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
Continuous differentiability of renormalized intersection local times in R1
We study γk(x2, …, xk; t), the k-fold renormalized self-intersection local time for brownian motion in R1. Our main result says that γk(x2, …, xk; t) is continuously differentiable in the spatial variables, with probability 1.
Correction : « is not a semimartingale»
Correction : «Temps local pour les martingales à deux indices par rapport à sa variation quadratique»