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In this paper we investigate the accurate convergence of some approximations of m -order integrals which appear when one performs stochastic calculus with respect to processes which
Yor : An Analogue of Pitman’s 2M − X Theorem for Exponential Wiener Functionals, Part II: The Role of the Generalized Inverse Gaussian laws, Nagoya Math. Yor : Some changes
In the dependent case, the limit N may not be a Poisson process, but belongs to the class of infinitely divisible point processes (under generally weak assumptions).. This
A vacant site gets colonized by a particle of type 1 with exponential rate equal to the number of nearest neighbors of type 1.. The sites that are either vacant or occupied by type
Having at this point the fact that each quasi-stationary measure of the one-dimensional evolution is a superposition of Poisson point processes we determine in section 4 the
Under the same conditions the finite dimensional distributions of the repeat times converge to the arrival times of suitably modified Poisson processes, and random trees derived
Key words: Central Limit Theorems; Malliavin calculus; Multi-dimensional normal approxi- mations; Ornstein-Uhlenbeck processes; Poisson measures; Probabilistic Interpolations;
Key words: invariant evolutions of curves; Hermitian symmetric spaces; Poisson brackets; differential invariants; projective differential invariants; equations of KdV type;
