AbstractWe show that an isotropic self-similar Markov process in Rd has a skew product structure if and only if its radial and angular parts do not jump at the same time
For a positive self-similar Markov process, $X$, we construct a local time for the random set, $\The...
My thesis consists of three different projects.\begin{itemize}\item [1)] We consider a $2 \times 2$ ...
We consider two skew Brownian motions, driven by the same Brownian motion, with different startingpo...
AbstractWe show that an isotropic self-similar Markov process in Rd has a skew product structure if ...
Summary We show that an isotropic self-similar Markov process in Rd has a skew product structure if ...
The classical skew-product decomposition of planar Brownian motion represents the process in polar c...
We start by providing an explicit characterization and analytical properties, including the persiste...
In this note we obtain two different types of skew-product representations of the multidimensional D...
In this paper we obtain a Lamperti type representation for real-valued self-similar Markov processes...
The objective of this thesis is to further the understanding of the time inversion property for self...
AbstractJeanblanc et al. (Stochastic Process. Appl. 100 (2002) 223) give a representation of self-si...
Motivated by entropic optimal transport, time reversal of Markov jump processes in $\mathbb{R}^n$ is...
AbstractWolfe (Stochastic Process. Appl. 12(3) (1982) 301) and Sato (Probab. Theory Related Fields 8...
AbstractConsider a sequence of independent Brownian motions in Rd whose initial positions are distri...
50 pagesInternational audienceThe first aim of this paper is to introduce a class of Markov chains o...
For a positive self-similar Markov process, $X$, we construct a local time for the random set, $\The...
My thesis consists of three different projects.\begin{itemize}\item [1)] We consider a $2 \times 2$ ...
We consider two skew Brownian motions, driven by the same Brownian motion, with different startingpo...
AbstractWe show that an isotropic self-similar Markov process in Rd has a skew product structure if ...
Summary We show that an isotropic self-similar Markov process in Rd has a skew product structure if ...
The classical skew-product decomposition of planar Brownian motion represents the process in polar c...
We start by providing an explicit characterization and analytical properties, including the persiste...
In this note we obtain two different types of skew-product representations of the multidimensional D...
In this paper we obtain a Lamperti type representation for real-valued self-similar Markov processes...
The objective of this thesis is to further the understanding of the time inversion property for self...
AbstractJeanblanc et al. (Stochastic Process. Appl. 100 (2002) 223) give a representation of self-si...
Motivated by entropic optimal transport, time reversal of Markov jump processes in $\mathbb{R}^n$ is...
AbstractWolfe (Stochastic Process. Appl. 12(3) (1982) 301) and Sato (Probab. Theory Related Fields 8...
AbstractConsider a sequence of independent Brownian motions in Rd whose initial positions are distri...
50 pagesInternational audienceThe first aim of this paper is to introduce a class of Markov chains o...
For a positive self-similar Markov process, $X$, we construct a local time for the random set, $\The...
My thesis consists of three different projects.\begin{itemize}\item [1)] We consider a $2 \times 2$ ...
We consider two skew Brownian motions, driven by the same Brownian motion, with different startingpo...
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