On processes which are infinitely divisible with respect to time

Autor: Mansuy, Roger

The aim of this short note is to present the notion of IDT processes, which is a wide generalization of L\'{e}vy processes obtained from a modified infinitely divisible property. Special attention is put on a number of examples, in order to clarify h

Externí odkaz: http://arxiv.org/abs/math/0504408

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In Memoriam Marc Yor - Séminaire de Probabilités XLVII

Autor: Aksamit, Anna, Alili, Larbi, Azéma, Jacques, Azmoodeh, Ehsan, Bakry, Dominique, Baldi, Paolo, Barrieu, Pauline, Bertoin, Jean, Biane, Philippe, Bougerol, Philippe, Bru, Bernard, Caballero, Maria Emilia, Caramellino, Lucia, Chaumont, Loïc, Choulli, Tahir, Comtet, Alain, Demni, Nizar, Devroye, Luc, Donati-Martin, Catherine, Duembgen, Moritz, Emery, Michel, Fitzsimmons, Pat, Funaki, Tadahisa, Graczyk, Piotr, Hirsch, Francis, Hu, Yueyun, Ikeda, Nobuyuki, Jeanblanc, Monique, Gall, Jean-François Le, Le Jan, Yves, Ledoux, Michel, Letac, Gérard, Mansuy, Roger, Matsumoto, Hiroyuki, Méliot, Pierre-Loïc, Miclo, Laurent, Najnudel, Joseph, Nikeghbali, Ashkan, O’Connell, Neil, Obłój, Jan, Peccati, Giovanni, Pitman, Jim, Poly, Guillaume, Rogers, L. C. G., Rosen, Jay, Rossi, Maurizia, Salminen, Paavo, Shi, Zhan, Spoida, Peter, Stroock, Daniel W., Tang, Wenpin, Tourigny, Yves, Touzi, Nizar, Warren, Jon, Williams, David, Yano, Kouji, Yano, Yuko, Yen, Ju-Yi, Yor, Marc, Żak, Tomasz, Zani, Marguerite, Zribi, Olfa, Rouault, Alain

Publikováno v: Catherine Donati-Martin; Antoine Lejay; Alain Rouault. France. 2137, Springer-Verlag, pp.619, 2015, Lecture Notes in Mathematics, 978-3-319-18584-2. ⟨10.1007/978-3-319-18585-9⟩
Lecture Notes in Mathematics ISBN: 9783319185842
In Memoriam Marc Yor-Séminaire de Probabilités XLVII

P. Salminen, J-Y. Yen, M. Yor: Integral representations of certain measures in the one-dimensional diffusions excursion theory.- J. Warren: Sticky Particles and Stochastic Flows.- T. Funaki: Infinitesimal invariance for the coupled KPZ equations.- J.

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::e535f00cd343e782b6873fb1b9b93772
https://hal.inria.fr/hal-01200589

The Gaussian space of BM.

Autor: Mansuy, Roger, Yor, Marc

Publikováno v: Aspects of Brownian Motion; 2008, p1-16, 16p

Squares of Bessel processes and Ray-Knight theorems for Brownian local times.

Autor: Mansuy, Roger, Yor, Marc

Publikováno v: Aspects of Brownian Motion; 2008, p31-55, 25p