Ergodic properties of locally stationary processes
Ergodicity for a stochastic geodesic equation in the tangent bundle of the 2D sphere
We study ergodic properties of stochastic geometric wave equations on a particular model with the target being the 2D sphere while considering only solutions which are independent of the space variable. This simplification leads to a degenerate stochastic equation in the tangent bundle of the 2D sphere. Studying this equation, we prove existence and non-uniqueness of invariant probability measures for the original problem and obtain also results on attractivity towards an invariant measure. We also...
Ergodicity for the stochastic complex Ginzburg–Landau equations
Ergodicity of hypoelliptic SDEs driven by fractional brownian motion
We demonstrate that stochastic differential equations (SDEs) driven by fractional brownian motion with Hurst parameter H>½ have similar ergodic properties as SDEs driven by standard brownian motion. The focus in this article is on hypoelliptic systems satisfying Hörmander’s condition. We show that such systems enjoy a suitable version of the strong Feller property and we conclude that under a standard controllability condition they admit a unique stationary solution that is physical in the...
Ergodicity of stochastically forced large scale geophysical flows.
Errata : « Les semi-martingales formelles »
Erratum / Correction to : “Minimization of the Kullback information of diffusion processes”
Erratum to the paper "On the Kaczmarz algorithm of approximation in infinite-dimensional spaces" (Studia Math. 148 (2001), 75-86)
Error bounds on the non-normal approximation of Hermite power variations of fractional Brownian motion.
Espaces de Fock pour les processus de Wiener et de Poisson
Espaces de Sobolev gaussiens
Soit une mesure gaussienne sur un espace localement convexe . On donne un nouveau point de vue sur le premier espace de Sobolev construit sur et . La différentielle de est une fonction de deux variables , “quasi-linéaire” dans la seconde variable.La différentielle d’une intégrale stochastique est une intégrale stochastique sur muni de .On montre que la “procapacité gaussienne” naturelle est une vraie capacité si est un espace de Banach ou de Fréchet ou le dual faible d’un espace...
Essential m-dissipativity of Kolmogorov operators corresponding to periodic -Navier Stokes equations
We prove the essential m-dissipativity of the Kolmogorov operator associated with the stochastic Navier-Stokes flow with periodic boundary conditions in a space where is an invariant measure
Estimates for multiple stochastic integrals and stochastic Hamilton-Jacobi equations.
We study stochastic Hamilton-Jacobi-Bellman equations and the corresponding Hamiltonian systems driven by jump-type Lévy processes. The main objective of the present papel is to show existence, uniqueness and a (locally in time) diffeomorphism property of the solution: the solution trajectory of the system is a diffeomorphism as a function of the initial momentum. This result enables us to implement a stochastic version of the classical method of characteristics for the Hamilton-Jacobi equations....
Estimates for the derivative of diffusion semigroups.
Estimation dans de la loi de certains processus à accroissements indépendants
Estimation de grandes déviations pour les processus de diffusion à paramètre multidimensionnel
Estimation in models driven by fractional brownian motion
Let {bH(t), t∈ℝ} be the fractional brownian motion with parameter 0<H<1. When 1/2<H, we consider diffusion equations of the type X(t)=c+∫0tσ(X(u)) dbH(u)+∫0tμ(X(u)) du. In different particular models where σ(x)=σ or σ(x)=σ x and μ(x)=μ or μ(x)=μ x, we propose a central limit theorem for estimators of H and of σ based on regression methods. Then we give tests of the hypothesis on σ for these models. We also consider functional estimation on σ(⋅)...
Estimations de grandes déviations pour des systèmes où apparaissent un bruit Gaussien et un bruit non Gaussien
Estudio del carácter markoviano fuerte y regularidades de la solución de ecuaciones integrales estocásticas Ito generalizadas.
El objetivo de este trabajo es un estudio sobre los caracteres felleriano y markoviano fuerte y las propiedades de regularidad del proceso solución de una ecuación integral estocástica generalizada (tipo Ito), pero generalizada en el sentido de considerar una formulación en términos de procesos operador-valuados. Esta formulación generaliza simultánea e independientemente las integrales de Cabaña y Daletsky.
Étude de certains processus (stochastiquement) différentiables ou holomorphes