Fonctions harmoniques positives sur certains groupes de Lie résolubles connexes
Frontière de Martin du dual de SU(2)
Green kernel estimates and the full Martin boundary for random walks on lamplighter groups and Diestel–Leader graphs
Harmonic measures versus quasiconformal measures for hyperbolic groups
We establish a dimension formula for the harmonic measure of a finitely supported and symmetric random walk on a hyperbolic group. We also characterize random walks for which this dimension is maximal. Our approach is based on the Green metric, a metric which provides a geometric point of view on random walks and, in particular, which allows us to interpret harmonic measures as quasiconformal measures on the boundary of the group.
Heat kernel of fractional Laplacian in cones
We give sharp estimates for the transition density of the isotropic stable Lévy process killed when leaving a right circular cone.
(Homogeneous) markovian bridges
(Homogeneous) Markov bridges are (time homogeneous) Markov chains which begin at a given point and end at a given point. The price to pay for preserving the homogeneity is to work with processes with a random life-span. Bridges are studied both for themselves and for their use in describing the transformations of Markov chains: restriction on a random interval, time reversal, time change, various conditionings comprising the confinement in some part of the state space. These bridges lead us to look...
How does a reflected one-dimensional diffusion bounce back?
Hypoellipticité et hypoellipticité partielle pour les diffusions avec une condition frontière
Lois conditionnelles des excursions markoviennes
Markov processes on the boundary of the binary tree
Martin boundaries of some branching processes
Martin boundary associated with a system of PDE
In this paper, we study the Martin boundary associated with a harmonic structure given by a coupled partial differential equations system. We give an integral representation for non negative harmonic functions of this structure. In particular, we obtain such results for biharmonic functions (i.e. ) and for non negative solutions of the equation .
Martin boundary for homogeneous riemannian manifolds of negative curvature at the bottom of the spectrum.
In this paper we treat noncoercive operators on simply connected homogeneous manifolds of negative curvature.
Martin boundary for Schrödinger operators with singularity.
Martingales et changement de temps
Minimal thinness for subordinate Brownian motion in half-space
We study minimal thinness in the half-space for a large class of subordinate Brownian motions. We show that the same test for the minimal thinness of a subset of below the graph of a nonnegative Lipschitz function is valid for all processes in the considered class. In the classical case of Brownian motion this test was proved by Burdzy.
More on existence and uniqueness of decomposition of excessive functions and measures into extremes
Note on last exit decomposition
On unique extension of time changed reflecting brownian motions
Let D be an unbounded domain in ℝd with d≥3. We show that if D contains an unbounded uniform domain, then the symmetric reflecting brownian motion (RBM) on ̅D is transient. Next assume that RBM X on ̅D is transient and let Y be its time change by Revuz measure 1D(x)m(x) dx for a strictly positive continuous integrable function m on ̅D. We further show that if there is some r>0 so that D∖̅B̅(̅0̅,̅ ̅r̅) is an unbounded uniform domain, then Y admits one and only one symmetric diffusion that...
On uniqueness of a solution of with given trace.