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A unitary extension of virtual permutations
P. Bourgade, J. Najnudel, A. Nikeghbali
Analogously to the space of virtual permutations, we define projective limits of isometries: these sequences of unitary operators are natural in the sense that they minimize the ra…
On a flow of transformations of a Wiener space
J. Najnudel, D. Stroock, M. Yor
In this paper, we define, via Fourier transform, an ergodic flow of transformations of a Wiener space which preserves the law of the Ornstein-Uhlenbeck process and which interpolat…
On some universal sigma finite measures and some extensions of Doob's optional stopping theorem
Joseph Najnudel, Ashkan Nikeghbali
In this paper, we associate, to any submartingale of class , defined on a filtered probability space , which satisfie…
A global view of Brownian penalisations
Joseph Najnudel, Bernard Roynette, Marc Yor
In this monograph, we construct and study a sigma-finite measure on continuous functions from R_+ to R, strongly related to many probability measures obtained by penalisation of Br…
Pénalisations of Walsh's Brownian motion
Joseph Najnudel
In this paper, we construct a family of probability measures, by penalizations of a Walsh's Brownian motion with a weight dependent on its value and its local time at a time t. We…