Problèmes de Dirichlet-Neumann étalés et fonctionnelles multiplicatives associées
Problèmes de temps d'arrêt optimal pour les systèmes distribués stochastiques
Problèmes d'unicité dans les représentations d'opérateurs sur l'espace de Fock
Processus associés à l'équation des milieux poreux
Progrès récents en calcul stochastique quantique
Prolongement de processus holomorphes. Cas «carré intégrable»
Prolongement des semi-martingales
Proof(s) of the Lamperti representation of continuous-state branching processes.
Propagation of chaos and fluctuations for a moderate model with smooth initial data
Propagation of chaos for Burgers' equation
Propagation of chaos for the 2D viscous vortex model
We consider a stochastic system of particles, usually called vortices in that setting, approximating the 2D Navier-Stokes equation written in vorticity. Assuming that the initial distribution of the position and circulation of the vortices has finite (partial) entropy and a finite moment of positive order, we show that the empirical measure of the particle system converges in law to the unique (under suitable a priori estimates) solution of the 2D Navier-Stokes equation. We actually prove a slightly...
Propagation of elastic waves in DNA.
Propagation of Growth Uncertainty in a Physiologically Structured Population
In this review paper we consider physiologically structured population models that have been widely studied and employed in the literature to model the dynamics of a wide variety of populations. However in a number of cases these have been found inadequate to describe some phenomena arising in certain real-world applications such as dispersion in the structure variables due to growth uncertainty/variability. Prompted by this, we described two recent...
Properties of generalized set-valued stochastic integrals
The paper is devoted to properties of generalized set-valued stochastic integrals defined in [10]. These integrals generalize set-valued stochastic integrals defined by E.J. Jung and J.H. Kim in the paper [4]. Up to now we were not able to construct any example of set-valued stochastic processes, different on a singleton, having integrably bounded set-valued integrals defined in [4]. It was shown by M. Michta (see [11]) that in the general case set-valued stochastic integrals defined by E.J. Jung...
Properties of set-valued stochastic integrals
We introduce set-valued stochastic integrals driven by a square-integrable martingale and by a semimartingale. We investigate properties of both integrals.
Propiedades de regularidad de ecuaciones integrales estocásticas de tipo Cabaña, sobre espacios de Hilbert separables.
En este trabajo consideramos ecuaciones integrales estocásticas tipo Ito, que son construidas con integral estocástica de Cabaña, sobre espacios de Hilbert separables y respecto de operadores de Wiener. Se estudian las propiedades de regularidad del proceso solución, analizando su comportamiento respecto de la variación de los coeficientes de la ecuación y de las condiciones iniciales.
Propriété des lois pour les solutions d'une famille d'équations stochastiques
Propriétés d'absolue continuité dans les espaces de Dirichlet et applications aux équations différentielles stochastiques
Prospective Kolmogorov equation of non-Markovian stochastic processes