A connection between controlled Markov chains and martingales
A connection between Gaussian processes and Markov processes.
A conservative evolution of the Brownian excursion.
A Construction of Representing Measures for Elliptic and Parabolic Differential Equations.
A contractive property in finite state Markov chains
A convergence theorem for Dirichlet forms with applications to boundary value problems with varying domains.
A counterexample for the Markov property of local time for diffusions on graphs
A counterexample for the optimality of Kendall-Cranston coupling.
A coupling technique for stochastic comparison of functions of Markov processes.
A criterion for transience of multidimensional branching random walk in random environment.
A criterion of asymptotic stability for Markov-Feller e-chains on Polish spaces
Stettner [Bull. Polish Acad. Sci. Math. 42 (1994)] considered the asymptotic stability of Markov-Feller chains, provided the sequence of transition probabilities of the chain converges to an invariant probability measure in the weak sense and converges uniformly with respect to the initial state variable on compact sets. We extend those results to the setting of Polish spaces and relax the original assumptions. Finally, we present a class of Markov-Feller chains with a linear state space model which...
A criterium for the strict positivity of the density of the law of a Poisson process.
A critical function for the planar brownian convex hull
A determinant formula from random walks
One usually studies the random walk model of a cat moving from one room to another in an apartment. Imagine now that the cat also has the possibility to go from one apartment to another by crossing some corridors, or even from one building to another. That yields a new probabilistic model for which each corridor connects the entrance rooms of several apartments. This article computes the determinant of the stochastic matrix associated to such random walks. That new model naturally allows to compute...
A deterministic displacement theorem for Poisson processes.
A deviation inequality for non-reversible Markov processes
A different construction of gaussian fields from Markov chains : Dirichlet covariances
A Differentiation Theorem for Additive Processes.
A Differentiation Theorem in Lp.
A diffusion approximation in the ruin problem for a controlled Markov chain