On Vector Measures Related to Deterministic Non-Stationary Stochastic Processes.
Orthogonality and probability: beyond nearest neighbor transitions.
Orthogonality and probability: mixing times.
Poisson approximation for sums of dependent Bernoulli random variables.
Probability in the alternative set theory
Processus gouvernés par des noyaux
Product liftings and densities with lifting invariant and density invariant sections
Given two measure spaces equipped with liftings or densities (complete if liftings are considered) the existence of product liftings and densities with lifting invariant or density invariant sections is investigated. It is proved that if one of the marginal liftings is admissibly generated (a subclass of consistent liftings), then one can always find a product lifting which has the property that all sections determined by one of the marginal spaces are lifting invariant (Theorem 2.13). For a large...
Prolongement de processus holomorphes. Cas «carré intégrable»
Propriétés permanentes des trajectoires de processus
Rate of convergence to the Rosenblatt distribution for additive functionals of stochastic processes with long-range dependence.
Record indices and age-ordered frequencies in exchangeable Gibbs partitions.
Regularity of stopping times of diffusion processes in Besov spaces
We prove that the exit times of diffusion processes from a bounded open set Ω almost surely belong to the Besov space provided that pα < 1 and 1 ≤ q < ∞.
Relationships between generalized Wiener integrals and conditional analytic Feynman integrals over continuous paths
Let denote a generalized Wiener space, the space of real-valued continuous functions on the interval , and define a random vector by where , , and is a partition of . Using simple formulas for generalized conditional Wiener integrals, given we will evaluate the generalized analytic conditional Wiener and Feynman integrals of the functions in a Banach algebra which corresponds to Cameron-Storvick’s Banach algebra . Finally, we express the generalized analytic conditional Feynman...
Relative Densities of Semimartingales.
Representation of Itô integrals by Lebesgue/Bochner integrals
In [Yong 2004], it was proved that as long as the integrand has certain properties, the corresponding Itô integral can be written as a (parameterized) Lebesgue integral (or a Bochner integral). In this paper, we show that such a question can be answered in a more positive and refined way. To do this, we need to characterize the dual of the Banach space of some vector-valued stochastic processes having different integrability with respect to the time variable and the probability measure. The later...
Résultats d'Azéma en théorie générale des processus
Retour aux retournements
Séparabilité optionnelle, d'après Doob
Separability of random functions
Some examples of holomorphic processes