Dissertations / Theses on the topic 'Espaces de Wiener'
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Wu, Li Ming. "Semigroupes markoviens sur les espaces de wiener et de poisson." Paris 6, 1987. http://www.theses.fr/1987PA066222.
Full textLi, Mingwu. "Semigroupes markoviens sur les espaces de Wiener et de Poisson." Grenoble 2 : ANRT, 1987. http://catalogue.bnf.fr/ark:/12148/cb37610829h.
Full textGaunard, Frédéric. "Problèmes d’interpolation dans les espaces de Paley-Wiener et applications en théorie du contrôle." Thesis, Bordeaux 1, 2011. http://www.theses.fr/2011BOR14371/document.
Full textWe study interpolation problems in spaces of analytic functions and in particular in Paley-Wiener spaces.We show that the restriction operator associated to some N-Carleson sequence is an isomorphism between the Paley-Wiener space and a certain space of sequences (contructed with the help of divided differences) if and only if the sequence satisfies some conditions, in particular the Muckenhoupt condition. This result is a generalization of a theorem of Lyubarskii and Seip obtained in 1997.We also show that every minimal sequence in PW such that the intersection with every half-plane satisfies the Carleson condition is actually an interpolating sequence in every “bigger” space in the sense of the exponential type. This result can be extended to weighted interpolation and has an application in Control Theory
Abouelaz, Ahmed. "Les théorèmes de Paley-Wiener pour certains produits semi-directs de groupes et applications." Nice, 1988. http://www.theses.fr/1988NICE4169.
Full textNolot, Vincent. "Convexités et problèmes de transport optimal sur l'espace de Wiener." Phd thesis, Université de Bourgogne, 2013. http://tel.archives-ouvertes.fr/tel-00932092.
Full textPetkova, Violeta. "Multiplicateurs sur les espaces de Banach de fonctions sur un groupe localement compact abélien." Phd thesis, Université Sciences et Technologies - Bordeaux I, 2005. http://tel.archives-ouvertes.fr/tel-00011714.
Full textBouziane, Taoufik. "Espace géodésique, orthogonalité entre géodésiques et non existence des points focaux dans les espaces de Hadamard : processus stochastiques à valeurs dans un complexe simplicial : mouvement isotropique, mesure de Wiener et mouvement brownien." Lille 1, 2003. https://pepite-depot.univ-lille.fr/RESTREINT/Th_Num/2003/50376-2003-29.pdf.
Full textSouza, Maria Luisa Cardoso. "Isometria entre espaços de Wiener abstratos." [s.n.], 2001. http://repositorio.unicamp.br/jspui/handle/REPOSIP/306290.
Full textDissertação (mestrado) - Universidade Estadual de Campinas, Instituto de Matematica, Estatistica e Computação Cientifica
Made available in DSpace on 2018-07-31T18:00:12Z (GMT). No. of bitstreams: 1 Souza_MariaLuisaCardoso_M.pdf: 1693258 bytes, checksum: b584d9a0fa10832ad7bcf792cec1809e (MD5) Previous issue date: 2001
Resumo: O objetivo deste trabalho é construir um isomorfismo de espaços de Wiener abstratos (A WS) entre o espaço de Wiener canônico dado pelas trajetórias do movimento browniano (i, BeM, Co[O,I]) e um espaço de Wiener abstrato (i, h. V), definido sobre um espaço vetorial normado dado por um subconjunto do espaço de todas as seqüências de números reais. Além disso, apresentamos uma generalização da construção feita por Paul Lévy da medida de Wiener no espaço de funções contínuas Co[O,I]. Mais precisamente, Paul Lévy construiu a medida de Wiener a partir da integral do sistema ortonormal completo de Haar. No nosso trabalho, tomamos a integral de uma base ortonormal qualquer de L2 ([0,1], B([O,I], m), onde B([O,I] é a a-álgebra de Borel do intervalo [0,1] e m é a medida de Lebesgue
Abstract: In this monograph we construct an isomorphism of abstract Wiener space (A WS) between the canonical Wiener space given by the trajectories of the Brownian motion (i, BeM, Co[O,I]) and the A WS (i, lz, V) defined over a normed vector space given by a subset ofthe space ofsequences ofreal numbers. Moreover, we present a generalization of Paul Levy's Wiener measure in the space of continuous functions Co[O,I]. Precisely, he constructed the Wiener measure from a series of gaussian random variables multiplied by the Haar orthonormal basis of L 2 ([0,1], B([O,I], m), where B([O,I] is the Borel a-algebra in the interval [0,1] and m is the Lebesgue measure, we extend this method to a general orthonormal basis ofthis Hilbert space
Mestrado
Mestre em Matemática
Gosselin, Pierre. "Espace de Wiener et théorie bidimensionnelle des champs." Université Louis Pasteur (Strasbourg) (1971-2008), 1996. http://www.theses.fr/1996STR13226.
Full textMastrolia, Thibaut. "Une étude de la régularité de solutions d'EDS Rétrogrades et de leurs utilisations en finance." Thesis, Paris 9, 2015. http://www.theses.fr/2015PA090066.
Full textIn the first part of this PhD thesis, we give conditions on the parameters of Lipschitz and quadratic growth BSDEs such that the laws of the components Y and Z of the solutions to such BSDEs admit densities with respect to the Lebesgue measure. We then provide conditions on the parameters of non-Markovian Lipschitz or quadratic growth BSDEs such that the components Y and Z of their solutions are Malliavin differentiable. We obtain these conditions by applying a new characterization of the Malliavin differentiability, as an Lp convergence criterion of difference quotients. This result provide also a new characterization of the Malliavin-Sobolev spaces that we study in detail. To finish this first theoretical part, we provide conditions ensuring that solutions of non-Markovian stochastic-Lipschitz BSDEs are Malliavin differentiable by applying the characterization of the Malliavin differentiability obtained. We then analyse the existence of densities for the laws of the components of solutions to such BSDEs and we apply our result to a model of gene expression. In the second part of this thesis, we investigate financial problems dealing with BSDEs. We first solve a utility maximization problem with a random horizon, characterized by an exogenous default time. We reduce it to the analysis of a specific BSDE, which we call BSDE with singular coefficients, when the default time is assumed to be bounded. We give conditions ensuring the existence and the uniqueness of solutions to such BSDE and we illustrate our results by numerical simulations. Then, we solve a Principal/Agent problem with ambiguity, in which the "Nature" impacts both the utilities of the Agent and the Principal, charaterized by sets of probability measures which modify the volatility
Goldman, Michael. "Quelques applications des fonctions a variation bornée en dimension finie et infinie." Phd thesis, Ecole Polytechnique X, 2011. http://tel.archives-ouvertes.fr/tel-00650401.
Full textGoldman, Michael. "Quelques applications des fonctions a variation bornée en dimension finie et infinie." Phd thesis, Palaiseau, Ecole polytechnique, 2011. https://theses.hal.science/docs/00/65/04/01/PDF/these_michaelv2.pdf.
Full textThe aim of this thesis is to investigate some applications of the functions of bounded variation and sets of finite perimeter. We mainly focus on applications in image processing, geometry and infinite dimensional analysis. We study first a Primal-Dual method proposed by Appleton and Talbot for solving some imaging problems. We give a new interpretation of this method which leads to a better mathematical understanding. This enables us for example to prove the convergence of the method and give new a posteriori estimates which are very important for numerical use. We then consider the problem of prescribed mean curvature surfaces in periodic environment. Using the theory of sets of finite perimeter, we prove existence of compact approximated solutions to this problem. We also study the asymptotic behavior of these solutions when their volume goes to infinity. The last two parts of the thesis are devoted to the study of some geometric problems in Wiener spaces. Studying on the one hand, the relationship between symmetrization, semi-continuity and isoperimetric inequalities, we compute the relaxation of the perimeter in this infinite dimensional setting and give an elliptic approximation of this lower semicontinuous envelope. On the other hand, we show convexity of the minimizers for some variational problems in Wiener spaces. One of the main ingredients in this study is the generalization of representations formulas for integral functionals in this setting
Hartmann, Kevin. "Calcul variationnel sur l'espace de Wiener." Electronic Thesis or Diss., Paris, ENST, 2016. http://www.theses.fr/2016ENST0049.
Full textThis work aims at extending the classical variational formulation of the logarithm of the expectation of e −f with respect to the Wiener measure to more general measures. First we give a sufficient criteria for functions to be strongly differentiable over the Cameron-Martin space. Then we extend the variational formulation to the case of the image measure of a diffusion, and we use this example to generalize the variational formulation to a wide set of measures, while reducing the integrability hypothesis over f and obtaining new results concerning stochastic invertibility and existence of strong solutions of stochastic differential equations. Finally, we extend once more this formulation by considering conditional expectations with respect to the same set of measures
Santos, Dorabella Martins da Silva. "Operadores de Wiener-Hopf, factorizações e teoria da realização." Master's thesis, Universidade de Aveiro, 2002. http://hdl.handle.net/10773/13037.
Full textNa presente dissertação é feito um estudo dos operadores de Wiener-Hopf abstractos, em espaços de Banach, e de algumas técnicas de factorização associadas. Estas factorizações permitem deduzir diversas propriedades relativas às eventuais soluções de um largo conjunto de equações integrais e, em especial, das equações integrais de Wiener-Hopf, que foi o ponto de partida de Norbert Wiener e Eberhard Hopf na descoberta dos processos de factorização. Estes processos vêm, ainda, permitir a ligação do estudo das equações integrais de Wiener-Hopf com o estudo das realizações racionais e, assim estabelecer uma ligação entre as factorizações de Wiener-Hopf e a teoria da realização. De facto, se uma equação integral de Wiener-Hopf admitir símbolo racional, este pode tomar a forma de uma realização racional e, assim, pode-se proceder a factorizações conhecidas no seio da teoria da realização, de modo a se alcançar a solução. Neste âmbito, tanto perspectivas gerais como exemplos concretos são apresentados na presente dissertação que não contém resultados matemáticos originais.
In the present dissertation, a study of Wiener-Hopf abstract operators, in Banach spaces, and of some associated factorization techniques is performed. These factorizations allow the inference of several properties concerning eventual solutions of an extensive set of integral equations and, especially, of the Wiener-Hopf integral equations, which was the starting point for Norbert Wiener and Eberhard Hopf in the discovery of the factorization processes. Additionally, these processes allow the connection between the study of Wiener-Hopf integral equations and the study of rational realizations establishing, in this manner, a connection between Wiener-Hopf factorizations and the realization theory. In fact, if a certain Wiener-Hopf integral equation admits a rational symbol, the latter can be presented by a rational realization and, hence, one can proceed with the factorizations known in the context of the realization theory and, therefore, attain the solution. In this context, general perspectives, as well as, concrete examples are presented in the current dissertation, which does not contain original mathematical results.
Simões, Alberto Manuel Tavares. "Relações matriciais e invertibilidade de operadores do tipo de convolução em espaços de Lebesgue." Master's thesis, Universidade de Aveiro, 2004. http://hdl.handle.net/10773/16664.
Full textNa presente dissertação é realizado um estudo dos operadores do tipo de convolução actuando entre espaços de Lebesgue no que diz respeito às suas ligações a operadores de Wiener-Hopf. Considerando a relação de equivalência após extensão entre estes dois tipos de operadores, são analisadas propriedades de invertibilidade, nomeadamente, no que toca à existência e representação de inversos (generalizados). Com base na construção de relações daquele tipo, estabelecem-se várias ligações entre os inversos (generalizados) de ambos os operadores. Particular relevância é dada ao caso em que o operador do tipo de convolução é definido entre espaços de Lebesgue num intervalo limitado. Considere-se, adicionalmente, a generalização do caso anterior para a união finita de vários intervalos limitados e não limitados. Finalizamos o estudo apresentando, para uma classe de operadores do tipo de convolução, condições necessárias e suficientes, para a sua invertibilidade. Adicionalmente, sob essas condições, é obtido o inverso dos operadores.
In the present dissertation, is performed a study of convolution type operators acting between Lebesgue spaces in view of its connections with Wiener-Hopf operators. Considering the equivalence after extension relation between these two kinds of operators, their invertibility properties are analysed. Namely, in what concerns the existence and representation of (generalized) inverses. Based on the constrution of relations of the above type, several links between the (generalized) inverse of both operators are also obtained. Particular relevance is devoted to the case where the convolution type operator is defined between Lebesgue spaces on a finite interval. In addition, it is also cosidered the generalization of the previous case to the situation of a finite union of several finite and non-finite intervals. We finish the study by presenting, for a class of convolution type operators, necessary and sufficient conditions for their invertibility. Additionally, under these conditions, the inverse of the operators is obtained.
Vives, i. Santa Eulàlia Josep 1963. "Càlcul de variacions estocàstic en els espais de Wiener i de Poisson: aplicació a la regularitat del suprem i del temps local." Doctoral thesis, Universitat de Barcelona, 1994. http://hdl.handle.net/10803/1564.
Full textAl segon capítol s'estableix un càlcul estocàstic en l'espai de Poisson. Als darrers anys s'han realitzar diverses aproximacions al problema. L'aproximació que aquí presentem es basa en l'estructura d'espai de Fock; en concret, es fa una interpretació dels operadors de creació i d'anihilació intrínseca en l'espai de Possion, així com una fòrmula d'integració per parts.
Al capítol tercer, s'aplica el càlcul estocàstic de variacions segons el punt de vista de Milliavin a l'estudi de la continuïtat absoluta de la "llei del màxim" d'un procés continu. S'obtenen resultats que milloren els resultats clàssics.
Per últim, al capítol quart, i seguint el punt de vista de Watanabe del càlcul estocàstic de variacions, s'estudia la regularitat del temps local browmnià com a funcional sobre l'espai de Wiener. En particular, s'analitza a quins espais de Sobolev D-alfa-P pertany, per la qual cosa s'estudia previament la regularitat de funcionals generalitzats com a Delta X(W(H)). Els resultats obtinguts milloren els coneguts fins al moment.
El trabajo de investigación que recoge la presente memoria se enmarca en el cálculo de variaciones estocástico y en el cálculo estocástico anticipativo. La memoria se divide en cuatro capítulos. En el primero, de preliminares, se introducen el concepto de espacio gaussiano y la propiedad esencial de descomposición ortogonal de los funcionales de cuadrado integrable sobre el espacio gaussiano. Para generalizar este resultado se introduce la estructura de espacio de Fock, que es la estructura algebraica subyacente a todo espacio descomponible en suma de subespacios ortogonales. Por otro lado, se introducen en este marco los operadores de creación y anihilación, que generalizan los operadores gradiente y integral de Skorohod sobre el espacio de Wiener.
En el segundo capitulo se establece un cálculo estocástico en el espacio de Poisson. En los últimos años se han realizado distintas aproximaciones al problema. Esta aproximación se basa en la estructura de espacio de Fock. En particular se da una interpretación de los operadores de creación y anihilación intrínseca en el espacio de Poisson, así como una fórmula de integración por partes.
En el tercer capitulo se aplica el calculo de variaciones estocástico según el punto de vista de Malliavin al estudio de la continuidad absoluta de la ley del máximo de un proceso continuo. Se obtienen resultados que mejoran los resultados clásicos.
Finalmente en el cuarto capitulo, siguiendo el punto de vista de Watanabe del cálculo de variaciones estocástico, se estudia la regularidad del tiempo local browniano como funcional sobre el espacio de Wiener. En concreto, se analiza a qué espacios de Sobolev D-Alfa-P Pertenece.
Para ello se estudia previamente la regularidad de funcionales generalizados como Delta X(W(H)). Los resultados obtenidos mejoran los conocidos hasta el momento.
Frédéric, Gaunard. "Problèmes d'Interpolation dans les Espaces de Paley-Wiener et Applications en Théorie du Contrôle." Phd thesis, 2011. http://www.theses.fr/2011BOR14371.
Full text"Isometria entre espaços de Wiener abstratos." Tese, Biblioteca Digital da Unicamp, 2001. http://libdigi.unicamp.br/document/?code=vtls000238400.
Full textLisboa, Afonso Eurico Correia de Freitas de. "Contribuição para o estudo da biodiversidade de Espaços Verdes Urbanos e Hortas Comunitárias: Caso de estudo da Freguesia de Parede/Carcavelos." Master's thesis, 2016. http://hdl.handle.net/10362/20327.
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