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A Representation Theorem for Smooth Brownian Martingales
Continuous Martingales Malliavin Calculus Probabilistic Methods for Partial Differential Equations
2012/5/24
We show that, under certain smoothness conditions, a Brownian martingale at a fixed time can be represented as an exponential of its value at a later time. The time-dependent generator of this exponen...
Predictable projections of conformal stochastic integrals: an application to Hermite series and to Widder's representation
conformal stochastic integrals Widder's representation Hermite series
2011/9/21
Abstract: In this article, we study predictable projections of stochastic integrals with respect to the conformal Brownian motion, extending the connection between powers of the conformal Brownian mot...
A Lamperti type representation of Continuous-State Branching Processes with Immigration
Levy processes Continuous branching processes with immigration time-change
2011/1/20
Guided by the relationship between the breadth- rst walk of a rooted tree and its sequence of generation sizes, we extend the Lamperti representation of continuous-state branching processes to allow i...
The Classical Limit of Representation Theory of the Quantum Plane
Classical Limit of Representation Theory of the Quantum Plane
2011/2/22
We showed that there is a complete analogue of a representation of the quantum plane Bq where |q| = 1, with the classical ax + b group.
Probabilistic Representation of Bernoulli, Euler and Carlitz Hermite Polynomials
Probabilistic Representation Euler Carlitz Hermite Polynomials
2010/12/6
We revisit in a probabilistic framework the umbral approach of Bernoulli numbers,Euler numbers and Carlitz Hermite polynomials by Gessel [1]. This study allows to explicit equivalents of some famous u...