Calcul des variations sur un brownien subordonné
Canonical lift and exit law of the fundamental diffusion associated with a kleinian group
Capacity estimates, boundary crossings and the Ornstein-Uhlenbeck process in Wiener space.
Characterization of maximal Markovian couplings for diffusion processes.
Classical solutions of linear regulator for degenerate diffusions.
Classification des semi-groupes de diffusion sur associés à une famille de polynômes orthogonaux
Comparaison entre temps d'atteinte et temps de séjour de certaines diffusions réelles
Comparison results for reflected jump-diffusions in the orthant with variable reflection directions and stability applications.
Comparison Theorems on Dirichlet Norms and their Applications.
Comportement des temps d'atteinte d'une diffusion fortement rentrante
Computing the expectation of the Azéma-Yor stopping times
Conditions for maximal local diffusions in multi-dimensional case
Conditions for strong maximality of local diffusions in multi-dimensional case
Conservation property of symmetric jump processes
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.
Construction de processus de Nelson réversibles
Construction directe d'une diffusion sur une variété
Construction of diffusion processes with Wentzell's boundary conditions by means of Poisson point processes of Brownian excursions
Continuous-time multitype branching processes conditioned on very late extinction
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.
Continuous-time multitype branching processes conditioned on very late extinction***
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.
Control of jump processes and applications