Hölder norms and the support theorem for diffusions
Hölder versions of Banach space valued random fields.
Holt-Winters method with general seasonality
The paper suggests a generalization of widely used Holt-Winters smoothing and forecasting method for seasonal time series. The general concept of seasonality modeling is introduced both for the additive and multiplicative case. Several special cases are discussed, including a linear interpolation of seasonal indices and a usage of trigonometric functions. Both methods are fully applicable for time series with irregularly observed data (just the special case of missing observations was covered up...
Homogénéisation pour des processus associés à des frontières perméables
Homogeneous chaos revisited
Homogeneous extensions of random measures
Homomorphisms to constructed from random walks
We give a construction of homomorphisms from a group into the reals using random walks on the group. The construction is an alternative to an earlier construction that works in more general situations. Applications include an estimate on the drift of random walks on groups of subexponential growth admitting no nontrivial homomorphism to the integers and inequalities between the asymptotic drift and the asymptotic entropy. Some of the entropy estimates obtained have applications independent of the...
Horizontal martingales in vector bundles
How a centred random walk on the affine group goes to infinity
How Paul Lévy saw Jean Ville and martingales.
How the maximum of gaussian random walks and fields is influenced by changes of the variances.
In this paper we present an analytical proof of the fact that the maximum of gaussian random walks exceeds an arbitrary level b with a probability that is an increasing function of the step variances. An analogous result for stochastic integrals is also obtained.
How to Distinguish Between Record Types
Hsu-Robbins and Spitzer's theorems for the variations of fractional Brownian motion.
Hydrodynamic limit fluctuations of super-Brownian motion with a stable catalyst.
Hypercontractivity and comparison of moments of iterated maxima and minima of independent random variables.
Hyperdefinite stochastic integration I: The nonstandard theory.
Hyperdefinite stochastic integration II: Comparision with the standard theory.
Hyperdefinite stochastic integration III: Hyperdefinite representations of standard martingales.
Hypoellipticité et hypoellipticité partielle pour les diffusions avec une condition frontière