Théorie de Littlewood-Paley-Stein et processus stables
Théorie générale des processus et retournement du temps
Time-changes of self-similar Markov processes
Topics in Markov Additive Processes.
Towards effective dynamics in complex systems by Markov kernel approximation
Many complex systems occurring in various application share the property that the underlying Markov process remains in certain regions of the state space for long times, and that transitions between such metastable sets occur only rarely. Often the dynamics within each metastable set is of minor importance, but the transitions between these sets are crucial for the behavior and the understanding of the system. Since simulations of the original process are usually prohibitively expensive, the effective...
Transformation of Markov processes
Transience and recurrence of Markov processes
Transition functions of Markov processes
Trapping a measure-valued Markov branching process conditioned on non-extinction
Two-parameter semigroups, evolutions and their applications to Markov and diffusion fields on the plane.
Un processus de branchement fellerien discernable
Une conjecture sur les ensembles semi-polaires
Une mise au point sur les systèmes de Lévy. Remarques sur l'exposé de A. Benveniste
Une propriété de Markov pour les processus indexés par
Une propriété des ensembles semi-polaires
Unicité de certaines mesures quasi-invariantes sur
Urn-related random walk with drift .
Variational sensitivity analysis of parametric Markovian market models
Parameter sensitivities of prices for derivative contracts play an important role in model calibration as well as in quantification of model risk. In this paper a unified approach to the efficient numerical computation of all sensitivities for Markovian market models is presented. Variational approximations of the integro-differential equations corresponding to the infinitesimal generators of the market model differentiated with respect to the model parameters are employed. Superconvergent approximations...
Viability, invariance and reachability for controlled piecewise deterministic Markov processes associated to gene networks
We aim at characterizing viability, invariance and some reachability properties of controlled piecewise deterministic Markov processes (PDMPs). Using analytical methods from the theory of viscosity solutions, we establish criteria for viability and invariance in terms of the first order normal cone. We also investigate reachability of arbitrary open sets. The method is based on viscosity techniques and duality for some associated linearized problem. The theoretical results are applied to general...
Viability, invariance and reachability for controlled piecewise deterministic Markov processes associated to gene networks
We aim at characterizing viability, invariance and some reachability properties of controlled piecewise deterministic Markov processes (PDMPs). Using analytical methods from the theory of viscosity solutions, we establish criteria for viability and invariance in terms of the first order normal cone. We also investigate reachability of arbitrary open sets. The method is based on viscosity techniques and duality for some associated linearized problem. The theoretical results are applied to general...