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Existence of densities for stable-like driven SDE's with Holder continuous co...
International audience -
Two properties of vectors of quadratic forms in Gaussian random variables
We study distributions of random vectors whose components are second order polynomials in Gaussian random variables. Assuming that the law of such a vector is not... -
On the law of the supremum of Lévy processes
We show that the law of the overall supremum $\overline{X}_t=\sup_{s\le t}X_s$ of a Lévy process $X$ before the deterministic time $t$ is equivalent to the average... -
An invariance principle under the total variation distance
International audience -
Extension du théorème de Cameron--Martin aux translations aléatoires
Let G be a Gaussian vector taking its values in a separable Fréchet space E. We denote by $\gamma$ its law and by $(H,\Vert\!\cdot\!\Vert)$ its reproducing Hilbert...
