Add to ORKGThis note develops shortly the theory of time-inhomogeneous additive functionals and is a useful support for the analysis of time-dependent Markov processes and related topics. It is a significant tool for the analysis of BSDEs in law. In particular we extend to a non-homogeneous setup some results concerning the quadratic variation and the angular bracket of Martin-gale Additive Functionals (in short MAF) associated to a homogeneous Markov processes
In this paper we derive non asymptotic deviation bounds for $$\P_\nu (|\frac 1t \int_0^t V(X_s) ds -...
In this paper we derive non asymptotic deviation bounds for $$\P_\nu (|\frac 1t \int_0^t V(X_s) ds -...
International audienceIn this paper, an additive functional $\{Y_t, t ≥ 0\}$ (with continuous and di...
We give necessary and sufficient conditions in order that exponentials of additive functionals of Ma...
Abstract. We study continuous additive functionals of zero quadratic variation of strong Markov cont...
The paper introduces and investigates the natural extension to the path-dependent setup of the usual...
The paper introduces and investigates the natural extension to the path-dependent setup of the usual...
Additive processes are obtained from Levy ones by relaxing the condition of stationary increments, h...
A Markov Additive Process is a bi-variate Markov process $(\xi,J)=\big((\xi_t,J_t),t\geq0\big)$ whic...
A Markov Additive Process is a bi-variate Markov process $(\xi,J)=\big((\xi_t,J_t),t\geq0\big)$ whic...
A Note on the Tail Distribution of the Accumulated Value of an Additive Functional of an Irreducible...
AbstractThe “time change” of a Markov process via the inverse of a discontinuous additive functional...
We use Nummelin splitting in continuous time in order to prove laws of iterated logarithm for additi...
In this paper we derive non asymptotic deviation bounds for $$\P_\nu (|\frac 1t \int_0^t V(X_s) ds -...
In this paper we derive non asymptotic deviation bounds for $$\P_\nu (|\frac 1t \int_0^t V(X_s) ds -...
In this paper we derive non asymptotic deviation bounds for $$\P_\nu (|\frac 1t \int_0^t V(X_s) ds -...
In this paper we derive non asymptotic deviation bounds for $$\P_\nu (|\frac 1t \int_0^t V(X_s) ds -...
International audienceIn this paper, an additive functional $\{Y_t, t ≥ 0\}$ (with continuous and di...
We give necessary and sufficient conditions in order that exponentials of additive functionals of Ma...
Abstract. We study continuous additive functionals of zero quadratic variation of strong Markov cont...
The paper introduces and investigates the natural extension to the path-dependent setup of the usual...
The paper introduces and investigates the natural extension to the path-dependent setup of the usual...
Additive processes are obtained from Levy ones by relaxing the condition of stationary increments, h...
A Markov Additive Process is a bi-variate Markov process $(\xi,J)=\big((\xi_t,J_t),t\geq0\big)$ whic...
A Markov Additive Process is a bi-variate Markov process $(\xi,J)=\big((\xi_t,J_t),t\geq0\big)$ whic...
A Note on the Tail Distribution of the Accumulated Value of an Additive Functional of an Irreducible...
AbstractThe “time change” of a Markov process via the inverse of a discontinuous additive functional...
We use Nummelin splitting in continuous time in order to prove laws of iterated logarithm for additi...
In this paper we derive non asymptotic deviation bounds for $$\P_\nu (|\frac 1t \int_0^t V(X_s) ds -...
In this paper we derive non asymptotic deviation bounds for $$\P_\nu (|\frac 1t \int_0^t V(X_s) ds -...
In this paper we derive non asymptotic deviation bounds for $$\P_\nu (|\frac 1t \int_0^t V(X_s) ds -...
In this paper we derive non asymptotic deviation bounds for $$\P_\nu (|\frac 1t \int_0^t V(X_s) ds -...
International audienceIn this paper, an additive functional $\{Y_t, t ≥ 0\}$ (with continuous and di...