On the sample paths of diagonal brownian motions on the infinite dimensional torus
On the self-intersection local time of Brownian motion via chaos expansion.
On the separately excessive functions. (Sur les fonctions séparément excessives.)
On the set of optimal controls for Markov chains with rewards
On the Skew Product of Symmetric Diffusion Processes.
On the sojourn times of killed brownian motion
On the space of Markov chain's finite projections.
On the space of vector-valued functions integrable with respect to the white noise
On the spectral analysis of second-order Markov chains
Second order Markov chains which are trajectorially reversible are considered. Contrary to the reversibility notion for usual Markov chains, no symmetry property can be deduced for the corresponding transition operators. Nevertheless and even if they are not diagonalizable in general, we study some features of their spectral decompositions and in particular the behavior of the spectral gap under appropriate perturbations is investigated. Our quantitative and qualitative results confirm that the...
On the speed of coming down from infinity for -coalescent processes.
On the Spitzer and Chung laws of the iterated logarithm for brownian motion
On the stability of nonlinear Feynman-Kac semigroups
On the Structure of Spatial Branching Processes
The paper is a contribution to the theory of branching processes with discrete time and a general phase space in the sense of [2]. We characterize the class of regular, i.e. in a sense sufficiently random, branching processes (Φk) k∈Z by almost sure properties of their realizations without making any assumptions about stationarity or existence of moments. This enables us to classify the clans of (Φk) into the regular part and the completely non-regular part. It turns out that the completely non-regular branching...
On the structure of subordinate semigroups.
On the sum of two Brownian paths
On the Survival Probability of a Branching Process in a Random Environment
On the survival probability of a branching process in a random environment
On the tails of the supremum and the quadratic variation of strictly local martingales
On the time of the maximum of Brownian motion with drift.
On the uniform ergodic theorem in Banach spaces that do not contain duals
Let T be a power-bounded linear operator in a real Banach space X. We study the equality (*) . For X separable, we show that if T satisfies and is not uniformly ergodic, then contains an isomorphic copy of an infinite-dimensional dual Banach space. Consequently, if X is separable and does not contain isomorphic copies of infinite-dimensional dual Banach spaces, then (*) is equivalent to uniform ergodicity. As an application, sufficient conditions for uniform ergodicity of irreducible Markov chains...