The statistical equilibrium of an isotropic stochastic flow with negative Lyapounov exponents is trivial
Théorème du support pour les diffusions réfléchies de type Ventcell
Three examples of brownian flows on
We show that the only flow solving the stochastic differential equation (SDE) on
Three-dimensional reflected driftless random walks in troughs : new asymptotic behavior
Tightness results for laws of diffusion processes application to stochastic mechanics
Time dependent subordination and Markov processes with jumps
Time reversal for drifted fractional Brownian motion with Hurst index .
Time-homogeneous diffusions with a given marginal at a random time
We solve explicitly the following problem: for a given probability measure μ, we specify a generalised martingale diffusion (Xt) which, stopped at an independent exponential time T, is distributed according to μ. The process (Xt) is specified via its speed measure m. We present two heuristic arguments and three proofs. First we show how the result can be derived from the solution of [Bertoin and Le Jan, Ann. Probab. 20 (1992) 538–548.] to the Skorokhod embedding problem. Secondly, we give a proof...
Time-homogeneous diffusions with a given marginal at a random time
We solve explicitly the following problem: for a given probability measure μ, we specify a generalised martingale diffusion (Xt) which, stopped at an independent exponential time T, is distributed according to μ. The process (Xt) is specified via its speed measure m. We present two heuristic arguments and three proofs. First we show how the result can be derived from the solution of [Bertoin and Le Jan, Ann. Probab.20 (1992) 538–548.] to the Skorokhod embedding problem. Secondly, we give...
Time-space analysis of the cluster-formation in interacting diffusions.
Transformation de Riesz pour les semi-groupes symétriques. Première partie : étude de la dimension 1
Transformation de Riesz pour les semi-groupes symétriques. Seconde partie : étude sous la condition
Transience, recurrence and speed of diffusions with a non-markovian two-phase “use it or lose it” drift
We investigate the transience/recurrence of a non-Markovian, one-dimensional diffusion process which consists of a Brownian motion with a non-anticipating drift that has two phases – a transient to mode which is activated when the diffusion is sufficiently near its running maximum, and a recurrent mode which is activated otherwise. We also consider the speed of a diffusion with a two-phase drift, where the drift is equal to a certain non-negative constant when the diffusion is sufficiently near...
Transition density asymptotics for some diffusion processes with multi-fractal structures.
Transition probability density function of a certain diffusion process concentrated on a half line
Two-parameter semigroups, evolutions and their applications to Markov and diffusion fields on the plane.