A martingale approach to some Wiener-Hopf problems, I
A martingale approach to some Wiener-Hopf problems, II
A Poisson formula for harmonic projections
A Probabilistic Proof and Applications of Wiener's Test for the Heat Operator.
A -analogue of de Finetti's theorem.
Analyse harmonique des groupes d'automorphismes d'arbres de Bruhat-Tits
Asymptotic expansions for the distribution of the crossing number of a strip by sample paths of a random walk.
Barycentres de matrices idempotentes stochastiques
Boundary conditions for one-dimensional biharmonic pseudo process.
Comportement asymptotique des fonctions harmoniques sur les arbres
Conditional excursion theory
Construction of diffusion processes with Wentzell's boundary conditions by means of Poisson point processes of Brownian excursions
Differentiability of stochastic flow of reflected Brownian motions.
Einstein relation for biased random walk on Galton–Watson trees
We prove the Einstein relation, relating the velocity under a small perturbation to the diffusivity in equilibrium, for certain biased random walks on Galton–Watson trees. This provides the first example where the Einstein relation is proved for motion in random media with arbitrarily slow traps.
Erratum to : “Green kernel estimates and the full Martin boundary for random walks on lamplighter groups and Diestel–Leader graphs”
Examples of convergence and non-convergence of Markov chains conditioned not to die.
Excursions of the integral of the brownian motion
The integrated brownian motion is sometimes known as the Langevin process. Lachal studied several excursion laws induced by the latter. Here we follow a different point of view developed by Pitman for general stationary processes. We first construct a stationary Langevin process and then determine explicitly its stationary excursion measure. This is then used to provide new descriptions of Itô’s excursion measure of the Langevin process reflected at a completely inelastic boundary, which has been...
Existence of positive harmonic functions on groups and on covering manifolds
Fixed sets and free subgroups of groups acting on metric spaces.
Fonctionnelles causales markoviennes d'un processus à accroissements indépendants. Application à la modélisation de systèmes déterministes non linéaires et non stationnaires