Titlebook: Séminaire de Probabilités XLV; Catherine Donati-Martin,Antoine Lejay,Alain Rouaul Book 2013 Springer International Publishing Switzerland

抵押貸款

Approximation and Stability of Solutions of SDEs Driven by a Symmetric , Stable Process with Non-Lipunder Komatsu condition for coefficients. The approximation implies naturally the existence of strong solutions. Secondly, we study the stability of solutions under Komatsu condition, and also discuss it under Belfadli–Ouknine condition.

出生

雪白

Langevin Process Reflected on a Partially Elastic Boundary IIwhich restores a portion . of the incoming speed at each bounce. For . strictly smaller than the critical value ., the bounces of the reflected process accumulate in a finite time, yielding a very different behavior from the most studied cases of perfectly elastic reflection—c = 1—and totally inelas

PHIL

Windings of Planar Stable Processesable processes due to Bertoin and Werner, for which we provide a new easy proof, we obtain some limit Theorems for the exit time from a cone of stable processes of index . ∈ (0, 2). We also study the case . → 0 and we prove some Laws of the Iterated Logarithm (LIL) for the (well-defined) winding pro

討厭

不愛防注射

民間傳說(shuō)

Functional Co-monotony of Processes with Applications to Peacocks and Barrier Optionsts, Brownian bridge, Brownian diffusions, Liouville processes, fractional Brownian motion. As a first application, we recover and extend some recent results about peacock processes obtained by Hirsch et al. in (., Bocconi & Springer, 2011, 430p) [see also (Peacocks sous l’hypothèse de monotonie cond

Charlatan

Fluctuations of the Traces of Complex-Valued Random Matrices(Ann. Probab. 38(5):2023–2065, 2010) showed that for large renormalized random matrices, the spectral measure converges to a circular law. Rider and Silverstein (Ann. Probab. 34(6):2118–2143, 2006) studied the fluctuations around this circular law in the case where the imaginary part and the real pa

Preserve

誤傳

Langevin Process Reflected on a Partially Elastic Boundary IIproach consists in defining the process conditioned on never being absorbed, via an .-transform, and then giving the Itō excursion measure of the recurrent extension thanks to a formula fairly similar to Imhof’s relation.