Dérivabilité du plus grand exposant caractéristique des produits de matrices aléatoires indépendantes à coefficients positifs
Dérive des marches aléatoires et théorèmes limites
Discrete Löwner evolution
Discrete Models of Time-Fractional Diffusion in a Potential Well
Mathematics Subject Classification: 26A33, 45K05, 60J60, 60G50, 65N06, 80-99.By generalization of Ehrenfest’s urn model, we obtain discrete approximations to spatially one-dimensional time-fractional diffusion processes with drift towards the origin. These discrete approximations can be interpreted (a) as difference schemes for the relevant time-fractional partial differential equation, (b) as random walk models. The relevant convergence questions as well as the behaviour for time tending to infinity...
Discrete random processes with memory: Models and applications
The contribution focuses on Bernoulli-like random walks, where the past events significantly affect the walk's future development. The main concern of the paper is therefore the formulation of models describing the dependence of transition probabilities on the process history. Such an impact can be incorporated explicitly and transition probabilities modulated using a few parameters reflecting the current state of the walk as well as the information about the past path. The behavior of proposed...
Distributions of functionals of diffusions with jumps.