Distributions, noyaux, symboles, d'après Kree
Distributions of functionals of diffusions with jumps.
Distributions of sojourn time, maximum and minimum for pseudo-processes governed by higher-order heat-type equations.
Distributions sur l'espace de Wiener (suite), d'après Kubo et Yokoi
Distribution-Valued Processes Arising from Independent Brownian Motions.
Distributive laws. Applications to stochastic automata. (Lois distributives. Applications aux automates stochastiques.)
Divergences of Gauss-Markov random fields with application to statistical inference
Domains of attraction in Banach spaces
Domination by Borel stopping times and some separation properties
Doob's decomposition and Burkholder's inequalities
Doubly stochastic compound Poisson processes in extreme value theory.
Drift, draft and structure: some mathematical models of evolution
Understanding the evolution of individuals which live in a structured and fluctuating environment is of central importance in mathematical population genetics. Here we outline some of the mathematical challenges arising from modelling structured populations, primarily focussing on the interplay between forwards in time models for the evolution of the population and backwards in time models for the genealogical trees relating individuals in a sample from that population. In addition to classical...
Duality of Schramm-Loewner evolutions
In this note, we prove a version of the conjectured duality for Schramm-Loewner Evolutions, by establishing exact identities in distribution between some boundary arcs of chordal , , and appropriate versions of , .
Duality theory for self-similar processes
Durées de séjour et temps d'entrée associés à un processus de Markov homogène
Dynamic analysis of a unified multivariate counting process and its asymptotic behavior.
Dynamic credibility with outliers and missing observations
In actuarial practice the credibility models must face the problem of outliers and missing observations. If using the -estimation principle from robust statistics in combination with Kalman filtering one obtains the solution of this problem that is acceptable in the numerical framework of the practical actuarial credibility. The credibility models are classified as static and dynamic in this paper and the shrinkage is used for the final ratemaking.
Dynamic monetary risk measures for bounded discrete-time processes.
Dynamic term structure modelling with default and mortality risk: new results on existence and monotonicity
This paper considers dynamic term structure models like the ones appearing in portfolio credit risk modelling or life insurance. We study general forward rate curves driven by infinitely many Brownian motions and an integer-valued random measure, generalizing existing approaches in the literature. A precise characterization of absence of arbitrage in such markets is given in terms of a suitable criterion for no asymptotic free lunch (NAFL). From this, we obtain drift conditions which are equivalent...
Dynamical attraction to stable processes
We apply dynamical ideas within probability theory, proving an almost-sure invariance principle in log density for stable processes. The familiar scaling property (self-similarity) of the stable process has a stronger expression, that the scaling flow on Skorokhod path space is a Bernoulli flow. We prove that typical paths of a random walk with i.i.d. increments in the domain of attraction of a stable law can be paired with paths of a stable process so that, after applying a non-random regularly...