Continuous Convolution Semigroups Integrating a Submultiplicative Function.
Correction : « Intégrales stochastiques par rapport aux processus de Wiener ou de Poisson »
Démonstration probabiliste d'une identité de convolution
Discrete-time Markov control processes with discounted unbounded costs: Optimality criteria
Duality theory for self-similar processes
Ensembles régénératifs, d'après Hoffmann-Jørgensen
Estimates of stability of Markov control processes with unbounded costs
For a discrete-time Markov control process with the transition probability , we compare the total discounted costs ...
Estimation dans de la loi de certains processus à accroissements indépendants
Étude de la propriété de Markov étroite en relation avec les processus planaires à accroissements indépendants
Étude du renouvellement sur le groupe affine de la droite réelle
Eventual intersection for sequences of Lévy processes.
Every continuous first order autoregressive stochastic process is a Gaussian process
Exact solution of the Bellman equation for a -discounted reward in a two-armed bandit with switching arms.
Inequalities for Bochner's subordinates of two-parameter symmetric Markov processes
Intégrales stochastiques par rapport aux processus de Wiener ou de Poisson
Interlaced processes on the circle
When two Markov operators commute, it suggests that we can couple two copies of one of the corresponding processes. We explicitly construct a number of couplings of this type for a commuting family of Markov processes on the set of conjugacy classes of the unitary group, using a dynamical rule inspired by the RSK algorithm. Our motivation for doing this is to develop a parallel programme, on the circle, to some recently discovered connections in random matrix theory between reflected and conditioned...
Inverse limits need not exist in the category of compact spaces and Feller kernels: a counterexample
Isomorphic random Bernoulli shifts
We develop a relative isomorphism theory for random Bernoulli shifts by showing that any random Bernoulli shifts are relatively isomorphic if and only if they have the same fibre entropy. This allows the identification of random Bernoulli shifts with standard Bernoulli shifts.
Joint continuity and a Doob-Meyer type decomposition for renormalized intersection local times
Les processus à accroissements indépendants et les équations de structure