Results 41 to 50 of about 161 (76)
Alternative proof for the localization of Sinai's walk
, 2005 We give an alternative proof of the localization of Sinai's random walk in random environment under weaker hypothesis than the ones used by Sinai. Moreover we give estimates that are stronger than the one of Sinai on the localization neighborhood and on ...
Andreoletti, Pierre
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, 2006 International audienceIn a probabilistic model of a film over a disordered substrate, Monte-Carlo simulations show that the film hangs from peaks of the substrate. The film profile is well approximated by a necklace of Wulff shapes.
de Coninck, Joël +2 more
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Asymptotic properties of power variations of Lévy processes
, 2005 We determine the asymptotic behavior of the realized power variations, or more generally of sums of a given test function evaluated at the successive increments of a Lévy process.
Jacod, Jean
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Exchangeable Fragmentation-Coalescence processes and their equilibrium measures
, 2004 We define and study a family of Markov processes with state spacethe compact set of all partitions of N that we callexchangeable fragmentation-coalescence processes.
Berestycki, Julien
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A note on random walk in random scenery
, 2005 13 pagesWe consider a d-dimensional random walk in random scenery X(n), where the scenery consists of i.i.d. with exponential moments but a tail decay of the form exp(-c t^a) with any}. We show that this probability is of order exp(-(ny)^b) with b=a/(a+1)
Castell, Fabienne, Asselah, Amine
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Convergence of values in optimal stopping and convergence of optimal stopping times
, 2007 International audienceUnder the hypothesis of convergence in probability of a sequence of càdlàg processes $(X^n)_n$ to a càdlàg process $X$, we are interested in the convergence of corresponding values in optimal stopping and also in the convergence of ...
Toldo, Sandrine, Coquet, François
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Limiting laws associated with Brownian motion perturbed by normalized exponential weights, I
, 2006 We determine the rate of decay of the expectation Z(t) of some multiplicative functional related to Brownian motion up to time t. This permits to prove that the Wiener measure, penalized by this multiplicative functional, converges as t goes to infinity ...
Roynette, Bernard +5 more
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Backward Stochatic Differential Equations II
, 2005 29 pages, to appear in "Probability Theory and Related Fields"In a preceding article, we have studied a generalization of the problem of finding a martingale on a manifold whose terminal value is known.
Blache, Fabrice
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Differentiating sigma-fields for Gaussian and shifted Gaussian processes
, 2007 25 pagesWe study the notions of differentiating and non-differentiating sigma-fields in the general framework of (possibly drifted) Gaussian processes, and characterize their invariance properties under equivalent changes of probability measure.
Darses, Sébastien +2 more
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