An Itô type isometry for loops in via the brownian bridge
An optimal Itô formula for Lévy processes.
An optimal property of the best linear unbiased interpolation filter
An optimality-equation for discrete stochastic decision problems with general sets of admissible strategies
Análisis en componentes principales de un proceso estocástico con funciones muestrales escalonadas.
El ACP de un número finito de variables puede ser generalizado para manejar datos que evolucionan en el tiempo. El objetivo de este trabajo es la estimación de los factores principales de procesos aleatorios con funciones muestrales escalonadas. Ante la imposibilidad de obtener una solución exacta a este problema, proponemos estimar el ACP de un proceso de este tipo a partir del ACP del proceso cuyas trayectorias se obtienen como proyección de las originales en el subespacio de las funciones constantes...
Analyse asymptotique des processus gaussiens stationnaires
Analyse multi-échelle d'un processus gaussien markovien au voisinage d'une singularité
Analyse spectrale et théorème de prédiction statistique de Wiener
Analysis of the asymmetrical shortest two-server queueing model.
Analysis of the Rosenblatt process
We analyze the Rosenblatt process which is a selfsimilar process with stationary increments and which appears as limit in the so-called Non Central Limit Theorem (Dobrushin and Majòr (1979), Taqqu (1979)). This process is non-Gaussian and it lives in the second Wiener chaos. We give its representation as a Wiener-Itô multiple integral with respect to the Brownian motion on a finite interval and we develop a stochastic calculus with respect to it by using both pathwise type calculus and Malliavin...
Analytic stochastic processes II
Annonçabilité des temps prévisibles. Deux contre-exemples
Anomalous heat-kernel decay for random walk among bounded random conductances
We consider the nearest-neighbor simple random walk on ℤd, d≥2, driven by a field of bounded random conductances ωxy∈[0, 1]. The conductance law is i.i.d. subject to the condition that the probability of ωxy>0 exceeds the threshold for bond percolation on ℤd. For environments in which the origin is connected to infinity by bonds with positive conductances, we study the decay of the 2n-step return probability . We prove that is bounded by a random constant timesn−d/2 in d=2, 3, while it...
Another look at the moment method for large dimensional random matrices.
Anticipation cancelled by a Girsanov transformation : a paradox on Wiener space
Anticipative calculus with respect to filtered Poisson processes
Anticipative direct transformations on the Poisson space
Aperiodische Wahrscheinlichkeitsmaße auf topologischen Gruppen.
Appendice à l'exposé précédent : «Inégalités de semimartingales»
Appendice à l’exposé précédent : «La filtration naturelle du mouvement brownien indexé par dans une variété compacte»