Link on my HAL page
List of publications
The publications are gathered according to the main research
themes and you can see the corresponding abstracts
(Abstract.pdf files) on this page.
Notes aux Comptes Rendus
announcing results published in forthcoming papers are not included
in this list.
The .dvi or .pdf files of the most recent
publications can be downloaded from this page or from arXiv.
I - ERGODIC THEORY
1. Dilatations de certaines contractions de Lp, C.R.
Acad. Paris, Série A t.283 (1976), p. 1041-1043.
2. Un théorème ergodique en
moyenne,
C.R. Acad. Sc. Paris, Série A t. 283 (1976),p.
1103-1106.
3. On the existence of sigma-finite invariant
measures for Lp-operators, Israel Journal of Mathematics 33
(1979), p. 349-367 (with L. Sucheston).
4. Sur le théorème en moyenne
d'Akcoglu-Sucheston, Mathematische Zeitschrift 172 (1980), p.
213-237.
5. On fixed points and multiparameter ergodic
theorems in Banach lattices, Canadian Journal of Mathematics 40
(1988), p. 429-458
(with L. Sucheston).
II - PROCESSES INDEXED BY DIRECTED SETS
1. Sur la caractérisation des conditions de
Vitali
par la convergence essentielle des martingales, C.R. Acad. Sc. Paris,
Série A t. 287 (1978), p. 887-890.
2. Characterization of Vitali conditions with
overlap in terms of convergence of classes of amarts, Canadian
Journal of Mathematics 31 (1979), p. 1033-1046 (with L. Sucheston).
3. La convergence essentielle des martingales
bornées dans L1 n'implique pas la condition de Vitali V, C.R.
Acad. Sc. Paris, Série A t. 288 (1979), p. 595-598 (with L.
Sucheston).
4. Convergence of classes of amarts indexed by
directed sets - Characterization in terms of Vitali conditions, Canadian
Journal of Mathematics 32 (1980) , p. 86-125 (with L. Sucheston).
5. A characterization of Vitali conditions in
terms of maximal inequalities, The Annals of Probability 8 (1980), p.
339-349 (with L. Sucheston).
6. On convergence of L1-bounded martingales
indexed
by directed sets, Probability and Mathematical Statistics 1
(1980),
p. 151-169 (with L. Sucheston).
7. On covering conditions and convergence,
Proceedings of the Conference on Measure Theory, Oberwolfach 1979,
Lecture Notes in Mathematics 794 (1980), p. 431-454
III - TWO PARAMETER PROCESSES
1.
Régularité à gauche des
gauche des
martingales fortes à plusieurs indices, C.R. Acad. Sc. Paris,
Série A t.290 (1980), p. 773-776 (with J.P. Fouque).
2. On regularity of multiparameter amarts and
martingales, Zeitschrift für Wahrscheinlichkeitstheorie
verwandte Gebiete 56 (1981), p. 21-45 (with L. Sucheston).
3. On compactness and optimality of stopping
times,
Proceedings of the Conference on Martingale Theory in Harmonic Analysis
and Banach Spaces, Lecture Notes in Mathematics 939 (1981), p. 36-61
(with G.A Edgar and L. Sucheston).
4. Convergence and regularity of strong
submartingales, Processus Aléatoires à deux Indices,
Proceedings du Colloque E.N.S.T.- C.N.E.T. Paris 1980, Lecture Notes in
Mathematics 863 (1981), p. 50-58.
5. On convergence and regularity of (Delta 1)
submartingales, Annales de l'Institut Henri Poincaré 19
(1983), p. 25-42.
6. Demi-convergence of processes indexed by two
indices, Annales de l'Institut Henri Poincaré 19 (1983),
p. 175-187 (with L. Sucheston).
IV - OPTIMAL STOPPING AND CONTROL
1. On randomized tactics and optimal stopping in the
plane, The Annals of Probability 13 (1985), p. 946-965.
2. Points, lignes et systèmes
d'arrêt flous et problème d'arrêt optimal,
Séminairede Probabilités
XX, Lecture Notes in Mathematics 1204 (1986), p. 81-94 (with G. Mazziotto).
3. Stochastic control of two-parameter
processes; application to the two-armed bandit problem, Stochastics
22 (1987), p. 251-288 (with G. Mazziotto).
4. A probabilistic approach of the reduite, Probability
and Mathematical Statistics 13 (1992), p. 97-121, (with N. El
Karoui and J.P. Lepeltier).
File.pdf
V - STOCHASTIC CALCULUS OF VARIATIONS AND INFINITE DIMENSIONAL ANALYSIS
1. Integration by parts and time reversal for diffusion
processes, The Annals of Probability 17 (1989),p. 208-238 (with
D. Nualart and M. Sanz-Solé).
2. Time reversal for infinite dimensional
diffusions, Probability Theory and Related Fields 82 (1989), p.
315-347 (with D. Nualart and M. Sanz-Solé).
3. Absolute Continuity of the law of an
infinite-dimensional Wiener functional with respect to the Wiener
probability, Probability Theory
and Related Fields 85 (1990), p. 403-411 (with G. Mazziotto). File.pdf
4. An introduction to the stochastic calculus of
variations and to the anticipative calculus, publication de
l'Université de Torun (1990).
5. On the continuity of Ornstein-Uhlenbeck
processes in infinite dimension, Probability Theory and Related
fields 92 (1992), p. 529-547 (with W. Smolenski). File.pdf
6. Small perturbations of Gaussian regressors, Statistics
and Probability Letters 24 (1995), p. 21-31 (with W. Smolenski). File.pdf
7. Points of positive density for the solution
to a hyperbolic SPDE, Potential Analysis 7 (1997), p. 623-659 (with
M. Sanz-Solé).
File.pdf
8. Approximation of rough paths of fractional Brownian
motion, Random Fields and Applications V
Centro Stefano Franscini, Ascona, May 2005
Series: Progress in Probability, Vol. 59, p. 275-304
(2008), (with Marta Sanz-Solé)
File.pdf
VI - LARGE DEVIATIONS
1. Small perturbations for quasilinear anticipating
stochastic differential equations, International Series of Numerical
Mathematics Birkhaüser Verlag Basel Vol. 102 (1991), p. 149-157
(with D. Nualart and M. Sanz-Solé).
2. Composition of large deviation principles and
applications, Stochastic Analysis : Liber Amicorum for Moshe Zakai,
Academic Press 1991, p. 383-396 (with D. Nualart and M.
Sanz-Solé). File.pdf
3. Large deviations for a class of anticipating
stochastic differential equations, The Annals of Probability 20
(1992), p. 1902-1931, (with D. Nualart and M. Sanz-Solé). File.dvi
4. Varadhan estimates for the density of the
solution to a parabolic stochastic partial differential equation,
Stochastic Processes and their Applications, Proceedings of the fifth
Gregynog Symposium, World Scientific (1996), p. 330-342 (with M.
Sanz-Solé). File.pdf
5. Uniform large deviations for parabolic SPDEs
and
applications, Stochastic Processes and their Applications 72
(1997),
p. 161-186 (with F. Chenal) File.pdf.
6. Large Deviations for Stochastic flows and
anticipating SDEs in Besov-Orlicz spaces, Stochastics and
Stochastic Reports 63 (1998), p. 267-302, (with M. Mellouk). File.pdf
9. Large deviations for the Boussinesq equation under random influences,
Stochastic Processes and their Applications 119-6, p. 2052-2081 (with J. Duan).
doi:10.1016/j.spa.2008.10.004
See also the author's file File.pdf
10. Stochastic 2D
hydrodynamical type systems: Well posedness and large deviations,
Applied Mathematics and Optimization , 61-3 (2010), p. 379-420 doi 10.1007/s00245-009-9091-z
(with I. Chueshov). See also the author's file File.pdf
11. Large deviation principle and inviscid shell models, Electronic Journal of Probability Vol. 14 Paper 89 (2009), p. 2581-2579 (with H. Bessaih)
Link EJP
12. Inviscid large deviations principle and the 2D Navier Stokes equation with a free boundary condition, hal-0053662 and arXiv : 1011.4351 (with H. Bessaih) submitted for publication.
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VII - SUPPORT THEOREMS
- 1. Support theorems for a class of anticipating
stochastic differential equations, Stochastics and Stochastics Reports 39
(1992), p. 1-24 (with D. Nualart). File.dvi
- 2. Un théorème de support pour une
équation aux dérivées partielles stochastiques
hyperbolique, C. R. Acad. Sc. Paris, Série I, t. 315 (1992), p. 615-618 (with
M. Sanz-Solé).
- 3. On the support of a Skorohod anticipating
stochastic differential equation, Barcelona Seminar on Stochastic
Analysis, Progress in Probability Vol. 32, p. 103-131, Birkhaüser
Verlag, Basel (1993) (with M. Sanz-Solé). File.pdf
- 4. The support of the solution to a hyperbolic
SPDE, Probability Theory and Related Fields 98 (1994), p.
361-387 (with M. Sanz-Solé)
File.dvi
- 5. A simple proof of the support theorem for
diffusion processes, Séminaire de Probabilités XXVIII
(1994), Lecture Notes in Mathematics 1583, p. 36-48 (with M.
Sanz-Solé). File.dvi
- 6. Approximation and support theorem in
Hölder
norm for parabolic stochastic partial differential equations, The
Annals of Probability 23 (1995), p. 178-222 (with V. Bally and M.
Sanz-Solé). File.dvi
- 7. Approximation and support theorem for a
two-space dimensional wave equation, Bernoulli 6 (5) (2000), p.
887-915 (with
M. Sanz-Solé). File.pdf
- 8. A support theorem for a generalized Burgers
equation, Potential Analysis 15 (2001), p. 361-408 (with C.
Cardon-Weber). File.pdf
9. Stochastic 2D Hydrodynamical systems: support theorem, Stochastic Analysis ans Applications , 29-4 (2011), p. 570-611 (with I. Chueshov).
File.pdf
VIII - EXISTENCE, REGULARITY AND DISCRETIZATION OF SOLUTIONS TO STOCHASTIC PDEs
- 1. A stochastic wave equation in two space dimension:
smoothness of the law, The Annals of Probability 27 (1999), p.
803-844 (with
M. Sanz-Solé). File.pdf
- 2. On a stochastic wave equation in two space
dimension: regularity of the solution and its density, Stochastic
Processes and their Applications 86 (2000), p. 141-162 (with P.L.
Morien). File.pdf
- 3. On a non linear stochastic wave equation in
the plane: existence and uniqueness of the solution, The Annals of
Applied Probability 11 (2001), p. 922-951 (with P.-L.
Morien). File.pdf
- 4. On strongly Petrovskii's parabolic SPDEs in
arbitrary dimension and application to the stochastic Cahn-Hilliard
equation, Journal of
Theoretical Probability
17-1 (2004), p. 1-49 (with C. Cardon-Weber). File.pdf
- Vous pouvez voir le résumé sur le site Kluwer
- 5. On implicit and explicit discretization schemes for
parabolic SPDEs in any dimension, Stochastic Processes and their Applications
115-7 (2005),
p. 1073-1106
(with P.L. Morien). File.pdf
- 6. On discretization schemes for stochastic
evolution equations, Potential
Analysis Vol. 23 (2005), p. 99-134 (with I.
Gyöngy). File.pdf
- 7. Rate of Convergence of Implicit Approximations for stochastic evolution equations,
Stochastic Differential Equations: Theory and Applications A volume in
Honor of Professor Boris L. Rosovskii, Interdisciplinary Mathematical
Sciences, Vol 2 World Scientific (2007), p. 281-310 (with
I. Gyöngy) File.pdf
- 8. Rate of Convergence of Space Time
Approximations for stochastic evolution equations, Potential Analysis Vl. 30-1 (2009), p. 29-64
DOI 10.1007/s11118-008-9105-5
. See also the author's file File.pdf
- 9. On the splitting method for some complex-valued quasilinear evolution equations, Proceedings of the 9th workshop on stochastic analysis and related fields. A conference in honor of S.A.S. Ustunel for his 60th birtday (2010) Springer 2011, to appear, (with Z. Brzezniak), hal.00555063 and arXiv:1101.2315.
