Cadenas de Markov en poblaciones aleatorias y probabilidades en cadena generalizadas.
Calcul de Malliavin et probabilité invariante d'une chaîne de Markov
Calcul de Malliavin et régularité de la densité d'une probabilité invariante d'une chaîne de Markov
Calcul des variations sur un brownien subordonné
Calcul probabiliste du noyau de Poisson de la sphère
Calcul stochastique pour les mesures signées
Calculating the variance in Markov-processes with random reward.
In this article we present a generalization of Markov Decision Processes with discreet time where the immediate rewards in every period are not deterministic but random, with the two first moments of the distribution given.Formulas are developed to calculate the expected value and the variance of the reward of the process, formulas which generalize and partially correct other results. We make some observations about the distribution of rewards for processes with limited or unlimited horizon and...
Cálculo diferencial estocástico para procesos con parámetro n-dimensional.
In this paper we obtain a representation of semimartingalas in the plane by means of stochastic integrals. Some applications to the study of random Markov gaussian fields are given.
Canonical decompositions of certain generalized Brownian bridges.
Canonical lift and exit law of the fundamental diffusion associated with a kleinian group
Capacitary integrals in Drichlet spaces.
Capacité et théorie du renouvellement. I
Capacity and energy for multiparameter Markov processes
Capacity estimates, boundary crossings and the Ornstein-Uhlenbeck process in Wiener space.
Cauchy's principal value of local times of Lévy processes with no negative jumps via continuous branching processes.
Central limit theorem for a class of linear systems.
Central limit theorem for an additive functional of a Markov process, stable in the Wesserstein metric
We study the question of the law of large numbers and central limit theorem for an additive functional of a Markov processes taking values in a Polish space that has Feller property under the assumption that the process is asymptotically contractive in the Wasserstein metric.
Central limit theorem for hitting times of functionals of Markov jump processes
A sample of i.i.d. continuous time Markov chains being defined, the sum over each component of a real function of the state is considered. For this functional, a central limit theorem for the first hitting time of a prescribed level is proved. The result extends the classical central limit theorem for order statistics. Various reliability models are presented as examples of applications.
Central limit theorem for hitting times of functionals of Markov jump processes
A sample of i.i.d. continuous time Markov chains being defined, the sum over each component of a real function of the state is considered. For this functional, a central limit theorem for the first hitting time of a prescribed level is proved. The result extends the classical central limit theorem for order statistics. Various reliability models are presented as examples of applications.
Central limit theorem for the excited random walk in dimension .