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Construction of immigration superprocesses with dependent spatial motion from one-dimensional excursionsDAWSON, Donald A; ZENGHU LI.Probability theory and related fields. 2003, Vol 127, Num 1, pp 37-61, issn 0178-8051, 25 p.Article

A new modified logarithmic Sobolev inequality for Poisson point processes and several applicationsLIMING WU.Probability theory and related fields. 2000, Vol 118, Num 3, pp 427-438, issn 0178-8051Article

Representations of the brownian snake with driftABRAHAM, R; SERLET, L.Stochastics and stochastics reports (Print). 2002, Vol 73, Num 3-4, pp 287-308, issn 1045-1129, 22 p.Article

Strict positivity of the solution to A 2-dimensional spatially homogeneous boltzann equation without cutoffFOURNIER, Nicolas.Annales de l'I.H.P. Probabilités et statistiques. 2001, Vol 37, Num 4, pp 481-502, issn 0246-0203Article

Théorème de support pour processus à sauts = Support theorem for processes with jumpsSIMON, T.Comptes rendus de l'Académie des sciences. Série 1, Mathématique. 1999, Vol 328, Num 11, pp 1075-1080, issn 0764-4442Article

Comparison principle and stability of ito stochastic differential delay equations with Poisson jump and Markovian switchingJIAOWAN LUO.Nonlinear analysis. 2006, Vol 64, Num 2, pp 253-262, issn 0362-546X, 10 p.Article

A criterion of density for solutions of Poisson-driven SDEsDENIS, Laurent.Probability theory and related fields. 2000, Vol 118, Num 3, pp 406-426, issn 0178-8051Article

Malliavin calculus for parabolic SPDEs with jumpsFOURNIER, N.Stochastic processes and their applications. 2000, Vol 87, Num 1, pp 115-147, issn 0304-4149Article

Stability of degenerate diffusions with state-dependent switchingBASAK, G. K; BIS, A; GHOSH, M. K et al.Journal of mathematical analysis and applications. 1999, Vol 240, Num 1, pp 219-248, issn 0022-247XArticle

STEIN'S METHOD AND NORMAL APPROXIMATION OF POISSON FUNCTIONALSPECCATI, G; SOLE, J. L; TAQQU, M. S et al.Annals of probability. 2010, Vol 38, Num 2, pp 443-478, issn 0091-1798, 36 p.Article

Limiting Gibbs measures of Potts model with countable set of spin valuesGANIKHODJAEV, N. N.Journal of mathematical analysis and applications. 2007, Vol 336, Num 1, pp 693-703, issn 0022-247X, 11 p.Article

Segal-bargmann transforms of one-mode interacting fock spaces associated with gaussian and poisson measuresASAI, Nobuhiro; KUBO, Izumi; KUO, Hui-Hsiung et al.Proceedings of the American Mathematical Society. 2003, Vol 131, Num 3, pp 815-823, issn 0002-9939, 9 p.Article

Strict positivity of the density for simple jump processes using the tools of support theorems. Application to the kac equation without cutoffFOURNIER, Nicolas.Annals of probability. 2002, Vol 30, Num 1, pp 135-170, issn 0091-1798, 36 p.Article

A note on the rate of convergence to equilibrium for erlang's model in the subcritical caseVOIT, Michael.Journal of applied probability. 2000, Vol 37, Num 3, pp 918-923, issn 0021-9002Article

Connection, parallel transport, curvature and energy identities on spaces of configurationsPRIVAULT, N.Comptes rendus de l'Académie des sciences. Série 1, Mathématique. 2000, Vol 330, Num 10, pp 899-904, issn 0764-4442Article

Strict positivity of the density for a poisson driven S.D.EFOURNIER, N.Stochastics and stochastics reports (Print). 1999, Vol 68, Num 1-2, pp 1-43, issn 1045-1129Article

On the absolute continuity of multidimensional Ornstein-Uhlenbeck processesSIMON, Thomas.Probability theory and related fields. 2011, Vol 151, Num 1-2, pp 173-190, issn 0178-8051, 18 p.Article

Poisson type approximations for the Markov binomial distributionCEKANAVCIUS, Vydas; ROOS, Bero.Stochastic processes and their applications. 2009, Vol 119, Num 1, pp 190-207, issn 0304-4149, 18 p.Article

Pricing Asian Options on Assets Driven by a Combined Geometric Brownian Motion and a Geometric Compound Poisson ProcessLIN, Hsien-Jen.International journal of information and management sciences. 2010, Vol 21, Num 2, pp 113-123, issn 1017-1819, 11 p.Article

Invariance of Poisson measures under random transformationsPRIVAULT, Nicolas.Annales de l'I.H.P. Probabilités et statistiques. 2012, Vol 48, Num 4, pp 947-972, issn 0246-0203, 26 p.Article

A PURE JUMP MARKOV PROCESS WITH A RANDOM SINGULARITY SPECTRUMBARRAL, Julien; FOURNIER, Nicolas; JAFFARD, Stéphane et al.Annals of probability. 2010, Vol 38, Num 5, pp 1924-1946, issn 0091-1798, 23 p.Article

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