Grossissement d'une filtration et retournement du temps d'une diffusion
Grossissement d'une filtration et semi-martingales : formules explicites
Grossissement d'une filtration et semi-martingales : théorèmes généraux
Groupes aléatoires
Quelles sont les propriétés d’un groupe de présentation finie “tiré au hasard” ? La réponse à cette question dépend bien entendu de la méthode choisie pour le tirage au sort. On peut par exemple fixer générateurs et choisir relations aléatoirement parmi les mots de longueur , puis faire tendre vers l’infini. On peut aussi choisir un graphe fini, étiqueter aléatoirement ses arêtes par des générateurs, et considérer le groupe engendré par ces générateurs, soumis aux relations lues sur les cycles...
-spaces, p≤1, and spline systems
Hardy-Littlewood theory on unimodular groups
Harmonic functions and Hardy spaces on trees with boundaries
Hausdorff dimension of the graph of the fractional Brownian sheet.
Hazard rate model and statistical analysis of a compound point process
A stochastic process cumulating random increments at random moments is studied. We model it as a two-dimensional random point process and study advantages of such an approach. First, a rather general model allowing for the dependence of both components mutually as well as on covariates is formulated, then the case where the increments depend on time is analyzed with the aid of the multiplicative hazard regression model. Special attention is devoted to the problem of prediction of process behaviour....
Hazard Rates and Subexponential Distributions
Heat kernel asymptotics on the lamplighter group.
Heat kernel measure on central extension of current groups in any dimension.
Hellinger integrals, contiguity and entire separation
Hermite martingales
Hiding a constant drift
The following question is due to Marc Yor: Let B be a brownian motion and St=t+Bt. Can we define an -predictable process H such that the resulting stochastic integral (H⋅S) is a brownian motion (without drift) in its own filtration, i.e. an -brownian motion? In this paper we show that by dropping the requirement of -predictability of H we can give a positive answer to this question. In other words, we are able to show that there is a weak solution to Yor’s question. The original question, i.e.,...
Hierarchical equilibria of branching populations.
High-resolution quantization and entropy coding for fractional Brownian motion.
Hilbert space valued generalized random processes. I.
Hilbert space valued generalized random processes. II.
Hilbert spaces formed by strongly harmonizable stable processes.