Appendice : « Décomposition en produit de deux browniens d'une martingale à valeurs dans un groupe muni d'une métrique bi-invariante »
Appendice : «Un résultat de D. Williams»
Appendix on return-time sequences
Appendix to the article “On a detection method for known finite sequences”
Application de la relation de domination à certains renforcements des inégalités de martingales
Application du calcul de Malliavin aux équations différentielles stochastiques sur le plan
Application du calcul symbolique au calcul de la loi de certains processus
Application d'un lemme de Jeulin au grossissement de la filtration brownienne
Application d'un théorème de G. Mokobodzki à la théorie des flots
Application of the random field theory in PET imaging - injection dose optimization
This work presents new application of the random field theory in medical imaging. Results from both integral geometry and random field theory can be used to detect locations with significantly increased radiotracer uptake in images from positron emission tomography (PET). The assumptions needed to use these results are verified on a set of real and simulated phantom images. The proposed method of detecting activation (locations with increased radiotracer concentration) is used to quantify the quality...
Applications de dualité dans les espaces de Köthe
Applications of autoreproducing kernel moduli to the study on interpolability and minimality of a class of stationary Hilbertian varieties
Applications of set-valued Radon-Nikodym theorems to convergence of multivalued L...-amarts.
Applications of time-delayed backward stochastic differential equations to pricing, hedging and portfolio management in insurance and finance
We investigate novel applications of a new class of equations which we call time-delayed backward stochastic differential equations. Time-delayed BSDEs may arise in insurance and finance in an attempt to find an investment strategy and an investment portfolio which should replicate a liability or meet a target depending on the strategy applied or the past values of the portfolio. In this setting, a managed investment portfolio serves simultaneously as the underlying security on which the liability/target...
Applying a theorem of Fernique
Approximate Aggregation Methods in Discrete Time Stochastic Population Models
Approximate aggregation techniques consist of introducing certain approximations that allow one to reduce a complex system involving many coupled variables obtaining a simpler ʽʽaggregated systemʼʼ governed by a few variables. Moreover, they give results that allow one to extract information about the complex original system in terms of the behavior of the reduced one. Often, the feature that allows one to carry out such a reduction is the presence...
Approximating a harmonizable isotropic random field.
Approximation at first and second order of -order integrals of the fractional Brownian motion and of certain semimartingales.
Approximation du crochet de certaines semimartingales continues
Approximation gaussienne d'algorithmes stochastiques à dynamique markovienne