Singles in a Markov chain.
Singular perturbation of differential integral equations describing biased random walks.
Singularities of the Green Function of a Random Walk on a Discrete Group.
Skew products, regular conditional probabilities and stochastic differential equations : a technical remark
Skew-product representations of multidimensional Dunkl Markov processes
In this paper we obtain skew-product representations of the multidimensional Dunkl processes which generalize the skew-product decomposition in dimension 1 obtained in L. Gallardo and M. Yor. Some remarkable properties of the Dunkl martingales. Séminaire de Probabilités XXXIX, 2006. We also study the radial part of the Dunkl process, i.e. the projection of the Dunkl process on a Weyl chamber.
Skorokhod imbedding via stochastic integrals
Skorokhod stopping in discrete time
Skorokhod stopping times of minimal variance
Skorokhod stopping via potential theory
SLE and triangles.
SLE et invariance conforme
Les processus de Schramm-Loewner (SLE) induisent des courbes aléatoires du plan complexe, qui vérifient une propriété d’invariance conforme. Ce sont des outils fondamentaux pour la compréhension du comportement asymptotique en régime critique de certains modèles discrets intervenant en physique statistique ; ils ont permis notamment d’établir rigoureusement certaines conjectures importantes dans ce domaine.
Small and big probability worlds
Small diffusion and fast dying out asymptotics for superprocesses as non-Hamiltonian quasiclassics for evolution equations.
Small perturbation of diffusions in inhomogeneous media
Small positive values for supercritical branching processes in random environment
Branching Processes in Random Environment (BPREs) are the generalization of Galton–Watson processes where in each generation the reproduction law is picked randomly in an i.i.d. manner. In the supercritical case, the process survives with positive probability and then almost surely grows geometrically. This paper focuses on rare events when the process takes positive but small values for large times. We describe the asymptotic behavior of , as . More precisely, we characterize the exponential...
Small scale limit theorems for the intersection local times of Brownian motion.
Small time expansions for transition probabilities of some Lev́y processes.
Small-time asymptotic estimates in local Dirichlet spaces.
Small-time behavior of beta coalescents
For a finite measure Λ on [0, 1], the Λ-coalescent is a coalescent process such that, whenever there are b clusters, each k-tuple of clusters merges into one at rate ∫01xk−2(1−x)b−kΛ(dx). It has recently been shown that if 1<α<2, the Λ-coalescent in which Λ is the Beta (2−α, α) distribution can be used to describe the genealogy of a continuous-state branching process (CSBP) with an α-stable branching mechanism. Here we use facts about CSBPs to establish new results about the small-time...
Smoluchowski's coagulation equation : probabilistic interpretation of solutions for constant, additive and multiplicative kernels