AbstractThis paper uses martingale calculus in order to study multiplicative Kac functionals. Probabilistic representation of a solution of the Schrödinger equation with non necessarily negative potential is obtained. Necessary and sufficient conditions for the a.s. convergence and the a.s. divergence of some integrals are given
We prove Bismut-type formulae for the first and second derivatives of a Feynman-Kac semigroup on a c...
Some applications of Malliavin calculus to stochastic partial differential equations (SPDEs) and to ...
AbstractThe Malliavin derivative, the divergence operator (Skorokhod integral), and the Ornstein–Uhl...
AbstractThis paper uses martingale calculus in order to study multiplicative Kac functionals. Probab...
AbstractThe limit distributions as T→∞ of the functional ∫0Tf(X(t))dt/T are found for one-dimensiona...
AbstractMark Kac introduced a method for calculating the distribution of the integral Av=∫0Tv(Xt)dt ...
AbstractConsider a path-integral Ex exp {∞toV(X(s))ds} f(X(t)) which is the solution to a diffusion ...
The existing formulations of the Schr\"{o}dinger interpolating dynamics, which is constrained by the...
AbstractA nonlinear pure-jump Markov process is associated with a singular Kac equation. This proces...
International audienceIn this paper we introduce the concept of \textit{conic martingales}. This cla...
We analyze multidimensional Markovian integral equations that are formulated with a time-inhomogeneo...
AbstractIn this note we develop the theory of stochastic integration w.r.t. continuous local marting...
To appear in: Annals of ProbabilityInternational audienceWe develop a non-anticipative calculus for ...
AbstractWe give a probabilistic interpretation of the solution of a diffusion–convection equation. T...
Caption title.Bibliography: p. 19.Supported, in part, by a grant from the Air Force Office of Scient...
We prove Bismut-type formulae for the first and second derivatives of a Feynman-Kac semigroup on a c...
Some applications of Malliavin calculus to stochastic partial differential equations (SPDEs) and to ...
AbstractThe Malliavin derivative, the divergence operator (Skorokhod integral), and the Ornstein–Uhl...
AbstractThis paper uses martingale calculus in order to study multiplicative Kac functionals. Probab...
AbstractThe limit distributions as T→∞ of the functional ∫0Tf(X(t))dt/T are found for one-dimensiona...
AbstractMark Kac introduced a method for calculating the distribution of the integral Av=∫0Tv(Xt)dt ...
AbstractConsider a path-integral Ex exp {∞toV(X(s))ds} f(X(t)) which is the solution to a diffusion ...
The existing formulations of the Schr\"{o}dinger interpolating dynamics, which is constrained by the...
AbstractA nonlinear pure-jump Markov process is associated with a singular Kac equation. This proces...
International audienceIn this paper we introduce the concept of \textit{conic martingales}. This cla...
We analyze multidimensional Markovian integral equations that are formulated with a time-inhomogeneo...
AbstractIn this note we develop the theory of stochastic integration w.r.t. continuous local marting...
To appear in: Annals of ProbabilityInternational audienceWe develop a non-anticipative calculus for ...
AbstractWe give a probabilistic interpretation of the solution of a diffusion–convection equation. T...
Caption title.Bibliography: p. 19.Supported, in part, by a grant from the Air Force Office of Scient...
We prove Bismut-type formulae for the first and second derivatives of a Feynman-Kac semigroup on a c...
Some applications of Malliavin calculus to stochastic partial differential equations (SPDEs) and to ...
AbstractThe Malliavin derivative, the divergence operator (Skorokhod integral), and the Ornstein–Uhl...
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