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On the local time of random processes in random scenery
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On the existence of a time inhomogeneous skew Brownian motion and some relate...
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Brownian Confidence Bands on Monte Carlo Output
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Exact Simulation of One-dimensional Stochastic Differential Equations involvi...
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Statistical estimation for reflected skew processes
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A weakness in strong localization for Sinai's walk
25 pages with 2 figures. -
A local limit theorem for densities of the additive component of a finite Mar...
Additional material at http://hal.archives-ouvertes.fr/hal-00825592 or arXiv : 1305.5644 -
Additional material on local limit theorem for finite Additive Markov Process...
This paper proposes additional material to the main statements of [HL13] which are are recalled in Section 2. In particular an application of [Theorem 2.2,HL13] to... -
On countably skewed Brownian motion with accumulation point.
In this work we connect the theory of Dirichlet forms and direct stochastic calculus to obtain strong existence and pathwise uniqueness for Brownian motion that is... -
A Quenched Functional Central Limit Theorem for Planar Random Walks in Random...
11 pages; weaker condition on the moment of the scenery. -
Exact simulation for solutions of one-dimensional Stochastic Differential Equ...
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On the law of a triplet associated with the pseudo-Brownian bridge
We identify the distribution of a natural triplet associated with the pseudo-Brownian bridge. In particular, for $B$ a Brownian motion and $T_1$ its first hitting time... -
Generalized covariations, local time and Stratonovich Itô's formula for fract...
Given a locally bounded real function g, we examine the existence of a 4-covariation $[g(B^H), B^H, B^H, B^H]$, where $B^H$ is a fractional Brownian motion with a... -
Local time of a diffusion in a stable Lévy environment
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A probabilistic interpretation of the transmission conditions using the Skew ...
In order to solve with a Monte Carlo method a parabolic (or elliptic) PDE with a transmission condition, we need to understand the behavior of the stochastic process... -
Local Time and Convergence of Empirical Estimators Read More: http://epubs.si...
International audience
