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35 results on '"Raynaud De Fitte, Paul"'

1. Sweeping Processes Perturbed by Rough Signals

Author

Castaing, Charles, Marie, Nicolas, Raynaud de Fitte, Paul, Morel, Jean-Michel, Editor-in-Chief, Teissier, Bernard, Editor-in-Chief, Baur, Karin, Series Editor, Brion, Michel, Series Editor, Figalli, Alessio, Series Editor, Huber, Annette, Series Editor, Khoshnevisan, Davar, Series Editor, Kontoyiannis, Ioannis, Series Editor, Kunoth, Angela, Series Editor, Székelyhidi, László, Series Editor, Mézard, Ariane, Series Editor, Podolskij, Mark, Series Editor, Serfaty, Sylvia, Series Editor, Vezzosi, Gabriele, Series Editor, Wienhard, Anna, Series Editor, Donati-Martin, Catherine, editor, Lejay, Antoine, editor, and Rouault, Alain, editor

Published
2022
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8. Some variational convergence results for a class of evolution inclusions of second order using Young measures

Author

Castaing, Chales, Raynaud de Fitte, Paul, Salvadori, Anna, Kusuoka, Shigeo, editor, Yamazaki, Akira, editor, Anderson, Robert, editor, Castaing, Charles, editor, Clarke, Frank H., editor, Debreu, Gérard, editor, Dierker, Egbert, editor, Duffie, Darrell, editor, Evans, Lawrence C., editor, Fujimoto, Takao, editor, Grandmont, Jean-Michel, editor, Hirano, Norimichi, editor, Hurwicz, Leonid, editor, Ichiishi, Tatsuro, editor, Ioffe, Alexander, editor, Iwamoto, Seiichi, editor, Kamiya, Kazuya, editor, Kawamata, Kunio, editor, Kikuchi, Norio, editor, Matano, Hiroshi, editor, Nishimura, Kazuo, editor, Richter, Marcel K., editor, Takahashi, Yoichiro, editor, Valadier, Michel, editor, Maruyama, Toru, editor, and Yano, Makoto, editor

Published
2005
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11. \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document} $$\mathfrak{S}$$ \end{document}-Uniform Scalar Integrability and Strong Laws of Large Numbers for Pettis Integrable Functions with Values in a Separable Locally Convex Space

Author

Castaing, Charles and Raynaud de Fitte, Paul

Published
2000
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14. Almost periodic and periodic solutions of differential equations driven by the fractional Brownian motion with statistical application.

Author

Marie, Nicolas and Raynaud De Fitte, Paul

Subjects
*WIENER processes, *BROWNIAN motion, *FRACTIONAL differential equations, *RANDOM dynamical systems, *STOCHASTIC differential equations
Abstract

We show that the unique solution to a semilinear stochastic differential equation with almost periodic coefficients driven by a fractional Brownian motion is almost periodic in a sense related to random dynamical systems. This type of almost periodicity allows for the construction of a consistent estimator of the drift parameter in the almost periodic and periodic cases. [ABSTRACT FROM AUTHOR]

Published
2021
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15. Almost periodicity and periodicity for nonautonomous random dynamical systems.

Author

Raynaud de Fitte, Paul

Subjects
*RANDOM dynamical systems, *STOCHASTIC differential equations, *DIFFERENTIABLE dynamical systems, *STOCHASTIC processes, *STOCHASTIC partial differential equations
Abstract

We present a notion of almost periodicity which can be applied to random dynamical systems as well as almost periodic stochastic differential equations in Hilbert spaces (abstract stochastic partial differential equations). This concept allows for improvements of known results of almost periodicity in distribution, for general random processes and for solutions to stochastic differential equations. [ABSTRACT FROM AUTHOR]

Published
2021
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17. Sweeping Processes Perturbed by Rough Signals

Author

Castaing , Charles, Marie , Nicolas, Raynaud De Fitte , Paul, Université de Montpellier ( UM ), Modélisation aléatoire de Paris X ( MODAL'X ), Université Paris Nanterre ( UPN ), ESME Sudria [Paris], Laboratoire de Mathématiques Raphaël Salem ( LMRS ), Université de Rouen Normandie ( UNIROUEN ), and Normandie Université ( NU ) -Normandie Université ( NU ) -Centre National de la Recherche Scientifique ( CNRS )

Subjects
Mathematics::Probability, Probability (math.PR), FOS: Mathematics, [ MATH.MATH-PR ] Mathematics [math]/Probability [math.PR], 34H05, 34K35, 60H10, Mathematics - Probability
Abstract

This paper deals with the existence, the uniqueness and an approximation scheme of the solution to sweeping processes perturbed by a continuous signal of finite $p$-variation with $p\in [1,3[$. It covers pathwise stochastic noises directed by a fractional Brownian motion of Hurst parameter greater than $1/3$., Comment: 27 pages

Published
2017
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19. A Skorokhod problem governed by a closed convex moving set

Author

Castaing, Charles, Monteiro Marques, Manuel, Raynaud de Fitte, Paul, CMAF, Centro de Matemática e Aplicações Fundamentais (CMAF), Universidade de Lisboa (ULISBOA)-Universidade de Lisboa (ULISBOA), Laboratoire de Mathématiques Raphaël Salem (LMRS), Université de Rouen Normandie (UNIROUEN), and Normandie Université (NU)-Normandie Université (NU)-Centre National de la Recherche Scientifique (CNRS)

Subjects
martingale solution, Mathematics::Probability, Skorokhod problem, sweeping process, normal cone, bounded variation, differential measure, stochastic differential equation, [MATH]Mathematics [math], MSC 34A60 (49J45 49J52 60G40 60H10), Young measure
Abstract

International audience; We present several results in Skorokhod problems governed by a sweeping process with application to a Skorokhod differential equation in both deterministic and stochastic cases. In particular, we study a Skorokhod evolution inclusion involving the normal cone of a closed convex moving set with nonempty interior via Young measures.

Published
2016

20. Autour de la notion de mesure

Author

Raynaud de Fitte, Paul, Laboratoire de Mathématiques Raphaël Salem (LMRS), Université de Rouen Normandie (UNIROUEN), Normandie Université (NU)-Normandie Université (NU)-Centre National de la Recherche Scientifique (CNRS), Université de Rouen, France, Claude Dellacherie, and Raynaud de Fitte, Paul

Subjects
[MATH.MATH-PR]Mathematics [math]/Probability [math.PR], [MATH.MATH-PR] Mathematics [math]/Probability [math.PR], loi forte des grands nombres, mesures de Young, Young measures, Strong law of large numbers
Published
2004

21. Young measures on topological spaces. With applications in control theory and probability theory

Author

Castaing, Charles, Raynaud de Fitte, Paul, Valadier, Michel, Laboratoire de Mathématiques Raphaël Salem (LMRS), Université de Rouen Normandie (UNIROUEN), Normandie Université (NU)-Normandie Université (NU)-Centre National de la Recherche Scientifique (CNRS), and Raynaud de Fitte, Paul

Subjects
[MATH.MATH-PR]Mathematics [math]/Probability [math.PR], [MATH.MATH-PR] Mathematics [math]/Probability [math.PR], [MATH.MATH-FA] Mathematics [math]/Functional Analysis [math.FA], [MATH.MATH-FA]Mathematics [math]/Functional Analysis [math.FA], ComputingMilieux_MISCELLANEOUS
Abstract

International audience

Published
2004

22. Compactness criteria for the stable topology

Author

Raynaud de Fitte, Paul, Laboratoire de Mathématiques Raphaël Salem (LMRS), Université de Rouen Normandie (UNIROUEN), Normandie Université (NU)-Normandie Université (NU)-Centre National de la Recherche Scientifique (CNRS), and Raynaud de Fitte, Paul

Subjects
[MATH.MATH-PR]Mathematics [math]/Probability [math.PR], [MATH.MATH-PR] Mathematics [math]/Probability [math.PR], narrow topology, Young measures, [MATH.MATH-FA] Mathematics [math]/Functional Analysis [math.FA], [MATH.MATH-FA]Mathematics [math]/Functional Analysis [math.FA], stable convergence, semicontinuity theorem
Abstract

International audience; Adapting a general result of Topsøe, we prove a compactness criterion for the stable topology on the set of measures on the product of a measurable space and a Suslin (nonnecessarily regular) topological space. We also extend a compactness criterion of Jacod and Mémin and we apply these results to the case of Young measures

Published
2003

23. Law of large numbers and ergodic theorem for convex weak star compact valued Gelfand-integrable mappings

Author

Castaing, Charles, Raynaud de Fitte, Paul, Laboratoire de Mathématiques Raphaël Salem (LMRS), Université de Rouen Normandie (UNIROUEN), and Normandie Université (NU)-Normandie Université (NU)-Centre National de la Recherche Scientifique (CNRS)

Subjects
Haar measure, [MATH.MATH-PR]Mathematics [math]/Probability [math.PR], locally Lipschitzean, Conditional expectation, law of large numbers, generalized directional derivative, subdifferential, MSC 60F15 (60B12), ergodic
Abstract

International audience; We prove several results in the integration of convex weak star (resp.~norm compact) valued random sets with application to weak star Kuratowski convergence in the law of largenumbers for convex norm compact valued Gelfand-integrable mappings in the dual of a separable Banach space. We also establish several weak star Kuratowski convergence in the law of large numbers and ergodic theorem involving the subdifferential operators of Lipschitzean functions defined on a separable Banach space, and also provide an application to a closure type result arisen in evolution inclusions.

Published
2013

24. Law of large numbers and ergodic theorem for convex weak star compact valued Gelfand-integrable mappings

Author

Dedecker, Jérôme, Prieur, Clémentine, Raynaud de Fitte, Paul, Laboratoire de Statistique Théorique et Appliquée (LSTA), Université Pierre et Marie Curie - Paris 6 (UPMC), Laboratoire de Statistique et Probabilite (LSP) Universite de Toulouse III (Paul Sabatier) Toulouse, Laboratoire de Statistique et Probabilités (LSP), Centre National de la Recherche Scientifique (CNRS)-Université Toulouse III - Paul Sabatier (UT3), Université Fédérale Toulouse Midi-Pyrénées-Université Fédérale Toulouse Midi-Pyrénées-Institut National des Sciences Appliquées - Toulouse (INSA Toulouse), Institut National des Sciences Appliquées (INSA)-Institut National des Sciences Appliquées (INSA)-Centre National de la Recherche Scientifique (CNRS)-Université Toulouse III - Paul Sabatier (UT3), Institut National des Sciences Appliquées (INSA)-Institut National des Sciences Appliquées (INSA), Laboratoire de Mathématiques Raphaël Salem (LMRS), Université de Rouen Normandie (UNIROUEN), Normandie Université (NU)-Normandie Université (NU)-Centre National de la Recherche Scientifique (CNRS), Université Pierre et Marie Curie - Paris 6 (UPMC)-Centre National de la Recherche Scientifique (CNRS), Institut National des Sciences Appliquées - Toulouse (INSA Toulouse), Institut National des Sciences Appliquées (INSA)-Université de Toulouse (UT)-Institut National des Sciences Appliquées (INSA)-Université de Toulouse (UT)-Université Toulouse III - Paul Sabatier (UT3), and Université de Toulouse (UT)-Centre National de la Recherche Scientifique (CNRS)

Subjects
Discrete mathematics, Haar measure, Conditional expectation, 010102 general mathematics, Banach space, law of large numbers, subdifferential, Subderivative, 16. Peace & justice, Kuratowski convergence, 01 natural sciences, Separable space, ergodic, [MATH.MATH-PR]Mathematics [math]/Probability [math.PR], 010104 statistics & probability, locally Lipschitzean, Law of large numbers, Norm (mathematics), generalized directional derivative, Ergodic theory, MSC 60F15 (60B12), 0101 mathematics, Mathematics
Abstract

International audience; We prove several results in the integration of convex weak star (resp.~norm compact) valued random sets with application to weak star Kuratowski convergence in the law of largenumbers for convex norm compact valued Gelfand-integrable mappings in the dual of a separable Banach space. We also establish several weak star Kuratowski convergence in the law of large numbers and ergodic theorem involving the subdifferential operators of Lipschitzean functions defined on a separable Banach space, and also provide an application to a closure type result arisen in evolution inclusions.

Published
2013

25. On the construction of a stable sequence with given density

Author

Raynaud de Fitte, Paul, Zięba, Wiesław, Laboratoire de Mathématiques Raphaël Salem (LMRS), Université de Rouen Normandie (UNIROUEN), Normandie Université (NU)-Normandie Université (NU)-Centre National de la Recherche Scientifique (CNRS), and Raynaud de Fitte, Paul

Subjects
[MATH.MATH-PR]Mathematics [math]/Probability [math.PR], [MATH.MATH-PR] Mathematics [math]/Probability [math.PR]
Published
2002

26. Counterexamples to mean square almost periodicity of the solutions of some SDEs with almost periodic coefficients

Author

Mellah, Omar, Raynaud de Fitte, Paul, Laboratoire de Mathématiques Raphaël Salem (LMRS), Université de Rouen Normandie (UNIROUEN), Normandie Université (NU)-Normandie Université (NU)-Centre National de la Recherche Scientifique (CNRS), Laboratoire de Mathématiques Pures et Appliquées (LMPA), and Université de Tizi Ouzou

Subjects
Ornstein-Uhlenbeck, AMS 2010: 34C27, 60H25, 34F05, 60H10, lcsh:Mathematics, stochastic evolution equation, Probability (math.PR), semilinear stochastic differential equation, Square-mean almost periodic, lcsh:QA1-939, [MATH.MATH-FA]Mathematics [math]/Functional Analysis [math.FA], almost periodic in distribution, Functional Analysis (math.FA), Mathematics - Functional Analysis, [MATH.MATH-PR]Mathematics [math]/Probability [math.PR], FOS: Mathematics, Mathematics - Probability
Abstract

International audience; We show that, contrarily to what is claimed in some papers, the nontrivial solutions of some stochastic differential equations with almost periodic coefficients are never mean square almost periodic (but they can be almost periodic in distribution).

Published
2012
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27. Some variational convergence results with applications to evolution inclusions

Author

Castaing, Charles, Raynaud de Fitte, Paul, Salvadori, Anna, Laboratoire de Mathématiques Raphaël Salem (LMRS), Université de Rouen Normandie (UNIROUEN), and Normandie Université (NU)-Normandie Université (NU)-Centre National de la Recherche Scientifique (CNRS)

Subjects
viscosity subsolution, [MATH.MATH-PR]Mathematics [math]/Probability [math.PR], relaxed control, subdifferential, proximal analysis, semicontinuity, [MATH.MATH-FA]Mathematics [math]/Functional Analysis [math.FA], ComputingMilieux_MISCELLANEOUS, Young measure, integral functional
Abstract

International audience

Published
2006

28. Some variational convergence results for a class of evolution inclusions of second order using Young measures

Author

Castaing, Charles, Raynaud de Fitte, Paul, Salvadori, Anna, Laboratoire de Mathématiques Raphaël Salem (LMRS), Université de Rouen Normandie (UNIROUEN), and Normandie Université (NU)-Normandie Université (NU)-Centre National de la Recherche Scientifique (CNRS)

Subjects
value function, fiber product, [MATH.MATH-PR]Mathematics [math]/Probability [math.PR], Fatou lemma, second order differential equation, second order differential inclusion, [MATH.MATH-FA]Mathematics [math]/Functional Analysis [math.FA], Young measure
Abstract

International audience; This paper has two main parts. In the first part, we discuss the existence and uniqueness of the $W^ {2, 1}_E$-solution $u_{\mu, \nu}$ of a second order differential equation with two boundary points conditions in a finite dimensional space, governed by controls $\mu,\nu$ which are measures on a compact metric space. We also discuss the dependence on the controls and the variational properties of the value function $V_h(t,\mu) :=\sup_{\nu\in {\mathcal R}} h( u_{\mu, \nu}(t)),$ associated with a bounded lower semicontinuous function $h$. In the second main part, we discuss the limiting behaviour of a sequence of dynamics governed by second order evolution inclusions with two boundary points conditions. We prove that (up to extracted sequences) the solutions stably converge to a Young measure $\nu$ and we show that the limit measure $\nu$ satisfies a Fatou-type lemma in Mathematical Economics with variational-type inclusion property.

Published
2005

29. existence of weak solutions to stochastic inclusions

Author

Jakubowski, Adam, Kamenski, Mikhail, Raynaud de Fitte, Paul, Losada, Marguerite, Laboratoire de Mathématiques Raphaël Salem (LMRS), Université de Rouen Normandie (UNIROUEN), and Normandie Université (NU)-Normandie Université (NU)-Centre National de la Recherche Scientifique (CNRS)

Subjects
[MATH.MATH-PR]Mathematics [math]/Probability [math.PR], [MATH.MATH-PR] Mathematics [math]/Probability [math.PR], solution-measure, semilinear, very good extension, multifunction, semigroup, AMS : 60H10 (34F05 34G25), measure of noncompactness, weak solution, Young measure
Published
2005

30. Parametrized Kantorovich-Rubinstein theorem and application to the coupling of random variables

Author

Dedecker, Jérôme, Prieur, Clémentine, Raynaud de Fitte, Paul, Laboratoire de Statistique Théorique et Appliquée (LSTA), Université Pierre et Marie Curie - Paris 6 (UPMC), Laboratoire de Statistique et Probabilités (LSP), Centre National de la Recherche Scientifique (CNRS)-Université Toulouse III - Paul Sabatier (UT3), Université Fédérale Toulouse Midi-Pyrénées-Université Fédérale Toulouse Midi-Pyrénées-Institut National des Sciences Appliquées - Toulouse (INSA Toulouse), Institut National des Sciences Appliquées (INSA)-Institut National des Sciences Appliquées (INSA), Laboratoire de Mathématiques Raphaël Salem (LMRS), Université de Rouen Normandie (UNIROUEN), Normandie Université (NU)-Normandie Université (NU)-Centre National de la Recherche Scientifique (CNRS), Université Pierre et Marie Curie - Paris 6 (UPMC)-Centre National de la Recherche Scientifique (CNRS), Institut National des Sciences Appliquées - Toulouse (INSA Toulouse), Institut National des Sciences Appliquées (INSA)-Université de Toulouse (UT)-Institut National des Sciences Appliquées (INSA)-Université de Toulouse (UT)-Université Toulouse III - Paul Sabatier (UT3), and Université de Toulouse (UT)-Centre National de la Recherche Scientifique (CNRS)

Subjects
[MATH.MATH-PR]Mathematics [math]/Probability [math.PR], 28C15, MSC 60B05, Probability (math.PR), FOS: Mathematics, Minimal distance, Kantorovich-Rubinstein theorem, Coupling of random variables, Mathematics - Probability
Abstract

We prove a version for random measures of the celebrated Kantorovich-Rubinstein duality theorem and we give an application to the coupling of random variables which extends and unifies known results., date de redaction 22 octobre 2004

Published
2004

32. Deux lois fortes des grands nombres pour des ensembles aléatoires

Author

Raynaud de Fitte, Paul, Laboratoire de Mathématiques Raphaël Salem (LMRS), Université de Rouen Normandie (UNIROUEN), Normandie Université (NU)-Normandie Université (NU)-Centre National de la Recherche Scientifique (CNRS), and Raynaud de Fitte, Paul

Subjects
[MATH.MATH-PR]Mathematics [math]/Probability [math.PR], [MATH.MATH-PR] Mathematics [math]/Probability [math.PR], ComputingMilieux_MISCELLANEOUS
Abstract

International audience

Published
1991

33. S-uniform scalar integrability and strong laws of large numbers for Pettis integrable functions with values in a separable locally convex space

Author

Castaing, Charles, Raynaud de Fitte, Paul, Laboratoire de Mathématiques Raphaël Salem (LMRS), Université de Rouen Normandie (UNIROUEN), and Normandie Université (NU)-Normandie Université (NU)-Centre National de la Recherche Scientifique (CNRS)

Subjects
Skorokhod representation, [MATH.MATH-PR]Mathematics [math]/Probability [math.PR], Mathematics::Functional Analysis, Kantorovich functional, Wasserstein metric, pairwise independent, Pettis, Glivenko--Cantelli, Pettis uniformly integrable, Strong law of large numbers, [MATH.MATH-FA]Mathematics [math]/Functional Analysis [math.FA], Young measure
Abstract

International audience; Generalizing techniques developed by Cuesta and Matran for Bochner integrable random vectors of a separable Banach space, we prove a strong law of large numbers for Pettis integrable random elements of a separable locally convex space $E$. This result may be seen as a compactness result in a suitable topology on the set of Pettis integrable probabilities on $E$.

Published
2000

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