Université Paris 8

output

20032005

most citedOn some recent aspects of stochastic control and their applications

90 citations

7 papers

math.PR2005★ 90 cited

On some recent aspects of stochastic control and their applications

Huyen Pham

This paper is a survey on some recent aspects and developments in stochastic control. We discuss the two main historical approaches, Bellman's optimality principle and Pontryagin's…

math.PR2005★ 1 cited

Valleys and the maximum local time for random walk in random environment

Amir Dembo, Nina Gantert, Yuval Peres +1

Let $ξ (n, x)$ be the local time at $x$ for a recurrent one-dimensional random walk in random environment after $n$ steps, and consider the maximum $ξ^{*} (n) = max_{x} ξ (n, x)$ . It is k…

math.PR2004★ 14 cited

Auxiliary SDEs for homogenization of quasilinear PDEs with periodic coefficients

Francois Delarue

We study the homogenization property of systems of quasi-linear PDEs of parabolic type with periodic coefficients, highly oscillating drift and highly oscillating nonlinear term. T…

math.PR2004★ 66 cited

Asymptotic laws for compositions derived from transformed subordinators

Alexander Gnedin, Jim Pitman, Marc Yor

A random composition of $n$ appears when the points of a random closed set $R \subset [0, 1]$ are used to separate into blocks $n$ points sampled from the unifor…

math.PR2004★ 1 cited

Universality In Sherrington-Kirkpatrick's Spin Glass Model

Philippe Carmona, Yueyun Hu

We show that the limiting free energy in Sherrington-Kirkpatrick's Spin Glass Model does not depend on the environment.

quant-ph2004

One-parameter groups and combinatorial physics

Gerard Duchamp, Karol A. Penson, Allan I. Solomon +2

In this communication, we consider the normal ordering of sums of elements of the form (a*^r a a*^s), where a* and a are boson creation and annihilation operators. We discuss the i…