21 citations
- Université de BourgogneFR10 papers
- Centre de Mathématiques Laurent SchwartzFR1 paper
- École PolytechniqueFR1 paper
- Institut de recherche mathématique de RennesFR1 paper
- Institut FourierFR1 paper
- Laboratoire Analyse, Géométrie et ApplicationsFR1 paper
- Laboratoire de Mathématiques Blaise PascalFR1 paper
- Laboratoire de Mathématiques d'OrsayFR1 paper
- Laboratoire de Mathématiques Nicolas OresmeFR1 paper
- Radboud University NijmegenNL1 paper
- Toronto Metropolitan UniversityCA1 paper
- University of LiverpoolGB1 paper
Showing math.PRShow all
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math.PR2008
Spectral representation of some non stationary alpha-stable processes
Nourddine Azzaoui
In this paper, we give a new covariation spectral representation of some non stationary symmetric -stable processes (SS). This representation is based on a weaker covariation…
math.PR2007
Malliavin calculus of Bismut type without probability
Remi Leandre
We translate in semigroup theory Bismut's way of the Malliavin calculus.
math.PR2003
Stochastic differential equtions with non-lipschitz coefficients:II. Dependence with respect to initial values
Shizan Fang, Tusheng Zhang
The existence of the unique strong solution for a class of stochastic differential equations with non-Lipschitz coefficients was established recently. In this paper, we shall inves…
math.PR2003★ 5 cited
Stochastic differential equations with non-lipschitz coefficients: I. Pathwise uniqueness and large deviation
Shizan Fang, Tusheng Zhang
We study a class of stochastic differential equations with non-Lipschitzian coefficients.A unique strong solution is obtained and a large deviation principle of Freidln-Wentzell ty…