Chaos de Wiener et intégrale de Feynman
Chaos expansions and local times.
In this note we prove that the Local Time at zero for a multiparametric Wiener process belongs to the Sobolev space Dk - 1/2 - ε,2 for any ε > 0. We do this computing its Wiener chaos expansion. We see also that this expansion converges almost surely. Finally, using the same technique we prove similar results for a renormalized Local Time for the autointersections of a planar Brownian motion.
Characterization of Excessive Functions on Finely Open. Nearly Borel Sets.
Characterization of maximal Markovian couplings for diffusion processes.
Characterization of the marginal distributions of Markov processes used in dynamic reliability.
Characterizations of embeddable stochastic matrices with a negative eigenvalue.
Charakterisierung stetiger Faltungshalbgruppen durch das Lévy-Maß.
Chernoff and Berry–Esséen inequalities for Markov processes
In this paper, we develop bounds on the distribution function of the empirical mean for general ergodic Markov processes having a spectral gap. Our approach is based on the perturbation theory for linear operators, following the technique introduced by Gillman.
Chernoff and Berry–Esséen inequalities for Markov processes
In this paper, we develop bounds on the distribution function of the empirical mean for general ergodic Markov processes having a spectral gap. Our approach is based on the perturbation theory for linear operators, following the technique introduced by Gillman.
Chirurgie sur un processus de Markov, d'après Knight et Pittenger
Chuaqui's Definition Of Probability In Some Stochastic Processes.
Chung's law of the iterated logarithm for iterated brownian motion
Clark–Ocone formulas and Poincaré inequalities on the discrete cube
Classical solutions of linear regulator for degenerate diffusions.
Classification des automorphismes ergodiques et finitaires
Classification des semi-groupes de diffusion sur associés à une famille de polynômes orthogonaux
Clustering behavior of a continuous-sites stepping-stone model with Brownian migration.
Coalescence of skew brownian motions
Coalescent processes in subdivided populations subject to recurrent mass extinctions.
Coalescents with simultaneous multiple collisions.