Ensembles analytiques et temps d'arrêt
Entropic Projections and Dominating Points
Entropic projections and dominating points are solutions to convex minimization problems related to conditional laws of large numbers. They appear in many areas of applied mathematics such as statistical physics, information theory, mathematical statistics, ill-posed inverse problems or large deviation theory. By means of convex conjugate duality and functional analysis, criteria are derived for the existence of entropic projections, generalized entropic projections and dominating points. Representations...
Entropy estimate for -monotone functions via small ball probability of integrated Brownian motions.
Entropy numbers of certain summation operators.
Entry-exit decisions with implementation delay under uncertainty
We employ a natural method from the perspective of the optimal stopping theory to analyze entry-exit decisions with implementation delay of a project, and provide closed expressions for optimal entry decision times, optimal exit decision times, and the maximal expected present value of the project. The results in conventional research were obtained under the restriction that the sum of the entry cost and exit cost is nonnegative. In practice, we may meet cases when this sum is negative, so it is...
Enveloppe de Snell d'un processus à paramètre bidimensionnel
Enveloppes convexes des processus gaussiens
Epsilon-independence between two processes
We study the notion of ε-independence of a process on finitely (or countably) many states and that of ε-independence between two processes defined on the same measure preserving transformation. For that we use the language of entropy. First we demonstrate that if a process is ε-independent then its ε-independence from another process can be verified using a simplified condition. The main direction of our study is to find natural examples of ε-independence. In case of ε-independence of one process,...
Équations aux dérivées partielles associées à un problème de filtrage non linéaire
Équations de structure pour des martingales vectorielles
Équations différentielles stochastiques. La méthode de Métivier-Pellaumail
Équations différentielles stochastiques lipschitziennes
Équations différentielles stochastiques lipschitziennes : étude de la stabilité
Equations in differentials in the algebra of generalized stochastic processes
We consider an ordinary or stochastic nonlinear equation with generalized coefficients as an equation in differentials in the algebra of new generalized functions in the sense of [8]. Consequently, the solution of such an equation is a new generalized function. We formulate conditions under which the solution of a given equation in the algebra of new generalized functions is associated with an ordinary function or process. Moreover the class of all possible associated functions and processes is...
Equidistant sampling for the maximum of a Brownian motion with drift on a finite horizon.
Équilibre statistique pour les produits de difféomorphismes aléatoires indépendants
Equivalence et orthogonalité des mesures aléatoires engendrées par martingales positives homogènes
Equivalence of Gaussian measures of finite sum of stochastic processes
Equivalent martingale measures for Lévy processes.
Ergodic and Mixing Random Walks on Locally Compact Groups.