On the occupation measure of super-Brownian motion.
On the Structure of Spatial Branching Processes
The paper is a contribution to the theory of branching processes with discrete time and a general phase space in the sense of [2]. We characterize the class of regular, i.e. in a sense sufficiently random, branching processes (Φk) k∈Z by almost sure properties of their realizations without making any assumptions about stationarity or existence of moments. This enables us to classify the clans of (Φk) into the regular part and the completely non-regular part. It turns out that the completely non-regular branching...
On two fragmentation schemes with algebraic splitting probability
Consider the following inhomogeneous fragmentation model: suppose an initial particle with mass x₀ ∈ (0,1) undergoes splitting into b > 1 fragments of random sizes with some size-dependent probability p(x₀). With probability 1-p(x₀), this particle is left unchanged forever. Iterate the splitting procedure on each sub-fragment if any, independently. Two cases are considered: the stable and unstable case with and respectively, for some a > 0. In the first (resp. second) case, since smaller...
Optimal transportation for multifractal random measures and applications
In this paper, we study optimal transportation problems for multifractal random measures. Since these measures are much less regular than optimal transportation theory requires, we introduce a new notion of transportation which is intuitively some kind of multistep transportation. Applications are given for construction of multifractal random changes of times and to the existence of random metrics, the volume forms of which coincide with the multifractal random measures.
Palm theory for random time changes.
Point shift characterization of Palm measures on abelian groups.
Points, lignes et systèmes d'arrêt flous et problème d'arrêt optimal
Poisson snake and fragmentation.
Poissonian products of random weights: uniform convergence and related measures.
Random discrete distributions derived from self-similar random sets.
Random fields on the adele ring and Wilson's renormalization group
Random Integrals and Type and Cotype of Banach Space.
Random set functions
Recent advances in ambit stochastics with a view towards tempo-spatial stochastic volatility/intermittency
Ambit stochastics is the name for the theory and applications of ambit fields and ambit processes and constitutes a new research area in stochastics for tempo-spatial phenomena. This paper gives an overview of the main findings in ambit stochastics up to date and establishes new results on general properties of ambit fields. Moreover, it develops the concept of tempo-spatial stochastic volatility/intermittency within ambit fields. Various types of volatility modulation ranging from stochastic scaling...
Record indices and age-ordered frequencies in exchangeable Gibbs partitions.
Recouvrements aléatoires et théorie du potentiel
Représentations convergentes des intégrales stochastiques
Risultati sulle distribuzioni di medie di un processo di Dirichlet
Self-intersection local time of -superprocess
Self-similar random fractal measures using contraction method in probabilistic metric spaces.