Laplace asymptotic expansions for Gaussian functional integrals.
Laplace transforms via Hadamard factorization.
Large deviation principle for enhanced gaussian processes
Large deviations for rough paths of the fractional brownian motion
Large deviations for sample paths of Gaussian processes quadratic variations.
Large Toeplitz operators and quadratic form generated by stationary Gaussian sequence.
Law equivalence of solutions of some linear stochastic equations in Hilbert spaces
Sufficient and necessary conditions for equivalence of the distributions of the solutions of some linear stochastic equations in Hilbert spaces are given. Some facts in the theory of perturbations of semigroup generators and Zabczyk's results on law equivalence are used.
Laws of the iterated logarithm for the brownian snake
Le mouvement brownien de Lévy indexé par comme limite centrale de temps locaux d’intersection
Les systèmes simples sont disjoints de ceux qui sont infiniment divisibles et plongeables dans un flot
We prove that simple transformations are disjoint from those which are infinitely divisible and embeddable in a flow. This is a reinforcement of a previous result of A. del Junco and M. Lemańczyk [1] who showed that simple transformations are disjoint from Gaussian processes.
Les temps de passage successifs de l'intégrale du mouvement brownien
Level crossings and other level functionals of stationary Gaussian processes.
Level sets of multiparameter Brownian motions.
Level sets of random fields and applications: specular points and wave crests.
Lévy's area under conditioning
Limit Theorem for High Level -upcrossings by -field
Linear transformations of two independent Brownian motions and orthogonal decompositions of Brownian filtrations.
Brownian motions defined as linear transformations of two independent Brownian motions are studied, together with certain orthogonal decompositions of Brownian filtrations.
Linear transformations of Wiener process that born Wiener process, Brownian bridge or Ornstein-Uhlenbeck process
The paper presents a discussion on linear transformations of a Wiener process. The considered processes are collections of stochastic integrals of non-random functions w.r.t. Wiener process. We are interested in conditions under which the transformed process is a Wiener process, a Brownian bridge or an Ornstein –Uhlenbeck process.
Local time and related sample paths of filtered white noises
We study the existence and the regularity of the local time of filtered white noises . We will also give Chung’s form of the law of iterated logarithm for , this shows that the result on the Hölder regularity, with respect to time, of the local time is sharp.
Locally Best Tests for Gaussian Processes.