AbstractThe process (X, l), where X is a Markov process and l its local time at a regular point b, is reversed from the time l first exceeds the level t, and the resulting process is identified under duality hypotheses. The approach exploits recent results in the theory of excursions of dual processes
The article is devoted to a study of the duality of processes in the sense that for a certain f. Th...
International audienceWe consider a spectrally positive Lévy process X that does not drift to +∞, vi...
AbstractCriteria for the almost sure divergence or convergence of sums of functions of excursions aw...
The central result of this paper is an analytic duality relation for real-valued Lévy processes kill...
. If X is a symmetric L'evy process on the line, then there exists a non--decreasing, c`adl`ag ...
AbstractLet I be a countable index set, and let P be a probability measure on C[0, 1]I such that the...
AbstractBy using stochastic calculus for pure jump martingales, we study a class of infinite-dimensi...
Time reversal is considered for an infinite-dimensional point process with Markov intensity. An infi...
AbstractMarkov processes Xt on (X, FX) and Yt on (Y, FY) are said to be dual with respect to the fun...
Motivated by entropic optimal transport, time reversal of Markov jump processes in $\mathbb{R}^n$ is...
International audienceTo visualize how the randomness of a Markov process X is spreading, one can co...
Reversal of the time direction in stochastic systems driven by white noise has been of central impor...
AbstractWe extend Föllmer's results on time reversal on Wiener space to the case of some reflected d...
Abstract: Reversal of the time direction in stochastic systems driven by white noise has been of cen...
We study three classes of continuous time Markov processes (inclusion process, exclusion process, i...
The article is devoted to a study of the duality of processes in the sense that for a certain f. Th...
International audienceWe consider a spectrally positive Lévy process X that does not drift to +∞, vi...
AbstractCriteria for the almost sure divergence or convergence of sums of functions of excursions aw...
The central result of this paper is an analytic duality relation for real-valued Lévy processes kill...
. If X is a symmetric L'evy process on the line, then there exists a non--decreasing, c`adl`ag ...
AbstractLet I be a countable index set, and let P be a probability measure on C[0, 1]I such that the...
AbstractBy using stochastic calculus for pure jump martingales, we study a class of infinite-dimensi...
Time reversal is considered for an infinite-dimensional point process with Markov intensity. An infi...
AbstractMarkov processes Xt on (X, FX) and Yt on (Y, FY) are said to be dual with respect to the fun...
Motivated by entropic optimal transport, time reversal of Markov jump processes in $\mathbb{R}^n$ is...
International audienceTo visualize how the randomness of a Markov process X is spreading, one can co...
Reversal of the time direction in stochastic systems driven by white noise has been of central impor...
AbstractWe extend Föllmer's results on time reversal on Wiener space to the case of some reflected d...
Abstract: Reversal of the time direction in stochastic systems driven by white noise has been of cen...
We study three classes of continuous time Markov processes (inclusion process, exclusion process, i...
The article is devoted to a study of the duality of processes in the sense that for a certain f. Th...
International audienceWe consider a spectrally positive Lévy process X that does not drift to +∞, vi...
AbstractCriteria for the almost sure divergence or convergence of sums of functions of excursions aw...
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