Add to ORKGAbstract. We study the increments of additive functionals of diffusion pro-cesses by using strong approximations and some properties of the local times
International audienceWe study the asymptotic behaviour of additive functionals of random walks in r...
International audienceAbstract For a diffusion process X ( t ) of drift μ ( x ) and of diffusion coe...
Let X be some homogeneous additive functional of a skew Bessel process Y. In this note, we compute t...
AbstractA general approximation model for the continuous additive functionals of the multidimensiona...
Abstract. We study continuous additive functionals of zero quadratic variation of strong Markov cont...
Pour V un processus aléatoire càd-làg, on appelle diffusion dans le milieu aléatoire V la solution f...
AbstractThis paper is devoted to the study of the additive functional t→∫0tf(W(s))ds, where f denote...
We study large deviations asymptotics for unbounded additive functionals of one-dimensional Langevin...
International audienceWe revisit functional central limit theorems for additive functionals of ergod...
We give necessary and sufficient conditions in order that exponentials of additive functionals of Ma...
This note develops shortly the theory of time-inhomogeneous additive functionals and is a useful sup...
AbstractLet X={X(t);t∈R+N} be an additive Lévy process in Rd withX(t)=X1(t1)+⋯+XN(tN)∀t∈R+N,where X1...
Summary. In this paper we study perpetual integral functionals of diffusions. Our interest is focuse...
We consider a jump-diffusion process on a bounded domain with reflection at the boundary, and establ...
Let be an additive Lévy process in withwhere X1,...,XN are independent, classical Lévy processes on ...
International audienceWe study the asymptotic behaviour of additive functionals of random walks in r...
International audienceAbstract For a diffusion process X ( t ) of drift μ ( x ) and of diffusion coe...
Let X be some homogeneous additive functional of a skew Bessel process Y. In this note, we compute t...
AbstractA general approximation model for the continuous additive functionals of the multidimensiona...
Abstract. We study continuous additive functionals of zero quadratic variation of strong Markov cont...
Pour V un processus aléatoire càd-làg, on appelle diffusion dans le milieu aléatoire V la solution f...
AbstractThis paper is devoted to the study of the additive functional t→∫0tf(W(s))ds, where f denote...
We study large deviations asymptotics for unbounded additive functionals of one-dimensional Langevin...
International audienceWe revisit functional central limit theorems for additive functionals of ergod...
We give necessary and sufficient conditions in order that exponentials of additive functionals of Ma...
This note develops shortly the theory of time-inhomogeneous additive functionals and is a useful sup...
AbstractLet X={X(t);t∈R+N} be an additive Lévy process in Rd withX(t)=X1(t1)+⋯+XN(tN)∀t∈R+N,where X1...
Summary. In this paper we study perpetual integral functionals of diffusions. Our interest is focuse...
We consider a jump-diffusion process on a bounded domain with reflection at the boundary, and establ...
Let be an additive Lévy process in withwhere X1,...,XN are independent, classical Lévy processes on ...
International audienceWe study the asymptotic behaviour of additive functionals of random walks in r...
International audienceAbstract For a diffusion process X ( t ) of drift μ ( x ) and of diffusion coe...
Let X be some homogeneous additive functional of a skew Bessel process Y. In this note, we compute t...