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NON-PERTURBATIVE APPROACH TO RANDOM WALK IN MARKOVIAN ENVIRONMENT
Random Walk Random environment CLT Gibbs
2015/9/29
The study of random walk in random evolving environment has attracted much attention lately.
The basic idea is that, due to the time mixing properties of the environment, the CLT should hold
in any ...
A perturbative approach to the reconstruction of the eigenvalue spectrum of a normal covariance matrix from a spherically truncated counterpart
A perturbative approach the reconstruction the eigenvalue spectrum a normal covariance matrix a spherically truncated counterpart
2012/9/18
In this paper we propose a perturbative method for the reconstruction of the covariance matrix of a multinormal distribution, under the assumption that the only available information amounts to the co...
We study the point of transition between complete and incomplete financial models thanks to Dirichlet Forms methods. We apply recent techniques, developped by Bouleau, to hedging procedures in order ...