作者：FERNIQUE, X
作者单位：Universites de Strasbourg Etablissements Associes; Universite de Strasbourg; Universites de Strasbourg Etablissements Associes; Universite de Strasbourg; Centre National de la Recherche Scientifique (CNRS)
摘要：Let G = {g(k), k is-an-element-of N} be a sequence of independent Gaussian centred reduced random variables; let moreover Y={y(k), k is-an-element-of N} be a-sequence independent of G of independent random variables: For obtaining conditions characterizing the equivalence of the distributions of G and G + Y we use the zero-one laws verified by G, first for the convergence of the series SIGMA sigma(k) g(k) or SIGMA sigma(k) (g(k)2 - a(k)), secundly for the asymptotic behavior of the sequence {g...
作者：PESZAT, S
摘要：The large deviation principle obtained by Freidlin and Wentzell for measures associated with finite-dimensional diffusions is extended to measures given by stochastic evolution equations with non-additive random perturbations. The proof of the main result is adopted from the Priouret paper concerning finite-dimensional diffusions. Exponential tail estimates for infinite-dimensional stochastic convolutions are used as main tools.
作者：CARMONA, P; PETIT, F; YOR, M
摘要：The scaling property of Brownian motion is exploited systematically in order to extend Paul Levy's are sine law to Brownian motion perturbed by its local time at 0. Other important ingredients of the proofs are some Ray-Knight theorems for local times.
