Application de deux théorèmes de G. Mokobodzki à l'étude du noyau de Lévy d'un processus de Hunt sans hypothèse (L)
Applications de la théorie spectrale des cordes vibrantes aux fonctionnelles additives principales d'un brownien réfléchi
Applications du temps local aux équations différentielles stochastiques unidimensionnelles
Approximation des trajectoires et temps local des diffusions
Brownian dynamics of globules.
Brownian excursion conditioned on its local time.
Brownian excursions from extremes
Brownian local times.
Brownian local times and branching processes
Brownian Motion, Reflection Groups and Tanaka Formula
Brownian penalisations related to excursion lengths, VII
Limiting laws, as t→∞, for brownian motion penalised by the longest length of excursions up to t, or up to the last zero before t, or again, up to the first zero after t, are shown to exist, and are characterized.
Changement de temps d'un processus markovien additif
Chaos expansions and local times.
In this note we prove that the Local Time at zero for a multiparametric Wiener process belongs to the Sobolev space Dk - 1/2 - ε,2 for any ε > 0. We do this computing its Wiener chaos expansion. We see also that this expansion converges almost surely. Finally, using the same technique we prove similar results for a renormalized Local Time for the autointersections of a planar Brownian motion.
Collision local times, historical stochastic calculus, and competing superprocesses.
Competing species superprocesses with infinite variance.
Compléments aux formules de Tanaka-Rosen
Comportement asymptotique de certaines fonctionnelles additives de plusieurs mouvements browniens
Comportement asymptotique du temps d'occupation du processus des sommes partielles
Computation of moments for the length of the one dimensional ISE support.
Continuity of local times for Markov processes