Homogeneous potentials
Homogeneous random measures and strongly supermedian kernels of a Markov process.
Homogenization of a semilinear parabolic PDE with locally periodic coefficients: a probabilistic approach
In this paper, a singular semi-linear parabolic PDE with locally periodic coefficients is homogenized. We substantially weaken previous assumptions on the coefficients. In particular, we prove new ergodic theorems. We show that in such a weak setting on the coefficients, the proper statement of the homogenization property concerns viscosity solutions, though we need a bounded Lipschitz terminal condition.
Homogenization of locally stationary diffusions with possibly degenerate diffusion matrix
This paper deals with homogenization of second order divergence form parabolic operators with locally stationary coefficients. Roughly speaking, locally stationary coefficients have two evolution scales: both an almost constant microscopic one and a smoothly varying macroscopic one. The homogenization procedure aims to give a macroscopic approximation that takes into account the microscopic heterogeneities. This paper follows [Probab. Theory Related Fields (2009)] and improves this latter work by...
Homogenization of random walk in asymmetric random environment.
How a centred random walk on the affine group goes to infinity
How does a reflected one-dimensional diffusion bounce back?
How long does it take a transient Bessel process to reach its future infimum?
How to combine fast heuristic Markov chain Monte Carlo with slow exact sampling.
Hunt processes and analytic potential theory on rigged Hilbert spaces
Hydrodynamic limit fluctuations of super-Brownian motion with a stable catalyst.
Hydrodynamic limit of zero range processes among random conductances on the supercritical percolation cluster.
Hypercontractivity for perturbed diffusion semigroups
Hypoellipticité et hypoellipticité partielle pour les diffusions avec une condition frontière
Hypothesis (B) of Hunt