Iterated function systems with continuous place dependent probabilities.
Iterates and the boundary behavior of the Berezin transform
Let be a measure on a domain in such that the Bergman space of holomorphic functions in possesses a reproducing kernel and . The Berezin transform associated to is the integral...
Iteration of random-valued functions on the unit interval
Itô formula and local time for the fractional Brownian sheet.
Jacobi elliptic functions and change of variable in a convolution.
Joint continuity and a Doob-Meyer type decomposition for renormalized intersection local times
Joint continuity of renormalized intersection local times
Jump processes and diffusions in relativistic stochastic mechanics
Jump processes, ℒ-harmonic functions, continuity estimates and the Feller property
Given a family of Lévy measures ν={ν(x, ⋅)}x∈ℝd, the present work deals with the regularity of harmonic functions and the Feller property of corresponding jump processes. The main aim is to establish continuity estimates for harmonic functions under weak assumptions on the family ν. Different from previous contributions the method covers cases where lower bounds on the probability of hitting small sets degenerate.
Jump telegraph processes and financial markets with memory.
Jumping Markov Processes
Kac functional and Schrödinger equation
Kac’s chaos and Kac’s program
In this note I present the main results about the quantitative and qualitative propagation of chaos for the Boltzmann-Kac system obtained in collaboration with C. Mouhot in [33] which gives a possible answer to some questions formulated by Kac in [25]. We also present some related recent results about Kac’s chaos and Kac’s program obtained in [34, 23, 13] by K. Carrapatoso, M. Hauray, C. Mouhot, B. Wennberg and myself.
Karamata's Iteration Theorem And Normed Regularly Varying Sequences In A Historical Light
Karhunen-Loève expansions of α-Wiener bridges
We study Karhunen-Loève expansions of the process(X t(α))t∈[0,T) given by the stochastic differential equation , with the initial condition X 0(α) = 0, where α > 0, T ∈ (0, ∞), and (B t)t≥0 is a standard Wiener process. This process is called an α-Wiener bridge or a scaled Brownian bridge, and in the special case of α = 1 the usual Wiener bridge. We present weighted and unweighted Karhunen-Loève expansions of X (α). As applications, we calculate the Laplace transform and the distribution function...
Kategorientheoretische Behandlung der Zustandsraumtransformation von Markoffprozessen.
Kolmogorov equation associated to the stochastic reflection problem on a smooth convex set of a Hilbert space II
This work is concerned with the existence and regularity of solutions to the Neumann problem associated with a Ornstein–Uhlenbeck operator on a bounded and smooth convex set K of a Hilbert space H. This problem is related to the reflection problem associated with a stochastic differential equation in K.
is not a semimartingale
inequalities for functionals of brownian motion
-spectrum of Ornstein-Uhlenbeck operators