A probabilistic representation for the solutions to some non-linear PDEs using pruned branching trees
A probablistic origin for a new class of bivariate polynomials.
A probalistic solution of the Neumann problem.
À propos de la modélisation des niveaux de bruit
À propos de l’inverse du mouvement brownien dans
A -analogue of de Finetti's theorem.
A quadratically convergent Bernoulli-like algorithm for solving matrix polynomial equations in Markov chains.
A quenched weak invariance principle
In this paper we study the almost sure conditional central limit theorem in its functional form for a class of random variables satisfying a projective criterion. Applications to strongly mixing processes and nonirreducible Markov chains are given. The proofs are based on the normal approximation of double indexed martingale-like sequences, an approach which has interest in itself.
A Queueing Problem with Batch Arrivals and Correlated Departures.
A recurrence condition for some subordinated strongly local Dirichlet forms.
A regeneration proof of the central limit theorem for uniformly ergodic Markov chains.
A remarkably interesting, simple P.D.E.
In this note, I will summarize and make a couple of small additions to some results which I obtained earlier with David Williams in [1]. Williams and I hope to expand and refine these additions in a future paper based on work that is still in process.
A renormalized local time for multiple intersections of planar brownian motion
A representation for non-colliding random walks.
A representation formula for large deviations rate functionals of invariant measures on the one dimensional torus
We consider a generic diffusion on the 1D torus and give a simple representation formula for the large deviation rate functional of its invariant probability measure, in the limit of vanishing noise. Previously, this rate functional had been characterized by M. I. Freidlin and A. D. Wentzell as solution of a rather complex optimization problem. We discuss this last problem in full generality and show that it leads to our formula. We express the rate functional by means of a geometric transformation...
A representation result for time-space brownian chaos
A resummed branching process representation for a class of nonlinear ODEs.
A reversibility problem for Fleming-Viot processes.
A review of discrete-time risk models.
A Riemann approach to random variation
This essay outlines a generalized Riemann approach to the analysis of random variation and illustrates it by a construction of Brownian motion in a new and simple manner.