Tightness results for laws of diffusion processes application to stochastic mechanics
Time averaging for random nonlinear abstract parabolic equations.
Time dependent subordination and Markov processes with jumps
Time reversal for drifted fractional Brownian motion with Hurst index .
Time-dependent backward stochastic evolution equations.
Towards an innovation theory of spatial Brownian motion under boundary conditions.
Transformations de Riesz pour les lois gaussiennes
Transformations et équations anticipantes pour les processus de poisson
Transformations of index set for Skorokhod integral with respect to Gaussian processes.
Transience and non-explosion of certain stochastic Newtonian systems.
Transient effects of stochastic multi-population models.
Transition semigroups for stochastic semilinear equations on Hilbert spaces [Book]
Transportation inequalities for stochastic differential equations of pure jumps
For stochastic differential equations of pure jumps, though the Poincaré inequality does not hold in general, we show that W1H transportation inequalities hold for its invariant probability measure and for its process-level law on right continuous paths space in the L1-metric or in uniform metrics, under the dissipative condition. Several applications to concentration inequalities are given.
Trees and asymptotic expansions for fractional stochastic differential equations
In this article, we consider an n-dimensional stochastic differential equation driven by a fractional brownian motion with Hurst parameter H>1/3. We derive an expansion for E[f(Xt)] in terms of t, where X denotes the solution to the SDE and f:ℝn→ℝ is a regular function. Comparing to F. Baudoin and L. Coutin, Stochastic Process. Appl.117 (2007) 550–574, where the same problem is studied, we provide an improvement in three different directions: we are able to consider equations with drift,...
Triangular stochastic differential equations with boundary conditions
Tribus de Meyer et théorie des processus
Two results on continuity and boundedness of stochastic convolutions