A sufficient condition for the Carasso-Kato theorem.
A sufficient condition for the Carasso-Kato theorem (Erratum).
A trivariate law for certain processes related to perturbed brownian motions
A two-scale approach to logarithmic Sobolev inequalities and the hydrodynamic limit
We consider the coarse-graining of a lattice system with continuous spin variable. In the first part, two abstract results are established: sufficient conditions for a logarithmic Sobolev inequality with constants independent of the dimension (Theorem 3) and sufficient conditions for convergence to the hydrodynamic limit (Theorem 8). In the second part, we use the abstract results to treat a specific example, namely the Kawasaki dynamics with Ginzburg–Landau-type potential.
Absolute continuity of Markov processes
Additive functionals and excursions of Kuznetsov processes.
Alpha-stable branching and beta-coalescents.
An application of multivariate total positivity to peacocks
We use multivariate total positivity theory to exhibit new families of peacocks. As the authors of [F. Hirsch, C. Profeta, B. Roynette and M. Yor, Peacocks and associated martingales vol. 3. Bocconi-Springer (2011)], our guiding example is the result of Carr−Ewald−Xiao [P. Carr, C.-O. Ewald and Y. Xiao, Finance Res. Lett. 5 (2008) 162–171]. We shall introduce the notion of strong conditional monotonicity. This concept is strictly more restrictive than the conditional monotonicity as defined in [F....
An ergodic theorem for a class of spin systems
An extended generator and Schrödinger equations.
An extension of Motoo's theorem
An invariance principle for Markov processes and brownian particles with singular interaction
An oriented competition model on .
Annealed upper tails for the energy of a charged polymer
We study the upper tails for the energy of a randomly charged symmetric and transient random walk. We assume that only charges on the same site interact pairwise. We consider annealed estimates, that is when we average over both randomness, in dimension three or more. We obtain a large deviation principle, and an explicit rate function for a large class of charge distributions.
Application de deux théorèmes de G. Mokobodzki à l'étude du noyau de Lévy d'un processus de Hunt sans hypothèse (L)
Application de l'exposé précédent aux processus de Markov
Applications of fluid flow matrix analytic methods in ruin theory -a review.
Applications of the Kantorovich-Rubinstein maximum principle in the theory of Markov semigroups [Book]
Approximation and adaptive control of Markov processes: Average reward criterion
Approximation for the invariant measures of Markov maps in Rd.