Homogénéisation pour des processus associés à des frontières perméables
Homogeneous diffusions on the Sierpinski gasket
(Homogeneous) markovian bridges
(Homogeneous) Markov bridges are (time homogeneous) Markov chains which begin at a given point and end at a given point. The price to pay for preserving the homogeneity is to work with processes with a random life-span. Bridges are studied both for themselves and for their use in describing the transformations of Markov chains: restriction on a random interval, time reversal, time change, various conditionings comprising the confinement in some part of the state space. These bridges lead us to look...
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
Identification of optimal policies in Markov decision processes
In this note we focus attention on identifying optimal policies and on elimination suboptimal policies minimizing optimality criteria in discrete-time Markov decision processes with finite state space and compact action set. We present unified approach to value iteration algorithms that enables to generate lower and upper bounds on optimal values, as well as on the current policy. Using the modified value iterations it is possible to eliminate suboptimal actions and to identify an optimal policy...
Identification of the rate function for large deviations of an irreducible Markov chain.