Infinitely divisible random probability distributions with an application to a random motion in a random environment.
Infinitesimal behaviour of a continuous local martingale
Information recovery from randomly mixed-up message text.
Instante de primer vaciado y extensiones de la identidad de Wald.
Este trabajo presenta diversas extensiones de la identidad de Wald, con interpretaciones en términos del comportamiento de un embalse. Se considera la independencia y diversos casos de dependencia (markoviana homogénea, markoviana no homogénea) de las variables aleatorias "entrada neta" al embalse. En tiempo continuo, se incluye una identidad de Wald para el proceso de Poisson compuesto.
Intégrabilité des temps de renouvellement des files d'attente et applications
Integral representation of Gaussian measures.
Integral representation of martingales in the brownian excursion filtration
Integral representations of periodic and cyclic fractional stable motions.
Intégrales stochastiques de processus anticipants et projections duales prévisibles.
We define a stochastic anticipating integral δμ with respect to Brownian motion, associated to a non adapted increasing process (μt), with dual projection t. The integral δμ(u) of an anticipating process (ut) satisfies: for every bounded predictable process ft,E [ (∫ fsdBs ) δμ(u) ] = E [ ∫ fsusdμs ].We characterize this integral when μt = supt ≤s ≤ 1 Bs. The proof relies on a path decomposition of Brownian motion up to time 1.
Intégrales stochastiques généralisées
Intégrales stochastiques non monotones
Intégrales stochastiques par rapport aux martingales locales
Integrals related to stationary processes and cylindrical martingales
Integration by parts and Cameron-Martin formulas for the free path space of a compact riemannian manifold
Integration by parts for jump processes
Integration in a dynamical stochastic geometric framework
Motivated by the well-posedness of birth-and-growth processes, a stochastic geometric differential equation and, hence, a stochastic geometric dynamical system are proposed. In fact, a birth-and-growth process can be rigorously modeled as a suitable combination, involving the Minkowski sum and the Aumann integral, of two very general set-valued processes representing nucleation and growth dynamics, respectively. The simplicity of the proposed geometric approach allows to avoid problems of boundary...
Integration in a dynamical stochastic geometric framework
Motivated by the well-posedness of birth-and-growth processes, a stochastic geometric differential equation and, hence, a stochastic geometric dynamical system are proposed. In fact, a birth-and-growth process can be rigorously modeled as a suitable combination, involving the Minkowski sum and the Aumann integral, of two very general set-valued processes representing nucleation and growth dynamics, respectively. The simplicity of the proposed geometric approach allows to avoid problems of boundary...
Integration of the optimal risk in a stopping problem with absorption
Intégration stochastique et géométrie des espaces de Banach
Integro-local and integral theorems for sums of random variables with semiexponential distributions.