Capacity and energy for multiparameter Markov processes
Capacity estimates, boundary crossings and the Ornstein-Uhlenbeck process in Wiener space.
Caractérisation des martingales à deux paramètres indépendantes du chemin
Chaos expansions and local times.
In this note we prove that the Local Time at zero for a multiparametric Wiener process belongs to the Sobolev space Dk - 1/2 - ε,2 for any ε > 0. We do this computing its Wiener chaos expansion. We see also that this expansion converges almost surely. Finally, using the same technique we prove similar results for a renormalized Local Time for the autointersections of a planar Brownian motion.
Characterization of equilibrium measures for critical reversible Nearest Particle Systems
We show that for critical reversible attractive Nearest Particle Systems all equilibrium measures are convex combinations of the upper invariant equilibrium measure and the point mass at all zeros, provided the underlying renewal sequence possesses moments of order strictly greater than and obeys some natural regularity conditions.
Classe et martingales fortes à paramètre bidimensionnel
Computing the expectation of the Azéma-Yor stopping times
Contre-exemple dans le théorème central limite fonctionnel pour les champs aléatoires réels
Correction : «Temps local pour les martingales à deux indices par rapport à sa variation quadratique»