Sociodynamics applied to the evolution of urban and regional structures.
Some ideas for comparison of Bellman chains
In this paper we are exploiting some similarities between Markov and Bellman processes and we introduce the main concepts of the paper: comparison of performance measures, and monotonicity of Bellman chains. These concepts are used to establish the main result of this paper dealing with comparison of Bellman chains.
Some limit theorems for local time
Some remarks on diffusion distances.
Some remarks on processes with independent increments
Some results on exponential families of Markov processes
Spitzer's condition for random walks and Lévy processes
Stationary solutions for heat equation perturbed by general additive noise.
Statistiques de diffusions et temps local
Sur la décomposition de la trajectoire d'un processus de Lévy spectralement positif en son infimum
Sur la théorie semi-classique du potentiel pur les processus à accroissements indépendants
Sur l'existence de certains ess.inf et ess.sup de familles de processus mesurables
Sur l'existence de politiques optimales dans le contrôle intégro-différentiel
Sur une généralisation du concept de promenade aléatoire sur la droite réelle
Technical comment. A problem on Markov chains
A problem (arisen from applications to networks) is posed about the principal minors of the matrix of transition probabilities of a Markov chain.
Technical comment. A problem on Markov chains
A problem (arisen from applications to networks) is posed about the principal minors of the matrix of transition probabilities of a Markov chain.
Temps locaux d'intersection et points multiples des processus de Lévy
Temps locaux pour les ensembles régénératifs
Test for submodel in Gibbs-Markov binary random sequence
The approximate Euler method for Lévy driven stochastic differential equations