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Yves Le Jan
Researcher at University of Paris-Sud
Publications - 85
Citations - 1917
Yves Le Jan is an academic researcher from University of Paris-Sud. The author has contributed to research in topics: Markov chain & Markov process. The author has an hindex of 20, co-authored 77 publications receiving 1774 citations. Previous affiliations of Yves Le Jan include Institut Universitaire de France & Département de Mathématiques.
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Branching processes in Lévy processes: the exploration process
TL;DR: In this article, the authors show that the path continuity of the exploration process is equivalent to the almost sure extinction of the branching process, and derive the adequate formulation of the classical Ray-Knight theorem for such Levy processes.
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Flows, coalescence and noise
Yves Le Jan,Olivier Raimond +1 more
TL;DR: In this article, a stochastic differential equation (SDE) is used to describe stationary "fluid" random evolutions with independent increments, and it is shown that all solutions of the SDE can be obtained by filtering a coalescing motion with respect to a subnoise containing the Gaussian part of its noise.
Journal ArticleDOI
Flows, coalescence and noise
Yves Le Jan,Olivier Raimond +1 more
TL;DR: In this paper, a stochastic differential equation (SDE) is used to describe stationary "fluid" random evolutions with independent increments, and it is shown that all solutions of the SDE can be obtained by filtering a coalescing motion with respect to a subnoise containing the Gaussian part of its noise.
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Integration of Brownian vector fields
Yves Le Jan,Olivier Raimond +1 more
TL;DR: Using the Wiener chaos decomposition, the authors showed that strong solutions of non-Lipschitzian stochastic differential equations are given by random Markovian kernels.
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On isotropic brownian motions
TL;DR: In this paper, a detailed study of isotropic brownian motion on matrices and brownian flows associated with isotropics gaussian fields is presented, including characteristic exponents, stability, asymptotic behaviour, statistical equilibrium and statistical equilibrium.