We propose a probabilistic interpretation of a class of reversible communicating processes. The rate of forward and backward computing steps, instead of being given explicitly, is derived from a set of formal energy parameters. This is similar to the Metropolis-Hastings algorithm. We find a lower bound on energy costs which guarantees that a process converges to a probabilistic equilibrium stat...

In this Note, assuming that the generator is uniform Lipschitz in the unknown variables, we relate the solution of a one dimensional backward stochastic differential equation with the value process of a stochastic differential game. Under a domination condition, an Fconsistent evaluations is also related to a stochastic differential game. This relation comes out of a min-max representation for ...

The notion of compensation is widely used in advanced transaction models as means of recovery from a failure. Similar concepts are adopted for providing ‘‘transactionlike’’ behaviour for long business processes supported by workflows technology. In general, it is not trivial to design compensating tasks for tasks in the context of a workflow. Actually, a task in a workflow process does not have...

This paper presents the SATIS project, which aims at providing to final users the capability to capitalise their know-how about how to search for web services to operationalise business processes. In SATIS, search procedures are elicited through intentions and strategies from which queries dedicated to search for web services are derived. We rely on semantic web models and languages in order to...

The Beltrami diffusion-type process, reformulated for the purpose of image processing, is generalized to an adaptive forward-andbackward process and applied in localized image features’ enhancement and denoising. Images are considered as manifolds, embedded in higher dimensional feature-spaces that incorporate image attributes and features such as edges, color, texture, orientation and convexit...

In the first part, we consider general singular control problems for random fields given by a stochastic partial differential equation (SPDE). We show that under some conditions the optimal singular control can be identified with the solution of a coupled system of SPDE and a kind of reflected backward SPDE (RBSPDE).In the second part, existence and uniqueness of solutions of RBSPDEs are establ...

Visual masking typically occurs when mask and target are separated in time by less than 100 ms, and the form of this interaction might be expected to depend on the latency of the target and mask signals. We track psychophysically the time course of signals from the two colouropponent channels by using forward and backward masking, in which mask and target each stimulate only one colour channel....

Asymptotic fluctuation theorems are statements of a Gallavotti-Cohen symmetry in the rate function of the time-averaged entropy production or heat dissipation of a process. Such theorems have been proved for various general classes of continuous-time deterministic and stochastic processes, but always under the assumption that the forces driving the system are time independent, and often relying...

We study reflected solutions of one-dimensional backward doubly stochastic differential equations (BDSDEs in short). The “reflected” keeps the solution above a given stochastic process. We get the uniqueness and existence by penalization. For the existence of backward stochastic integral, our proof is different from [KKPPQ] slightly. We also obtain a comparison theorem for reflected BDSDEs. At ...

We generalize the algorithm for semi-linear parabolic PDEs in Henry-Labordère [11] to the non-Markovian case for a class of Backward SDEs (BSDEs). By simulating the branching process, the algorithm does not need any backward regression. To prove that the numerical algorithm converges to the solution of BSDEs, we use the notion of viscosity solution of path dependent PDEs introduced by Ekren, Ke...