Integral representation of martingales in the brownian excursion filtration
Intégrales de capacités fortement sous-additives
Intégrales stochastiques par rapport aux processus de Wiener ou de Poisson
Integration by parts for jump processes
Interacting brownian particles and Gibbs fields on pathspaces
In this paper, we prove that the laws of interacting brownian particles are characterized as Gibbs fields on pathspace associated to an explicit class of hamiltonian functionals. More generally, we show that a large class of Gibbs fields on pathspace corresponds to brownian diffusions. Some applications to time reversal in the stationary and non stationary case are presented.
Interacting Brownian particles and Gibbs fields on pathspaces
In this paper, we prove that the laws of interacting Brownian particles are characterized as Gibbs fields on pathspace associated to an explicit class of Hamiltonian functionals. More generally, we show that a large class of Gibbs fields on pathspace corresponds to Brownian diffusions. Some applications to time reversal in the stationary and non stationary case are presented.
Interacting random walk in a dynamical random environment. II. Environment from the point of view of the particle
Interacting random walk in a dynamical random environment. I. Decay of correlations
Interior controllability of a broad class of reaction diffusion equations.
Interlaced processes on the circle
When two Markov operators commute, it suggests that we can couple two copies of one of the corresponding processes. We explicitly construct a number of couplings of this type for a commuting family of Markov processes on the set of conjugacy classes of the unitary group, using a dynamical rule inspired by the RSK algorithm. Our motivation for doing this is to develop a parallel programme, on the circle, to some recently discovered connections in random matrix theory between reflected and conditioned...
Intermittency and ageing for the symbiotic branching model
For the symbiotic branching model introduced in [Stochastic Process. Appl.114 (2004) 127–160], it is shown that ageing and intermittency exhibit different behaviour for negative, zero, and positive correlations. Our approach also provides an alternative, elementary proof and refinements of classical results concerning second moments of the parabolic Anderson model with brownian potential. Some refinements to more general (also infinite range) kernels of recent ageing results of [Ann. Inst. H. Poincaré...
Interpolation and forecasting in Brownian functions of two parameters.
Interpolation entre espaces d'Orlicz
Interpolation of Sobolev spaces, Littlewood-Paley inequalities and Riesz transforms on graphs.
Interpolations between bosonic and fermionic relations given by generalized Brownian motions.
Interprétation d'un calcul de H. Tanaka en théorie générale des processus
Intersection Local Times and Tanaka Formulas
Intersection probabilities for a chordal SLE path and a semicircle.
Intertwining of birth-and-death processes
It has been known for a long time that for birth-and-death processes started in zero the first passage time of a given level is distributed as a sum of independent exponentially distributed random variables, the parameters of which are the negatives of the eigenvalues of the stopped process. Recently, Diaconis and Miclo have given a probabilistic proof of this fact by constructing a coupling between a general birth-and-death process and a process whose birth rates are the negatives of the eigenvalues,...
Intertwining of the Wright-Fisher diffusion
It is known that the time until a birth and death process reaches a certain level is distributed as a sum of independent exponential random variables. Diaconis, Miclo and Swart gave a probabilistic proof of this fact by coupling the birth and death process with a pure birth process such that the two processes reach the given level at the same time. Their coupling is of a special type called intertwining of Markov processes. We apply this technique to couple the Wright-Fisher diffusion with reflection...