Semi-groupes et problèmes aux limites
Sharp bounds for Green functions and jumping functions of subordinate killed Brownian motions in bounded domains.
Skorokhod stopping times of minimal variance
Skorokhod stopping via potential theory
Small-time asymptotic estimates in local Dirichlet spaces.
Some analytic aspects of probabilistic potential theory
Some applications of quasi-boundedness for excessive measures
Some properties of the Feynman-Kac functional.
Some remarks on Malliavin's comparison lemma and related topics
Special, conjugate and complete scale functions for spectrally negative Lev́y processes.
Spectral analysis of subordinate Brownian motions on the half-line
We study one-dimensional Lévy processes with Lévy-Khintchine exponent ψ(ξ²), where ψ is a complete Bernstein function. These processes are subordinate Brownian motions corresponding to subordinators whose Lévy measure has completely monotone density; or, equivalently, symmetric Lévy processes whose Lévy measure has completely monotone density on (0,∞). Examples include symmetric stable processes and relativistic processes. The main result is a formula for the generalized eigenfunctions of transition...
Stochastic characterization of plurisubharmonicity and convexity of functions
It is described how both plurisubharmonicity and convexity of functions can be characterized in terms of simple to work with classes of holomorphic martingales, namely a class of driftless Itô processes satisfying a skew-symmetry property and a family of linear modifications of Brownian motion parametrized by a compact set.
Stochastic harmonic morphisms : functions mapping the paths of one diffusion into the paths of another
We give several necessary and sufficient conditions that a function maps the paths of one diffusion into the paths of another. One of these conditions is that is a harmonic morphism between the associated harmonic spaces. Another condition constitutes an extension of a result of P. Lévy about conformal invariance of Brownian motion. The third condition implies that two diffusions with the same hitting distributions differ only by a chance of time scale. We also obtain a converse of the above...
Stochastic Holomorphy.
Stochastic processes on random domains
Strict fine maxima.
Strict Potentials and Hunt Processes.
Sur la construction des classes de processus de Markov invariantes par changement de temps
Sur la convergence radiale des potentiels associés à l'équation de Helmholtz
Sur la démonstration des formules en théorie discrète du potentiel