Eigenvalue expansions for Brownian motion with an application to occupation times.
Ensembles aléatoires markoviens homogènes. Mise au point et compléments
Estimates of random walk exit probabilities and application to loop-erased random walk.
Estimates of the potential kernel and Harnack's inequality for the anisotropic fractional Laplacian
We characterize those homogeneous translation invariant symmetric non-local operators with positive maximum principle whose harmonic functions satisfy Harnack's inequality. We also estimate the corresponding semigroup and the potential kernel.
Étude probabiliste des transformées de Riesz et de l’espace sur les sphères
Eventual intersection for sequences of Lévy processes.
Examples of convergence and non-convergence of Markov chains conditioned not to die.
Exit time, Green function and semilinear elliptic equations.