The Study of two Evolutionary random Nonlinear Problems
The total continuity of natural filtrations
The value function in ergodic control of diffusion processes with partial observations II
The problem of minimizing the ergodic or time-averaged cost for a controlled diffusion with partial observations can be recast as an equivalent control problem for the associated nonlinear filter. In analogy with the completely observed case, one may seek the value function for this problem as the vanishing discount limit of value functions for the associated discounted cost problems. This passage is justified here for the scalar case under a stability hypothesis, leading in particular to a "martingale"...
The wave equation in random domains : localization of the normal modes in the small frequency region
The Yamada-Watanabe-Engelbert theorem for general stochastic equations and inequalities.
Théorème des résidus asymptotique pour le mouvement brownien sur une surface riemannienne compacte
Théorème du support pour les diffusions réfléchies de type Ventcell
Théorèmes limite fonctionnels pour les processus de vraisemblance (cadre asymptotiquement non gaussien)
Theoretical and numerical aspects of stochastic nonlinear Schrödinger equations
We describe several results obtained recently on stochastic nonlinear Schrödinger equations. We show that under suitable smoothness assumptions on the noise, the nonlinear Schrödinger perturbed by an additive or multiplicative noise is well posed under similar assumptions on the nonlinear term as in the deterministic theory. Then, we restrict our attention to the case of a focusing nonlinearity with critical or supercritical exponent. If the noise is additive, smooth in space and non degenerate,...
Three examples of brownian flows on
We show that the only flow solving the stochastic differential equation (SDE) on
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.