Inégalités relatives aux processus d’Ornstein-Uhlenbeck à paramètres et capacité gaussienne
Inference on the variance and smoothing of the paths of diffusions
Infinite trees and inverse gaussian random variables
Interacting brownian particles and Gibbs fields on pathspaces
In this paper, we prove that the laws of interacting brownian particles are characterized as Gibbs fields on pathspace associated to an explicit class of hamiltonian functionals. More generally, we show that a large class of Gibbs fields on pathspace corresponds to brownian diffusions. Some applications to time reversal in the stationary and non stationary case are presented.
Interacting Brownian particles and Gibbs fields on pathspaces
In this paper, we prove that the laws of interacting Brownian particles are characterized as Gibbs fields on pathspace associated to an explicit class of Hamiltonian functionals. More generally, we show that a large class of Gibbs fields on pathspace corresponds to Brownian diffusions. Some applications to time reversal in the stationary and non stationary case are presented.
Intertwining of the Wright-Fisher diffusion
It is known that the time until a birth and death process reaches a certain level is distributed as a sum of independent exponential random variables. Diaconis, Miclo and Swart gave a probabilistic proof of this fact by coupling the birth and death process with a pure birth process such that the two processes reach the given level at the same time. Their coupling is of a special type called intertwining of Markov processes. We apply this technique to couple the Wright-Fisher diffusion with reflection...
Intrinsic coupling on Riemannian manifolds and polyhedra.
Introduction au calcul stochastique
Invariance principle in a bilinear model with weak nonlinearity.
Invariant measure for some differential operators and unitarizing measure for the representation of a Lie group. Examples in finite dimension
Consider a Lie group with a unitary representation into a space of holomorphic functions defined on a domain 𝓓 of ℂ and in L²(μ), the measure μ being the unitarizing measure of the representation. On finite-dimensional examples, we show that this unitarizing measure is also the invariant measure for some differential operators on 𝓓. We calculate these operators and we develop the concepts of unitarizing measure and invariant measure for an OU operator (differential operator associated to...