Lévy processes that can creep downwards never increase
Limit theorems and variation properties for fractional derivatives of the local time of a stable process
Malliavin calculus for stable processes on homogeneous groups
Let be a symmetric semigroup of stable measures on a homogeneous group, with smooth Lévy measure. Applying Malliavin calculus for jump processes we prove that the measures have smooth densities.
Marches au hasard sur les demi-groupes discrets, III
Markov bases of conditional independence models for permutations
The L-decomposable and the bi-decomposable models are two families of distributions on the set of all permutations of the first positive integers. Both of these models are characterized by collections of conditional independence relations. We first compute a Markov basis for the L-decomposable model, then give partial results about the Markov basis of the bi-decomposable model. Using these Markov bases, we show that not all bi-decomposable distributions can be approximated arbitrarily well by...
Martingales locales à accroissements indépendants
Mesure de Hausdorff de la trajectoire de certains processus à accroissements indépendants et stationnaires
Moments of stochastic processes governed by Poisson random measures
Monotone measures of ergodicity for Markov chains.
Multiplicities of a random sausage
On a mean reward from a common Markov replacement process
On discrete-time multiallelic evolutionary dynamics driven by selection.
On exit laws for subordinated semigroups by means of -subordinators
We study the integral representation of potentials by exit laws in the framework of sub-Markovian semigroups of bounded operators acting on . We mainly investigate subordinated semigroups in the Bochner sense by means of -subordinators. By considering the one-sided stable subordinators, we deduce an integral representation for the original semigroup.
On Markovian cocycle perturbations in classical and quantum probability.
On the Barlow-Yor inequalities for local time
On the distribution of the supremum for stochastic processes
On the divergence of certain integrals of the Wiener process
Let be a nonnegative function with its only singularity at , e.g. , . We study the behavior of the Wiener process in left and right hand neighborhoods of level crossings by finding necessary and sufficient conditions on for the integrals of to be finite or infinite.
On threshold autoregressive processes
Opérateur de Schrödinger à résolvante compacte
-variation de fonctions aléatoires. 1ère partie : séries de Rademacher