Géométrie différentielle du 2ème ordre, semi-martingales et équations différentielles stochastiques sur une variété différentielle
Géométrie différentielle stochastique, II
Géométrie stochastique sans larmes, I
Geometry of stochastic delay differential equations.
Girsanov type formula for a Lie group valued brownian motion
Global asymptotic stability of solutions of cubic stochastic difference equations.
Global existence and controllability to a stochastic integro-differential equation.
Global geometry under isotropic Brownian flows.
Global Poissonian behavior of the eigenvalues and localization centers of random operators in the localized phase
In the present note, we review some recent results on the spectral statistics of random operators in the localized phase obtained in [12]. For a general class of random operators, we show that the family of the unfolded eigenvalues in the localization region considered jointly with the associated localization centers is asymptotically ergodic. This can be considered as a generalization of [10]. The benefit of the present approach is that one can vary the scaling of the unfolded eigenvalues covariantly...
Grandes déviations spatiales pour un système gradient stochastique infini-dimensionnel
Grossissement d'une filtration et retournement du temps d'une diffusion