11pagesInternational audienceFor real Lévy processes $(X_t)_{t \geq 0}$ having no Brownian component with Blumenthal-Getoor index $\beta$, the estimate $\E \sup_{s \leq t} | X_s - a_p s |^p \leq C_p t$ for every $t \!\in [0,1]$ and suitable $a_p \!\in \R$ has been established by Millar \cite{MILL} for $\beta 2$ and $p \leq\beta$
Contains a correction with respect to the printed versionWe provide sharp estimates for the number o...
We find an expression for the joint Laplace transform of the law of $(T_{[x,+\infty[},X_{T_{[x,+\inf...
Stable distribution, also known as Lévy stable distribution, which is a rich class of heavy-tailed d...
AbstractA representation of the potential operator of an absorbing Lévy process in the half space (0...
We give an interpretation of the bilateral exit problem for Lévy processes via the study of an eleme...
We obtain probability measures on the canonical space penalizing the Wiener measure by a function of...
International audienceIn this communication, an overview on extreme quantiles estimation for Weibull...
The vector difference equation ξk = Af(ξk−1)+εk, where (εk) is a square integrable difference marti...
Travail éffectué au LM-Orsay - Laboratoire de Mathématiques d'Orsay Equipe de Probabilités et Statis...
AbstractLet {Xk,k∈Z} be a stationary process with mean 0 and finite variances, let ϕh=E(XkXk+h) be t...
AbstractWe prove a parabolic version of the Littlewood–Paley inequality for the fractional Laplacian...
We introduce a modification in the relativistic hamiltonian in such a way that (1) the relativistic ...
Approximation of some classes of random processes by cubic splines with given accuracy and reliabili...
We demonstrate the occurrence of bimodality and dynamical hysteresis in a system describing an over...
We consider the problem of approximation of value functions for controlled possibly degenerated diff...
Contains a correction with respect to the printed versionWe provide sharp estimates for the number o...
We find an expression for the joint Laplace transform of the law of $(T_{[x,+\infty[},X_{T_{[x,+\inf...
Stable distribution, also known as Lévy stable distribution, which is a rich class of heavy-tailed d...
AbstractA representation of the potential operator of an absorbing Lévy process in the half space (0...
We give an interpretation of the bilateral exit problem for Lévy processes via the study of an eleme...
We obtain probability measures on the canonical space penalizing the Wiener measure by a function of...
International audienceIn this communication, an overview on extreme quantiles estimation for Weibull...
The vector difference equation ξk = Af(ξk−1)+εk, where (εk) is a square integrable difference marti...
Travail éffectué au LM-Orsay - Laboratoire de Mathématiques d'Orsay Equipe de Probabilités et Statis...
AbstractLet {Xk,k∈Z} be a stationary process with mean 0 and finite variances, let ϕh=E(XkXk+h) be t...
AbstractWe prove a parabolic version of the Littlewood–Paley inequality for the fractional Laplacian...
We introduce a modification in the relativistic hamiltonian in such a way that (1) the relativistic ...
Approximation of some classes of random processes by cubic splines with given accuracy and reliabili...
We demonstrate the occurrence of bimodality and dynamical hysteresis in a system describing an over...
We consider the problem of approximation of value functions for controlled possibly degenerated diff...
Contains a correction with respect to the printed versionWe provide sharp estimates for the number o...
We find an expression for the joint Laplace transform of the law of $(T_{[x,+\infty[},X_{T_{[x,+\inf...
Stable distribution, also known as Lévy stable distribution, which is a rich class of heavy-tailed d...
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