Geodesic

Volume 17 (2011) no. 2

Sommaire

On the strong uniqueness of a solution to singular stochastic differential equations
p. 1-15
Oracle Wiener filtering of a Gaussian signal
p. 16-24
Stochastically Lipschitzian functions and limit theorems for functionals of shot noise processes
p. 25-34
Asymptotic behaviour of the distribution density of some L\'evy functionals in $\mathbb{ R}^n$
p. 35-54
On pasting together two inhomogeneous diffusion processes on a line with the general Feller-Wentzell conjugation condition
p. 55-70
Poincar\'e inequality and exponential integrability of the hitting times of a Markov process
p. 71-80