Canonical lift and exit law of the fundamental diffusion associated with a kleinian group
Nathanaël Enriquez, Jacques Franchi, Yves Le Jan (2001)
Séminaire de probabilités de Strasbourg
Csáki, Endre, Khoshnevisan, Davar, Shi, Zhan (1999)
Electronic Communications in Probability [electronic only]
Kuwada, Kazumasa (2009)
Electronic Journal of Probability [electronic only]
Baten, Md.Azizul (2006)
Journal of Applied Mathematics and Stochastic Analysis
Olivier Mazet (1997)
Séminaire de probabilités de Strasbourg
Philippe Biane (1985)
Séminaire de probabilités de Strasbourg
Piera, Francisco J., Mazumdar, Ravi R. (2008)
Electronic Journal of Probability [electronic only]
Matsuyo Tomisaki (1990)
Forum mathematicum
Madalina Deaconu, Sophie Wantz (1997)
Séminaire de probabilités de Strasbourg
J. L. Pedersen, G. Peškir (1998)
Annales de l'I.H.P. Probabilités et statistiques
Ivo Vrkoč (1972)
Czechoslovak Mathematical Journal
Ivo Vrkoč (1978)
Czechoslovak Mathematical Journal
Jun Masamune, Toshihiro Uemura (2011)
Annales de l'I.H.P. Probabilités et statistiques
Motivated by the recent development in the theory of jump processes, we investigate its conservation property. We will show that a jump process is conservative under certain conditions for the volume-growth of the underlying space and the jump rate of the process. We will also present examples of jump processes which satisfy these conditions.
Paul-André Meyer, Wei-An Zheng (1985)
Séminaire de probabilités de Strasbourg
Laurent Schwartz (1985)
Séminaire de probabilités de Strasbourg
Shinzo Watanabe (1979)
Banach Center Publications
Sophie Pénisson (2011)
ESAIM: Probability and Statistics
Multitype branching processes and Feller diffusion processes are conditioned on very late extinction. The conditioned laws are expressed as Doob h-transforms of the unconditioned laws, and an interpretation of the conditioned paths for the branching process is given, via the immortal particle. We study different limits for the conditioned process (increasing delay of extinction, long-time behavior, scaling limit) and provide an exhaustive list of exchangeability results.
Sophie Pénisson (2012)
ESAIM: Probability and Statistics
Multitype branching processes and Feller diffusion processes are conditioned on very late extinction. The conditioned laws are expressed as Doob h-transforms of the unconditioned laws, and an interpretation of the conditioned paths for the branching process is given, via the immortal particle. We study different limits for the conditioned process (increasing delay of extinction, long-time behavior, scaling limit) and provide an exhaustive list of exchangeability results.
Jean-Michel Bismut (1978)
Bulletin de la Société Mathématique de France
Borkar, Vivek S. (2005)
Probability Surveys [electronic only]