Propagation of chaos for Burgers' equation
Propagation of Growth Uncertainty in a Physiologically Structured Population
In this review paper we consider physiologically structured population models that have been widely studied and employed in the literature to model the dynamics of a wide variety of populations. However in a number of cases these have been found inadequate to describe some phenomena arising in certain real-world applications such as dispersion in the structure variables due to growth uncertainty/variability. Prompted by this, we described two recent...
Propriétés d'absolue continuité dans les espaces de Dirichlet et applications aux équations différentielles stochastiques
Quasi-compacité de contractions positives d’un espace (suivant Brunel et Revuz)
Quasiderivatives and interior smoothness of harmonic functions associated with degenerate diffusion processes.
Quasi-everywhere upper functions
Quasi-Likelihood Estimation for Ornstein-Uhlenbeck Diffusion Observed at Random Time Points
2000 Mathematics Subject Classification: 60J60, 62M99.In this paper, we study the quasi-likelihood estimator of the drift parameter θ in the Ornstein-Uhlenbeck diffusion process, when the process is observed at random time points, which are assumed to be unobservable. These time points are arrival times of a Poisson process with known rate. The asymptotic properties of the quasi-likelihood estimator (QLE) of θ, as well as those of its approximations are also elucidated. An extensive simulation study...
Quelques problèmes associés au processus de Donsker-Varadhan
Random and deterministic perturbations of nonlinear oscillators.
Random walk on a building of type Ãr and brownian motion of the Weyl chamber
In this paper we study a random walk on an affine building of type Ãr, whose radial part, when suitably normalized, converges toward the brownian motion of the Weyl chamber. This gives a new discrete approximation of this process, alternative to the one of Biane (Probab. Theory Related Fields89 (1991) 117–129). This extends also the link at the probabilistic level between riemannian symmetric spaces of the noncompact type and their discrete counterpart, which had been previously discovered by Bougerol...
Rates of convergence to the local time of a diffusion
Recuit simulé sur . Étude de l’évolution de l’énergie libre
Reflected Brownian motion in a wedge: sum-of-exponential stationary densities.
Reflected planar brownian motions, intertwining relations and crossing probabilities
Remark on the conditional gauge theorem
Remarks on ergodicity and invariant occupation measure in branching diffusions with immigration
Remarques sur le processus d'Ornstein-Uhlenbeck en dimension infinie
Remarques sur les petites perturbations de systèmes dynamiques
Renormalization analysis of catalytic Wright-Fisher diffusions.
Représentation du champ de fluctuation de diffusions indépendantes par le drap brownien