron. J. Probab. 15 (2010) 2087–2116], the authors proved that, for linear interaction and under suitable conditions, there...
Self-tuning controls of linear stochastic systems in presence of drift
Semi-additive functionals and cocycles in the context of self-similarity
Kernel functions of stable, self-similar mixed moving averages are known to be related to nonsingular flows. We identify and examine here a new functional occuring in this relation and study its properties. To prove its existence, we develop a general result about semi-additive functionals related to cocycles. The functional we identify, is helpful when solving for the kernel function generated by a flow. Its presence also sheds light on the previous results on the subject.
Semiclassical analysis and a new result for Poisson-Lev́y excursion measures.
Semicopulæ
We define the notion of semicopula, a concept that has already appeared in the statistical literature and study the properties of semicopulas and the connexion of this notion with those of copula, quasi-copula, -norm.
Semicopulas: characterizations and applicability
We characterize some bivariate semicopulas and, among them, the semicopulas satisfying a Lipschitz condition. In particular, the characterization of harmonic semicopulas allows us to introduce a new concept of depedence between two random variables. The notion of multivariate semicopula is given and two applications in the theory of fuzzy measures and stochastic processes are given.
Semigroup actions on tori and stationary measures on projective spaces
Let Γ be a subsemigroup of G = GL(d,ℝ), d > 1. We assume that the action of Γ on is strongly irreducible and that Γ contains a proximal and quasi-expanding element. We describe contraction properties of the dynamics of Γ on at infinity. This amounts to the consideration of the action of Γ on some compact homogeneous spaces of G, which are extensions of the projective space . In the case where Γ is a subsemigroup of GL(d,ℝ) ∩ M(d,ℤ) and Γ has the above properties, we deduce that the Γ-orbits...
Semi-group methods in stochastic control
Semi-groupes de moments.
Semi-groupes et mesures invariantes pour les processus semi-markoviens à espace d'état quelconque