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作者：Baudoin, F; Thieullen, M
作者单位：Technische Universitat Wien; Universite Paris Cite; Sorbonne Universite
摘要：For a given functional Y on the path space, we define the pinning class of the Wiener measure as the class of probabilities which admit the same conditioning given Y as the Wiener measure. Using stochastic analysis and the theory of initial enlargement of filtration, we study the transformations (not necessarily adapted) which preserve this class. We prove, in this non Markov setting, a stochastic Newton equation and a stochastic Noether theorem. We conclude the paper with some non canonical r...
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作者：Dawson, DA; Li, ZH
作者单位：Carleton University; Beijing Normal University
摘要：A superprocess with dependent spatial motion and interactive immigration is constructed as the pathwise unique solution of a stochastic integral equation carried by a stochastic flow and driven by Poisson processes of one-dimensional excursions.
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作者：Owhadi, H
作者单位：Aix-Marseille Universite; Centre National de la Recherche Scientifique (CNRS)
摘要：This paper is concerned with the approximation of the effective conductivity sigma (A, mu) associated to an elliptic operator del(x)A (x, eta)del(x) where for x is an element of R-d, d greater than or equal to 1, A (x, eta) is a bounded elliptic random symmetric d x d matrix and eta takes value in an ergodic probability space (X, mu). Writing A(N) (x, eta) the periodization of A(x, eta) the torus T-N(d) of dimension d and side N we prove that for mu-almost all eta lim sigma(A(N), eta) = sigma(...
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作者：Kou, SC
作者单位：Harvard University
摘要：This paper concerns the cubic smoothing spline approach to nonparametric regression. After first deriving sharp asymptotic formulas for the eigenvalues of the smoothing matrix, the paper uses these formulas to investigate the efficiency of different selection criteria for choosing the smoothing parameter. Special attention is paid to the generalized maximum likelihood (GML), C-P and extended exponential (EE) criteria and their marginal Bayesian interpretation. It is shown that (a) when the Bay...
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作者：Miermont, G
作者单位：Universite PSL; Ecole Normale Superieure (ENS); Sorbonne Universite
摘要：The basic object we consider is a certain model of continuum random tree, called the stable tree. We construct a fragmentation process (F-(t),t greater than or equal to 0) out of this tree by removing the vertices located under height t. Thanks to a self-similarity property of the stable tree, we show that the fragmentation process is also self-similar. The semigroup and other features of the fragmentation are given explicitly. Asymptotic results are given, as well as a couple of related resul...
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作者：Asselah, A; Castell, F
作者单位：Aix-Marseille Universite; Centre National de la Recherche Scientifique (CNRS)
摘要：We prove large deviations principles in large time, for the Brownian occupation time in random scenery 1/t integral(0)(t) xi(B-s) ds. The random field is constant on the elements of a partition of R-d into unit cubes. These random constants, say {xi(j), j is an element of Z(d)} consist of i.i.d. bounded variables, independent of the Brownian motion {B-s, s greater than or equal to 0}. This model is a time-continuous version of Kesten and Spitzer's random walk in random scenery. We prove large ...
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作者：Donati-Martin, C
作者单位：Universite de Toulouse; Universite Toulouse III - Paul Sabatier
摘要：We develop a stochastic integration with respect to a q-Brownian motion (for -1 < q < 1), i.e. a non commutative process X, = a, + a(t)* where the operator at and its adjoint fulfill the q commutation relation a(s)a(t)* - qa(t)*a(s) = (S boolean AND t) 1; under the vacuum state expectation. We show that this process enjoys a predictable representation type property.
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作者：Fagnola, F; Rebolledo, R
作者单位：University of Genoa; Pontificia Universidad Catolica de Chile
摘要：This article introduces a concept of transience and recurrence for a Quantum Markov Semigroup and explores its main properties via the associated potential. We show that an irreducible semigroup is either recurrent or transient and characterize transient semigroups by means of the existence of non trivial superharmonic operators.
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作者：Götze, F; Tikhomirov, A
作者单位：University of Bielefeld; Syktyvkar State University
摘要：A stochastic bound of order Op(n(-1/2)) for the Kolmogorov distance between the spectral distribution function of an n x n matrix from Wigner ensemble and the distribution function of the semi-circular law is obtained. The result holds assuming that the twelfth moment of the entries of the matrix is uniformly bounded.
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作者：Tindel, S; Tudor, CA; Viens, E
作者单位：Universite Paris 13; Sorbonne Universite; Purdue University System; Purdue University; Purdue University System; Purdue University
摘要：In this paper linear stochastic evolution equations driven by infinite-dimensional fractional Brownian motion are studied. A necessary and sufficient condition for the existence and uniqueness of the solution is established and the spatial regularity of the solution is analyzed; separate proofs are required for the cases of Hurst parameter above and below 1/2. The particular case of the Laplacian on the circle is discussed in detail.
