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Results: 1-15 |
Results: 15
NONLINEAR SELF-STABILIZING PROCESSES - I EXISTENCE, INVARIANT PROBABILITY, PROPAGATION OF CHAOS
Authors: BENACHOUR S ROYNETTE B TALAY D VALLOIS P
Citation: S. Benachour et al., NONLINEAR SELF-STABILIZING PROCESSES - I EXISTENCE, INVARIANT PROBABILITY, PROPAGATION OF CHAOS, Stochastic processes and their applications, 75(2), 1998, pp. 173-201
NONLINEAR SELF-STABILIZING PROCESSES - II - CONVERGENCE TO INVARIANT PROBABILITY
Authors: BENACHOUR S ROYNETTE B VALLOIS P
Citation: S. Benachour et al., NONLINEAR SELF-STABILIZING PROCESSES - II - CONVERGENCE TO INVARIANT PROBABILITY, Stochastic processes and their applications, 75(2), 1998, pp. 203-224
PRODUCT OF 2 MULTIPLE STOCHASTIC INTEGRALS WITH RESPECT TO A NORMAL MARTINGALE
Authors: RUSSO F VALLOIS P
Citation: F. Russo et P. Vallois, PRODUCT OF 2 MULTIPLE STOCHASTIC INTEGRALS WITH RESPECT TO A NORMAL MARTINGALE, Stochastic processes and their applications, 73(1), 1998, pp. 47-68
ASYMPTOTIC ESTIMATES OF SOLUTIONS OF U(T)-1 2 DELTA-U=-VERTICAL-BAR-DEL-U-VERTICAL-BAR IN R(+)XR(R)(D) D-GREATER-THAN-OR-EQUAL-TO-2/
Authors: BENACHOUR S ROYNETTE B VALLOIS P
Citation: S. Benachour et al., ASYMPTOTIC ESTIMATES OF SOLUTIONS OF U(T)-1 2 DELTA-U=-VERTICAL-BAR-DEL-U-VERTICAL-BAR IN R(+)XR(R)(D) D-GREATER-THAN-OR-EQUAL-TO-2/, Journal of functional analysis, 144(2), 1997, pp. 301-324
LEVEL-CROSSING TIMES FOR CERTAIN PROCESSES WITHOUT POSITIVE JUMPS
Authors: DOZZI M VALLOIS P
Citation: M. Dozzi et P. Vallois, LEVEL-CROSSING TIMES FOR CERTAIN PROCESSES WITHOUT POSITIVE JUMPS, Bulletin des sciences mathematiques, 121(5), 1997, pp. 355-376
RUN-LENGTH STATISTICS AND THE HURST EXPONENT IN RANDOM AND BIRTH-DEATH RANDOM-WALKS
Authors: TAPIERO CS VALLOIS P
Citation: Cs. Tapiero et P. Vallois, RUN-LENGTH STATISTICS AND THE HURST EXPONENT IN RANDOM AND BIRTH-DEATH RANDOM-WALKS, Chaos, solitons and fractals, 7(9), 1996, pp. 1333-1341
ITO FORMULA FOR C-1-FUNCTIONS OF SEMIMARTINGALES
Authors: RUSSO F VALLOIS P
Citation: F. Russo et P. Vallois, ITO FORMULA FOR C-1-FUNCTIONS OF SEMIMARTINGALES, Probability theory and related fields, 104(1), 1996, pp. 27-41
THE RANGE OF A SIMPLE RANDOM-WALK ON Z
Authors: VALLOIS P
Citation: P. Vallois, THE RANGE OF A SIMPLE RANDOM-WALK ON Z, Advances in Applied Probability, 28(4), 1996, pp. 1014-1033
MOMENTS OF AN AMPLITUDE PROCESS IN A RANDOM-WALK AND APPROXIMATIONS -COMPUTATIONS AND APPLICATIONS
Authors: VALLOIS P TAPIERO CS
Citation: P. Vallois et Cs. Tapiero, MOMENTS OF AN AMPLITUDE PROCESS IN A RANDOM-WALK AND APPROXIMATIONS -COMPUTATIONS AND APPLICATIONS, RAIRO. Recherche operationnelle, 29(1), 1995, pp. 1-17
THE GENERALIZED COVARIATION PROCESS AND ITO FORMULA
Authors: RUSSO F VALLOIS P
Citation: F. Russo et P. Vallois, THE GENERALIZED COVARIATION PROCESS AND ITO FORMULA, Stochastic processes and their applications, 59(1), 1995, pp. 81-104
DECOMPOSING THE BROWNIAN PATH VIA THE RANGE PROCESS
Authors: VALLOIS P
Citation: P. Vallois, DECOMPOSING THE BROWNIAN PATH VIA THE RANGE PROCESS, Stochastic processes and their applications, 55(2), 1995, pp. 211-226
INSTABILITY OF CERTAIN NONLINEAR STOCHAST IC DIFFERENTIAL-EQUATIONS
Authors: ROYNETTE B VALLOIS P
Citation: B. Roynette et P. Vallois, INSTABILITY OF CERTAIN NONLINEAR STOCHAST IC DIFFERENTIAL-EQUATIONS, Journal of functional analysis, 130(2), 1995, pp. 477-523
LAW OF THE MAXIMUM AND LOCAL TIME OF A UN IFORMLY INTEGRABLE CONTINUOUS MARTINGALE
Authors: VALLOIS P
Citation: P. Vallois, LAW OF THE MAXIMUM AND LOCAL TIME OF A UN IFORMLY INTEGRABLE CONTINUOUS MARTINGALE, Proceedings of the London Mathematical Society, 69, 1994, pp. 399-427
ON THE JOINT LAWS OF MAXIMUM AND TERMINAL VALUE OF SOME CONTINUOUS SUBMARTINGALES
Authors: VALLOIS P
Citation: P. Vallois, ON THE JOINT LAWS OF MAXIMUM AND TERMINAL VALUE OF SOME CONTINUOUS SUBMARTINGALES, Comptes rendus de l'Academie des sciences. Serie 1, Mathematique, 317(7), 1993, pp. 693-696
FORWARD, BACKWARD AND SYMMETRICAL STOCHASTIC INTEGRATION
Authors: RUSSO F VALLOIS P
Citation: F. Russo et P. Vallois, FORWARD, BACKWARD AND SYMMETRICAL STOCHASTIC INTEGRATION, Probability theory and related fields, 97(3), 1993, pp. 403-421
Risultati: 1-15 |