-variation de fonctions aléatoires. 2ième partie : processus à accroissements indépendants
Potential theory for a family of several Markov processes
Principe d'extremum relatif aux solutions de l'équation intégro-différentielle du processus stochastique markovien mixte
Probabilistic models for pattern statistics
In this work we study some probabilistic models for the random generation of words over a given alphabet used in the literature in connection with pattern statistics. Our goal is to compare models based on Markovian processes (where the occurrence of a symbol in a given position only depends on a finite number of previous occurrences) and the stochastic models that can generate a word of given length from a regular language under uniform distribution. We present some results that show the differences...
Problèmes de récurrence concernant des mouvements aléatoires de particules sur Z avec destruction
Processus admettant un processus à accroissements indépendants tangent : cas général
Processus de diffusion gouverné par la forme de Dirichlet de l'opérateur de Schrödinger
Processus stochastiques quadratiques markoviens au sens projectif: application a l'identification d'un modèle bilinéaire.
Quantum Independent Increment Processes on Superalgebras.
Quasi-discrete quantum Markov processes
Quelques espaces fonctionnels associés à des processus gaussiens
The first part of the paper presents results on Gaussian measures supported by general Banach sequence spaces and by particular spaces of Besov-Orlicz type. In the second part, a new constructive isomorphism between the just mentioned sequence spaces and corresponding function spaces is established. Consequently, some results on the support function spaces for the Gaussian measure corresponding to the fractional Brownian motion are proved. Next, an application to stochastic equations is given. The...
Random dynamics and its applications.
Random ergodic theorems for sub-Markovian operators
Randwertprobleme bedingter Wahrscheinlichkeiten.
Realisation of a class of Markov processes through unitary evolutions in Fock space
Refracted Lévy processes
Motivated by classical considerations from risk theory, we investigate boundary crossing problems for refracted Lévy processes. The latter is a Lévy process whose dynamics change by subtracting off a fixed linear drift (of suitable size) whenever the aggregate process is above a pre-specified level. More formally, whenever it exists, a refracted Lévy process is described by the unique strong solution to the stochastic differential equation dUt=−δ1{Ut>b} dt+dXt, where X={Xt : t≥0} is a Lévy...
Regenerative sets on real line
Représentation des martingales engendrées par un processus à accroissements indépendants (cas des martingales de carré intégrable)
Semimartingales and measure preserving flows
Small and big probability worlds