A notion of convergence of excursion measures is introduced. It is proved that convergence of excursion measures implies convergence in law of the processes pieced together from excursions. This result is applied to obtain homogenization theorems of jumping-in extensions for positive selfsimilar Markov processes, for Walsh diffusions and for the Brownian motion on the Sierpiński gasket
We present a functional limit theorem for the empirical level-crossing behaviour of a stationary Gau...
We prove for random variables with values in the space D[0; 1] of cadlag functions --- endowed with ...
We present an algorithm for approximating one-dimensional regular continuous strong Markov processes...
AbstractThe local time of a Brownian motion can be constructed from its excursions. The normalised e...
We consider a random walk $S$ in the domain of attraction of a standard normal law $Z$, \textit{ie} ...
AbstractCriteria for the almost sure divergence or convergence of sums of functions of excursions aw...
Functional limit theorems for random step lines and random broken lines defined by sums of iid rando...
International audienceWe consider regenerative processes with values in some general Polish space. W...
AbstractWe study the asymptotic properties of the integral functionals of solutions of Ito stochasti...
Two concrete examples show us that the convergence of a fam-ily of stochastic processes “as controls...
An extension problem (often called a boundary problem) of Markov processes has been studied, particu...
We study the convergence of the M/G/1 processor-sharing, queue length process in the heavy traffic r...
We study the convergence of the M/G/1 processor-sharing, queue length process in the heavy traffic r...
We study the convergence of the M/G/1 processor-sharing, queue length process in the heavy traffic r...
This work was motivated by the recent work by H. Dette, J. Pitman and W.J. Studden on a new duality ...
We present a functional limit theorem for the empirical level-crossing behaviour of a stationary Gau...
We prove for random variables with values in the space D[0; 1] of cadlag functions --- endowed with ...
We present an algorithm for approximating one-dimensional regular continuous strong Markov processes...
AbstractThe local time of a Brownian motion can be constructed from its excursions. The normalised e...
We consider a random walk $S$ in the domain of attraction of a standard normal law $Z$, \textit{ie} ...
AbstractCriteria for the almost sure divergence or convergence of sums of functions of excursions aw...
Functional limit theorems for random step lines and random broken lines defined by sums of iid rando...
International audienceWe consider regenerative processes with values in some general Polish space. W...
AbstractWe study the asymptotic properties of the integral functionals of solutions of Ito stochasti...
Two concrete examples show us that the convergence of a fam-ily of stochastic processes “as controls...
An extension problem (often called a boundary problem) of Markov processes has been studied, particu...
We study the convergence of the M/G/1 processor-sharing, queue length process in the heavy traffic r...
We study the convergence of the M/G/1 processor-sharing, queue length process in the heavy traffic r...
We study the convergence of the M/G/1 processor-sharing, queue length process in the heavy traffic r...
This work was motivated by the recent work by H. Dette, J. Pitman and W.J. Studden on a new duality ...
We present a functional limit theorem for the empirical level-crossing behaviour of a stationary Gau...
We prove for random variables with values in the space D[0; 1] of cadlag functions --- endowed with ...
We present an algorithm for approximating one-dimensional regular continuous strong Markov processes...