Výsledky vyhledávání - "Sylvie Rœlly"

Correction to: Marked Gibbs Point Processes with Unbounded Interaction: An Existence Result

Publikováno v: Journal of Statistical Physics. 189

We correct here a mistake in the original paper. In particular, we add a term to the form of the interaction range. The addition of this term does not change the proof technique: while the proof was already correct, the specific form did not allow fo

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https://doi.org/10.1007/s10955-022-02972-w

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Exponential almost sure synchronization of one-dimensional diffusions with nonregular coefficients

Autor: Andrey Pilipenko, Olga Aryasova, Sylvie Roelly

Publikováno v: Stochastic Analysis and Applications. 39:631-642

We study the asymptotic behavior of a real-valued diffusion whose nonregular drift is given as a sum of a dissipative term and a bounded measurable one. We prove that two trajectories of that diffu...

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https://doi.org/10.1080/07362994.2020.1823234

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Pinned Diffusions and Markov Bridges

Autor: Florian Hildebrandt, Sylvie Rœlly

Publikováno v: Journal of Theoretical Probability. 33:906-917

In this article we consider a family of real-valued diffusion processes on the time interval $[0,1]$ indexed by their prescribed initial value $x \in \mathbb{R}$ and another point in space, $y \in \mathbb{R}$. We first present an easy-to-check condit

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https://doi.org/10.1007/s10959-019-00954-5

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Limite ergodique de processus de diffusion infini-dimensionnels

Autor: D. Seu, Sylvie Roelly

Publikováno v: Recercat: Dipósit de la Recerca de Catalunya
Varias* (Consorci de Biblioteques Universitáries de Catalunya, Centre de Serveis Científics i Acadèmics de Catalunya)
Dipòsit Digital de Documents de la UAB
Universitat Autònoma de Barcelona
Recercat. Dipósit de la Recerca de Catalunya
instname
Publicacions Matemàtiques; Vol. 43, Núm. 1 (1999); p. 191-205

We give a temporal ergodicity criterium for the solution of a class of infinite dimensional stochastic differential equations of gradient type, where the interaction has infinite range. We illustrate our theoretical result by typical examples.

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http://hdl.handle.net/2072/379908

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Marked Gibbs point processes with unbounded interaction: an existence result

Autor: Sylvie Rœlly, Alexander Zass

We construct marked Gibbs point processes in $\mathbb{R}^d$ under quite general assumptions. Firstly, we allow for interaction functionals that may be unbounded and whose range is not assumed to be uniformly bounded. Indeed, our typical interaction a

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http://arxiv.org/abs/1911.12800

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Conditioned Point Processes with Application to Levy Bridges

Autor: Sylvie Rœlly, Giovanni Conforti, Tetiana Kosenkova

Our first result concerns a characterization by means of a functional equation of Poisson point processes conditioned by the value of their first moment. It leads to a generalized version of Mecke’s formula. En passant, it also allows us to gain qu

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https://publishup.uni-potsdam.de/frontdoor/index/index/docId/47777

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Packungen aus Kreisscheiben : wie eine wahrscheinlichkeitstheoretische Sichtweise eine geometrische Analyse vervollständigen kann

Autor: Sylvie Rœlly, Charlotte Dombrowsky, Myriam Fradon

Der englische Seefahrer Sir Walter Raleigh fragte sich einst, wie er in seinem Schiffsladeraum moeglichst viele Kanonenkugeln stapeln koennte. Johannes Kepler entwickelte daraufhin 1611 eine Vermutung ueber die optimale Anordnung der Kugeln. Diese Ve

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Bridge mixtures of random walks on an Abelian group

Autor: Giovanni Conforti, Sylvie Roelly

Publikováno v: Bernoulli 23, no. 3 (2017), 1518-1537

In this paper, we characterize (mixtures of) bridges of a continuous time random walk with values in a countable Abelian group. Our main tool is a conditional version of Mecke’s formula from the point process theory, which allows us to study, as tr

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https://publishup.uni-potsdam.de/frontdoor/index/index/docId/46501

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Long time behavior of stochastic hard ball systems

Autor: Patrick Cattiaux, Alexei M. Kulik, Sylvie Roelly, Myriam Fradon

Publikováno v: Bernoulli 22, no. 2 (2016), 681-710
Bernoulli
Bernoulli, Bernoulli Society for Mathematical Statistics and Probability, 2016, 22 (2), pp.681-710. ⟨10.3150/14-BEJ672⟩
Bernoulli, 2016, 22 (2), pp.681-710. ⟨10.3150/14-BEJ672⟩

We study the long time behavior of a system of $n=2,3$ Brownian hard balls, living in $\mathbb{R}^d$ for $d\ge2$, submitted to a mutual attraction and to elastic collisions.
Comment: Published at http://dx.doi.org/10.3150/14-BEJ672 in the Bernou

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http://projecteuclid.org/euclid.bj/1447077758

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Exact simulation of Brownian diffusions with drift admitting jumps

Autor: Sylvie Roelly, David Dereudre, Sara Mazzonetto

In this paper, using an algorithm based on the retrospective rejection sampling scheme introduced in [A. Beskos, O. Papaspiliopoulos, and G. O. Roberts,Methodol. Comput. Appl. Probab., 10 (2008), pp. 85-104] and [P. Etore and M. Martinez, ESAIM Proba

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https://publishup.uni-potsdam.de/files/9104/premath07.pdf

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