Temps d'arrêt algébriquement prévisibles
Temps local du produit et du sup de deux semimartingales
Temps local et balayage des semimartingales
Temps local et superchamp
Temps locaux d'intersection et points multiples des processus de Lévy
Temps locaux et intégration stochastique pour les processus de Dirichlet
The brownian burglar : conditioning brownian motion by its local time process
The calculus of boundary processes
The distribution of local times of a brownian bridge
The Donsker delta function of a Lévy process with application to chaos expansion of local time
The excessive domination principle is equivalent to the weak sector condition
The functional moderate deviations for Harris recurrent Markov chains and applications
The infinite valley for a recurrent random walk in random environment
We consider a one-dimensional recurrent random walk in random environment (RWRE). We show that the – suitably centered – empirical distributions of the RWRE converge weakly to a certain limit law which describes the stationary distribution of a random walk in an infinite valley. The construction of the infinite valley goes back to Golosov, see Comm. Math. Phys.92 (1984) 491–506. As a consequence, we show weak convergence for both the maximal local time and the self-intersection local time of the...
The laws of Chung and Hirsch for Cauchy's principal values related to Brownian local times.
The quasi-sure ratio ergodic theorem
The supremum of brownian local times on Hölder curves
The weak convergence of regenerative processes using some excursion path decompositions
We consider regenerative processes with values in some general Polish space. We define their -big excursions as excursions such that , where is some given functional on the space of excursions which can be thought of as, e.g., the length or the height of . We establish a general condition that guarantees the convergence of a sequence of regenerative processes involving the convergence of -big excursions and of their endpoints, for all in a set whose closure contains . Finally, we provide...
Théorème de limite centrale pour un estimateur non paramétrique de la variance d'un processus de diffusion multidimensionnelle
Théorème de Ray-Knight dans un arbre : une approche algébrique
Théorèmes limites pour les temps locaux d'un processus stable symétrique