Zobrazeno 1 - 10
of 44
pro vyhledávání: '"Moutsinga, Octave"'
Autor:
Obiang, Fulgence Eyi, Mbenangoya, Paule Joyce, MBA, Magloire Yorick Nguema, Moutsinga, Octave
This paper contributes to the study of a new and remarkable family of stochastic processes that we will term class $\Sigma^{r}(H)$. This class is potentially interesting because it unifies the study of two known classes: the class $(\Sigma)$ and the
Externí odkaz:
http://arxiv.org/abs/2210.01524
This paper contributes to the study of relative martingales. Specifically, for a closed random set $H$, they are processes null on $H$ which decompose as $M=m+v$, where $m$ is a c\`adl\`ag uniformly integrable martingale and, $v$ is a continuous proc
Externí odkaz:
http://arxiv.org/abs/2210.00809
This paper contributes to the study of class $(\Sigma^{r})$ as well as the c\`adl\`ag semi-martingales of class $(\Sigma)$, whose finite variational part is c\`adl\`ag instead of continuous. The two above-mentioned classes of stochastic processes are
Externí odkaz:
http://arxiv.org/abs/2108.11984
In fluid dynamics governed by the one dimensional inviscid Burgers equation $\partial_t u+u\partial_x(u)=0$, the stirring is explained by the sticky particles model. A Markov process $([Z^1_t,Z^2_t],\,t\geq0)$ describes the motion of random turbulent
Externí odkaz:
http://arxiv.org/abs/2005.14033
This paper contributes to the study of stochastic processes of the class $(\Sigma)$. First, we extend the notion of the above-mentioned class to c\`adl\`ag semi-martingales, whose finite variational part is considered c\`adl\`ag instead of continuous
Externí odkaz:
http://arxiv.org/abs/2005.04030
In this paper, we contribute to the study of the class $(\Sigma)$. In the first part of the paper, we provide new ways to characterize stochastic processes of the above mentioned class and we derive some new properties. For instance, we prove that a
Externí odkaz:
http://arxiv.org/abs/1803.09985
This paper consists of two independent parts. In the first one, we contribute to the study of the class $(\Sigma)$. For instance, we provide a new way to characterize stochastic processes of this class. We also present some new properties and solve t
Externí odkaz:
http://arxiv.org/abs/1508.05775
In papers by Yor, a remarkable class $(\Sigma)$ of submartingales is introduced, which, up to technicalities, are submartingales $(X_{t})_{t\geq0}$ whose increasing process is carried by the times $t$ such that $X_{t}=0$. These submartingales have se
Externí odkaz:
http://arxiv.org/abs/1407.3728
Autor:
Moutsinga, Octave
A chaque instant $t$, nous construisons la dynamique des particules collantes dont la masse est distribuée initialement suivant une fonction de répartition $F_0$, avec une vitesse $u_0$, à partir de l'enveloppe convexe $H(\cdot,t)$ de la fonction
Externí odkaz:
http://tel.archives-ouvertes.fr/tel-00008721
http://tel.archives-ouvertes.fr/docs/00/04/78/37/PDF/tel-00008721.pdf
http://tel.archives-ouvertes.fr/docs/00/04/78/37/PDF/tel-00008721.pdf
Let us consider a signed measure $\Qv$ and a probability measure $\Pv$ such that $\Qv<<\Pv$. Let $D$ be the density of $\Qv$ with respect to $\Pv$. $H$ represents the set of zeros of $D$, $\bar{g}=0\vee\sup{H}$. In this paper, we shall consider two c
Externí odkaz:
http://arxiv.org/abs/1207.2281