112 results on '"Francis Hirsch"'
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2. Applying Itô's motto: 'Look at the infinite dimensional picture' by constructing sheets to obtain processes increasing in the convex order.
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Francis Hirsch, Bernard Roynette, and Marc Yor
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- 2010
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3. Dirichlet Forms and Analysis on Wiener Space
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Nicolas Bouleau, Francis Hirsch
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- 2010
4. Siberigondolella gen. nov., a Boreal Early Triassic lanceolate conodont
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Francis Hirsch, Ali Murat Kiliç, and Mühendislik Fakültesi
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Fen ,Subfamily ,Lineage (genetic) ,biology ,Siberigondolella ,Science ,Gondolellid ,Early Triassic ,Zoology ,biology.organism_classification ,Incertae sedis ,Conodont,Early Triassic,Siberia,Siberigondolella,gondolellid ,Siberia ,Boreal ,Conodont ,Genus ,Animal Science and Zoology - Abstract
Kılıç, Ali Murat (Balikesir Author), In the Lower Triassic, at the time that segminate gondolellid conodonts defined the Tethyan regions, endemic segminiplanate gondolellid conodonts resembling the genus "Neogondolella" dwelled in the northern latitudes. Without the multielement apparatus characteristic of the subfamily Neogondolellinae, these forms are phylogenetically incertae sedis and one lineage was attributed to the genus Siberigondolella gen. nov.
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- 2019
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5. Proteromorphosis in Early Triassic Conodonts
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Ali Murat Kiliç, Jean Guex, and Francis Hirsch
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Extinction event ,Paleontology ,Earth history ,Biochronology ,Early Triassic ,Paleoecology ,Mesozoic ,Geology - Abstract
Herein we emphasise how environment, palaeoecology and palaeobiogeography play key roles in the evolution of organisms. Nineteenth-century ammonoid biochronology led to the definition of the Mesozoic stages. Their beginning and end are bound by the biggest mass extinctions of Earth history. This study deals with the initial Triassic stages that needed a remarkably short biotic recovery time. The Lower Triassic stages, all named after nineteenth-century researchers of the Himalayas, are the Griesbachian, Dienerian, Smithian and Spathian.
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- 2020
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6. Revised middle Triassic stratigraphy of the Swiss Prealps based on conodonts and correlation to the Briançonnais (Western Alps)
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Pablo Plasencia, Aymon Baud, Francis Hirsch, and Sylvain Richoz
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010506 paleontology ,biology ,Carbonate platform ,Geology ,Ladinian ,010502 geochemistry & geophysics ,biology.organism_classification ,01 natural sciences ,Nappe ,chemistry.chemical_compound ,Paleontology ,chemistry ,Breccia ,Carbonate ,Coquina ,Conodont ,0105 earth and related environmental sciences ,Marine transgression - Abstract
The Triassic in the “Medianes rigides” Nappe of the Swiss Prealps, belonging to the Brianconnais realm of the Western Alps, consists of a several hundred meters thick carbonate succession. At the localities Wiriehorn and Rothorn, 650 m above sequence base, the Costatoria goldfussi limestone, a remarkable coquina and widespread transgressive marker bed, yields the key conodont Sephardiella truempyi (HIRSCH), a proxy for the Curionii - lower Gredleri ammonoid Zones (Early Ladinian). This new discovery has deep implications on the age of the different Triassic formations in the Swiss Prealps and for its correlation with other tectonic units. The newly established Pralet Formation in the Swiss Prealps comprises the Balmi Member with the Lower Ladinian Costatoria goldfussi limestone at its base, followed by the dolomitic breccias of the Ladinian Erpilles Member. Below the S. truempyi level, both the mighty platform carbonate sequence of the Wiriehorn Formation in the Swiss Prealps, and of the coeval Champcella Formation in the Brianconnais realm, are reassigned here to the Late Anisian. In our revised correlation, the Costatoria goldfussi limestone corresponds to the main flooding surface (MFS) of the large marine transgression that correlates biostratigraphically the now well dated Upper Muschelkalk transgression in Provence, Sardinia and Spain with the basal Ladinian type locality at Bagolino in the Southern Alps.
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- 2016
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7. Comments on: A review of the evolution, biostratigraphy, provincialism and diversity of Middle and early Late Triassic conodonts
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Aymon Baud, Pablo Plasencia, Francis Hirsch, Milan Sudar, Ana Márquez-Aliaga, Juan Alberto Pérez-Valera, and Ali Murat Kiliç
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010506 paleontology ,Paleontology ,Section (archaeology) ,media_common.quotation_subject ,Biostratigraphy ,010502 geochemistry & geophysics ,01 natural sciences ,Geology ,0105 earth and related environmental sciences ,Diversity (politics) ,media_common - Published
- 2016
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8. Évolution rétrograde de Neospathodus au cours de la crise Permo - Triasique
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Francis Hirsch, Pablo Plasencia, Ali Murat Kiliç, Jean Guex, and Keisuke Ishida
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010506 paleontology ,Lineage (genetic) ,Extinction ,Permian ,biology ,Evolution ,Trias ,Conodonts ,Paleontology ,Évolution ,Proteromorphosis ,010502 geochemistry & geophysics ,biology.organism_classification ,Triassic ,01 natural sciences ,Environmental stress ,Phylogenèse ,Atavism ,Period (geology) ,Conodontes ,Protéromorphose ,Phylogeny ,0105 earth and related environmental sciences - Abstract
The Permian - Triassic evolution of platform conodonts (Gondolellidae) consists mainly in developing the carina and the platform. During the sublethal environmental stress conditions subsequent to the Permian - Triassic extinction, the Wuchiapingian - Griesbachian Clarkina lineage is replaced by the primitive looking platform-lacking Dienerian - Aegean Neospathodus kummeli - Kashmirella timorensis lineage. Moreover, above Jinogondolella denticulata, end of the Capitanian Jinogondolella lineage, “Neospathodus” arcucristatus, an atavistic blade-like homeomorph that lacks a platform, underlies Protoclarkina crofti, of the base of the anagenetic Clarkina lineage. These primitive-looking forms are derived from their immediate ancestors by retrograde evolution, a phenomenon that has been described as proteromorphosis. Such events suggest that proteromorphosis occurs during periods of crisis, with sudden reappearance of homeomorphic forms that are atavistic representatives of the clade. The phenomenon is further substantiated by several additional retrogradations that pace the Triassic, a period prone to such events., L'évolution du Permien au Trias des conodontes à plate-forme (Gondolellidae) consiste principalement en développant la carène et la plate-forme. Pendant la période de stress sous-létal de l'environnement qui suivit l'extinction Permo - Triasique, la lignée de Clarkina Wuchiapingien - Griesbachien est remplacée des la base du Dienerien par la forme primitive démunie de plateforme de Neospathodus kummeli et d'une suite qui termine par Kashmirella timorensis. Plus est, au-dessus de Jinogondolella denticulata, fin de lignée de Jinogondolella du Capitanien apparait "Neospathodus" arcucristatus, forme atavique à lame démunie de plate-forme, sous-jacente à Protoclarkina crofti à la base de la lignée de Clarkina. Ces formes d'aspect primitif sont dérivées de leurs ancêtres immédiats par évolution rétrograde, un phénomène décrit comme protéromorphose. Ces événements suggèrent que la proteromorphose apparait en période de crise, avec réapparition soudaine d'homéomorphes ataviques de la clade. Le phénomène est d'ailleurs corroboré par plusieurs rétrogradations supplémentaires qui rythment le Trias, une période sujette à de tels événements.
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- 2016
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9. The case of the Carnian (Triassic) conodont genus Metapolygnathus Hayashi
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Francis Hirsch, Keisuke Ishida, Pablo Plasencia, and Ali Murat Kiliç
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Type species ,Paleontology ,biology ,Genus ,Phylogenetics ,Side branch ,Lineage (evolution) ,General Earth and Planetary Sciences ,Zoology ,Conodont ,biology.organism_classification ,Biogeosciences - Abstract
Successive evolutionary trends control the genera Paragondolella Mosher and Metapolygnathus Hayashi over the about 20 Ma long Aegean-Tuvalian timespan. In consideration of their evolutionary criteria, these genera have been retained together with Carnepigondolella Kozur and the two new genera proposed herein, Mazzaella (type species M. carnica) and Hayashiella (type species H. nodosa). Mazzaella n. gen. represents a Late Julian side branch of Metapolygnathus, harbouring a platform ornamentation similar to the several million years younger Tuvalian lineage of Carnepigondolella, issued from Hayashiella n. gen. that is intermediary between Metapolygnathus and Carnepigondolella, based on appearance and platform ornamentation.
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- 2015
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10. Conodonts versus Triassic Climatic and Eustatic Changes
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Pablo Plasencia, Ali Murat Kiliç, Francis Hirsch, Jean Guex, Keisuke Ishida, and Mühendislik - Mimarlık Fakültesi
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Extinction event ,Extinction ,proteromorphosis ,Permian ,Siberian Traps ,Progenesis ,Triassic Conodonts ,Earth and Planetary Sciences(all) ,General Medicine ,Proteromorphosis ,Single mass ,Short life ,Paleontology ,Period (geology) ,Phylogeny ,Geology ,Retrogradation - Abstract
Kılıç, Ali Murat (Balikesir Author), From astronomical, sedimentological, paleo-geographical and geochemical points of view, there is a general agreement that the Triassic period was exceptionally warm. The 51 MA long Triassic period started during the Siberian Traps and ended at the height of the Central Atlantic Magmatic Province activity. It is comprised between End Permian and End Triassic mass extinctions. Conodonts survived the former but got extinct by the end of the latter. Three major waves characterise the evolution of Triassic conodonts: I. The 5 MA long Scythian recovery by intensive speciation (23 S/MA); II. The 10 MA long Dinarian of intensive radiation (8.5 S/MA); III. The 16 MA long Julian - Lacian survival (2S/MA) and 20 MA of Alaunian Rhaetian decline until extinction. The major causes of stress affecting the evolution of Triassic conodonts are environmental, such as marine regressions, anoxic episodes, and thermal or trophic (nutritional) stress. These stressful episodes caused dwarfing and extinction of larger forms (r selection). Smaller forms with a short life span and rapid proliferation are the result of heterochrony such as proteromorphic retrogradation (Atavism). The disappearance of the conodonts was not caused by a single mass extinction event, but the result of summing up stress factors from hostile environments over a long time.
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- 2015
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11. The evolutionary trend of platform denticulation in Middle Triassic acuminate Gondolellidae (Conodonta)
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Milan Sudar, Pablo Plasencia, Aymon Baud, Francis Hirsch, Ali Murat Kiliç, and Mühendislik Fakültesi
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Systematic ,010506 paleontology ,Subfamily ,Lineage (genetic) ,Fen ,Evolution ,Science ,Acuminate ,Conodonts ,Biology ,010502 geochemistry & geophysics ,01 natural sciences ,Middle Triassic ,Basal (phylogenetics) ,Marqueztllinae ,Evolutionary biology ,Animal Science and Zoology ,Conodonts,evolution,Middle Triassic,systematic,Marquezellinae ,0105 earth and related environmental sciences - Abstract
Kılıç, Ali Murat (Balikesir Author), Acuminate Middle-Late Triassic Gondolellidae are characterized by an ellipsoid platform with a central to posterior amygdaloid basal cavity and an octomembrate apparatus of gondolelloid affinity. Starting with a neospathodiform proteromorph during the Anisian, their anagenetic lineage developed during the Fassanian, Longobardian, and Julian, ending in another neospathodiform proteromorph. As the increase in complexity in the platform denticulation is an important evolutionary trend, three new genera are proposed: Guexispathodus n. gen., Marquezella n. gen., and Kirilella n. gen., which, together with Pseudofurnishius and Mosherella, represent the subfamily Marquezellinae n. subfam.
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- 2017
12. Challenging Darwin: Evolution of Triassic Conodonts and Their Struggle for Life in a Changing World
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Pablo Plasencia, Francis Hirsch, Ali Murat Kiliç, and Jean Guex
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Extinction ,010504 meteorology & atmospheric sciences ,Permian ,biology ,Ladinian ,010502 geochemistry & geophysics ,biology.organism_classification ,01 natural sciences ,Paleontology ,Pluvial ,Period (geology) ,Conodont ,Neoteny ,Geology ,Permian–Triassic extinction event ,0105 earth and related environmental sciences - Abstract
The phylogeny and distribution of Triassic conodonts reveal many aspects of their natural history. Conodonts incorporate the morphologic response to temperature as well as to eustatic cycles. Speciation, radiation, and extinction are not fortuitous and evolution uses heterochrony (progenesis and neoteny) in response to stress-generating events. Proteromorphosis (reappearance of ancestral morphs) and paedomorphosis (retention of juvenile traits) is a reaction to sublethal environmental stress. This often follows radiation of fully developed forms in the recovery stage after extinction that timely matches transgressions. Evolutionary retrogradation (neoteny) during eustatic high stands often precedes extinction. The 51-Ma long Triassic Period consists of the Induan–Olenekian first 5 Ma with a post Permian extinction recovery rate of 13 speciations/Ma. The next 10 Ma of the Anisian–Ladinian saw a drop in speciations to 8 S/Ma, but during the remaining Carnian–Rhaetian 36 Ma, the rate was down to below 2 S/Ma, until the end of the Triassic. Roughly a dozen Permian survivors became extinct during the Induan. Soon after, Gondolellidae saw a revival with the Neospathodus–Kashmirella lineage. The Paragondolella–Misikella lineage emerged in the Aegean (Early Anisian) and dominated the Triassic scene for the next 45 Ma until extinction. In pelagic environments Gladigondolellidae ranged from Late Spathian until Mid-Carnian. Neogondolella became extinct by the Late Ladinian, and Paragondolella was replaced by Metapolygnathus during Julian times. The evolutionary trends of a free blade, platform adornment, widening of the posterior end, and bifurcation of the basal cavity were initiated sporadically during Late Ladinian and became the norm, reaching their peak in Early Norian Ancyrogondolella. Strongly ornamented Mazzaella and Carnepigondolella marked the Julian Pluvial Event and the Late Tuvalian LST (lowstand systems tract). The atavistic (neotenic) Norigondolella came in around the Tuvalian–Lacian boundary and a generalized posterior acumination set in with Alaunian (Middle Norian) Mockina. Catastrophes of various origin, such as global LST events and temperature rises, precipitated retrogradation with Dienerian Neospathodus, Pelsonian Nicoraella, Illyrian Pseudofurnishius, Cordevolian Mosherella, Tuvalian Neocavitella, and Sevatian–Rhaetian Misikella. Bithynian Kamuellerella–Ketinella–Gedikella in the Istanbul Zone define a North Tethyan Prepontic faunal subprovince. Late Anisian early forms of Pseudofurnishius initiated a Ladinian Sephardic faunal Province along the northern Gondwanian shelf. A stepwise decrease in speciation linked Triassic conodont evolution in unison to climatic–eustatic events.
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- 2017
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13. On ℝd-valued peacocks
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Bernard Roynette and Francis Hirsch
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Statistics and Probability ,Discrete mathematics ,Strassen algorithm ,Regular polygon ,Local martingale ,Martingale difference sequence ,Martingale (probability theory) ,Mathematics - Abstract
In this paper, we consider ℝd -valued integrable processes which are increasing in the convex order, i.e. ℝd -valued peacocks in our terminology. After the presentation of some examples, we show that an ℝd -valued process is a peacock if and only if it has the same one-dimensional marginals as an ℝd -valued martingale. This extends former results, obtained notably by Strassen [Ann. Math. Stat. 36 (1965) 423–439], Doob [J. Funct. Anal. 2 (1968) 207–225] and Kellerer [Math. Ann. 198 (1972) 99–122].
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- 2013
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14. A new proof of Kellerer’s theorem
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Francis Hirsch and Bernard Roynette
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Statistics and Probability ,Stochastic differential equation ,Pure mathematics ,Integrable system ,Calculus ,Regular polygon ,Fokker–Planck equation ,Uniqueness ,Martingale (probability theory) ,Mathematics - Abstract
In this paper, we present a new proof of the celebrated theorem of Kellerer, stating that every integrable process, which increases in the convex order, has the same one-dimensional marginals as a martingale. Our proof proceeds by approximations, and calls upon martingales constructed as solutions of stochastic differential equations. It relies on a uniqueness result, due to Pierre, for a Fokker-Planck equation.
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- 2012
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15. The Triassic conodonts of the NW Malayan Kodiang Limestone revisited: Taxonomy and paleogeographic significance
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Francis Hirsch and Keisuke Ishida
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Paleontology ,Low latitude ,Geology ,Taxonomy (biology) ,Terrane - Abstract
The revision of the Middle and early Late Triassic conodonts in the Nogami (1968) collection from the NW Malaya Kodiang Limestone Formation provides clues to the multi-element reconstruction of Triassic Gondolellacea. Septi- to octomembrate multi-elements characterize the families Gondolellidae and Gladigondolellidae nov. fam. The distribution of cratognathodiform and ozarkodiniform P2 elements supports the hypothesis of sexual dimorphism in Gladigondolella rather than that of two genera. Pseudofurnishius murcianus confers a Southern Tethyan low latitude character to the Kodiang Limestone, a part of the Cimmerian string of terranes that in Triassic times formed a diagonal partition between the gradually closing Paleo-Tethys and the accordingly widening Neo-Tethys. Our findings suggest that such a realm stretched from the Southern Alps (Dinarids) in the West to Malaya (Shan Thai Terrane) in the East. Only the Eastern edge collided with Eurasia in the Late Triassic, forming the platform of Sundaland. Consequently, the Paleo-Tethys closure remained limited to SE Asia, while a substantial Paleo-Tethys still existed in Western direction, ending up in the Pindos and Vardar oceans. The Jurassic Neo-Tethys ocean extended south of the consolidated SE Asia block and Cimmerian string of terranes.
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- 2011
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16. On the ontogeny and orientation of the Triassic Conodont P1-element in Pseudofurnishius murcianus Van den Boogaard, 1966
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Pablo Plasencia, Ana Márquez-Aliaga, and Francis Hirsch
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biology ,Ontogeny ,Paleontology ,Biostratigraphy ,biology.organism_classification ,Common ancestry ,Fully developed ,Space and Planetary Science ,Distribution pattern ,Orientation (geometry) ,Phanerozoic ,Conodont ,Geology - Abstract
Successive growth stages of P1-elements in the Middle to early Late Triassic species Pseudofurnishius murcianus allows the observation of a detailed ontogeny. Besides the gradual enlargement of its curved blade and the growing number of its denticles, a small internal platform develops, eventually followed by an external one, both bearing denticles. The number of denticles on the blade and internal platform increases from five and one in the smallest specimens, respectively, to 14 and 9 in fully developed ones, whereby the distribution pattern of platform-denticles, on the inner one in particular, is of great morphological variety. For the orientation of the P1-element of P. murcianus, the comparison of the early development stages of Pseudofurnishius and Sephardiella, that share a common ancestry, permits to adhere to the orientation used by Diebel rather than to the one proposed by Van den Boogaard.
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- 2010
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17. Unifying constructions of martingales associated with processes increasing in the convex order, via Lévy and Sato sheets
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Bernard Roynette, Francis Hirsch, Marc Yor, Laboratoire de Probabilités et Modèles Aléatoires (LPMA), and Université Pierre et Marie Curie - Paris 6 (UPMC)-Université Paris Diderot - Paris 7 (UPD7)-Centre National de la Recherche Scientifique (CNRS)
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Convex analysis ,Pure mathematics ,Mathematics(all) ,General Mathematics ,010102 general mathematics ,Regular polygon ,01 natural sciences ,Combinatorics ,[MATH.MATH-PR]Mathematics [math]/Probability [math.PR] ,010104 statistics & probability ,Mathematics::Probability ,Order (group theory) ,0101 mathematics ,ComputingMilieux_MISCELLANEOUS ,Mathematics - Abstract
International audience; In this paper, we present a unified framework for our previous constructions of martingales with the same one-dimensional marginals as particular cases of processes increasing in the convex order. This framework encompasses our former uses of Levy sheets, Sato sheets and self-decomposable laws. New examples of processes increasing in the convex order are also exhibited, but we do not know how to associate to them martingales with the same one-dimensional marginals.
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- 2010
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18. Direct correlation of radiolarian Kilinora spiralis Zone with the Late Jurassic ammonite faunal succession in the Kurisaka Formation, Kurosegawa Terrane, SW Japan
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Francis Hirsch, Takeshi Kozai, Yasuyuki Tsujino, Keisuke Ishida, and Tadashi Sato
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Ammonite ,Paleontology ,Ataxioceras ,biology ,Range (biology) ,First appearance datum ,language ,General Earth and Planetary Sciences ,biology.organism_classification ,Geology ,language.human_language ,Terrane ,Principle of faunal succession - Abstract
The last appearance datum of the radiolarian Kilinora spiralis is recorded above the first appearance datum of the ammonite Ataxioceras (A.) kurisakense in the Todoro Section of the Kurisaka Formation, Southern Kurosegawa Terrane, Shikoku, SW Japan. The constraint by ammonite age prolongs the range of the Kilinora spiralis Zone, a remarkable Jurassic radiolarian zone in Japan-NW Pacific region, into the lower Kimmeridgian. The direct correlation of the Kilinora spiralis zone with the Late Jurassic ammonite faunal succession in the Kurisaka Formation will provide a clue to the still pending chronological difference between European and North American radiolarian zones.
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- 2009
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19. Faunal affinity of Toarcian-Aalenian (Early Jurassic) bivalves from Mae Sot and Umphang (Tak Province), Northwestern Thailand
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Assanee Meesook, Keisuke Ishida, Francis Hirsch, and Takeshi Kozai
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Paleontology ,Pholadomya ,biology ,Permian ,Fauna ,General Earth and Planetary Sciences ,biology.organism_classification ,Geology ,General Environmental Science ,Terrane ,Conglomerate - Abstract
In the Mae Sot and Umphang areas (NW Thailand), Jurassic strata seal the Permian and Triassic substratum of the Shan-Thai terrane with a brecciated conglomerate. Pliensbachian to Early Bajocian shallow marine strata are intercalated within the partly terrestrial Jurassic sequence. Thirty-five Toarcian-Aalenian bivalve species from Mae Sot and Umphang were identified. Among these,Eomiodon chumphonensis Hayami is known only from Thailand, whereasParvamussium donaiense (Mansuy),Myophoriella saurini Hayami,Thracia loducensis Hayami,Pholadomya (Bucardiomya) fontainei Hayami,Thracia loducensis Hayami andModiolus sestiniae Hayami were originally described in Vietnam.M. sestiniae also occurs in Iran. The greater part of the fauna, however, shows varying degrees of affinity with Myanmar (6 species), Cutch (10 species), Japan (13 species) and Europe (9 species), Levant (2 species). In view of these, it appears that these highly endemic Toarcian-Aalenian bivalves from Thailand characterize the Southeastern Asian Province of Tethys.
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- 2006
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20. New micropalaeontological evidence for a Late Triassic Shan-Thai orogeny
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Ariko Nanba, Keisuke Ishida, Assanee Meesook, Francis Hirsch, and Takeshi Kozai
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Provenance ,Paleontology ,Rift ,Clastic rock ,General Earth and Planetary Sciences ,Orogeny ,South east asia ,Ladinian ,Suture (geology) ,Geology ,General Environmental Science ,Conglomerate - Abstract
The Shan-Thai block is viewed as a remnant of Paleotethys in South East Asia. The general consensus about its origin is that it happened through the rifting from Gondwanaland and final amalgamation to Eurasia, sealed by fluvial-shallow marine Jurassic deposits. As the main Paleotethyan closure, the Nan-Uttaradit/Nan-Chantaburi and Bentong-Raub sutures were proposed by other workers. However, a suture further west, flanked by the Gondwana-Tethys divide (GTD), is advocated here as the main Paleotethyan closure. The Middle and Late Triassic radiolarian faunas were extracted from a chert-sequence in the Mae-Sot and Umphang areas of NW Thailand. The radiolarian faunas indicate early Ladinian, early-middle Norian, and Norian-Rhaetian, individually. The Triassic chert-sequence is overlain by the ‘Jurassic base-conglomerate’. The limestone and chert clasts in the conglomerate yield Early-Late Triassic conodonts and Middle-Late Triassic radiolarians, respectively. Chert clasts in the conglomerate yield among others Norian-Rhaetian radiolarians that are correlative with those from TM3, while Early-Late Triassic conodonts are found in limestone clasts. The silici-pelagic origin of the clasts suggests the Mae Sariang Zone that amalgamated the parts of the Shan-Thai block. This first finding of Late Triassic radiolarians from chert-sequence, next to the Middle Triassic and older radiolarian faunas, adds another element to the reconstruction of the sequence now comprised in the Mae Sariang Zone, west of the Nan-Uttaradit Suture. The occurrence of Triassic limestone, as that of the Chaiburi Formation in the Mae Sariang Zone, or the Kodiang Limestone in the “Western Zone”, may elucidate the question about the provenance of the Triassic conodont-bearing limestone clasts in the Jurassic base-conglomerate that seals the Mae-Sariang Zone. The newly dated Triassic sequence is further sealed by the continental-shelf deposits of the Toarcian-early Bajocian Hua Fai Group.
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- 2006
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21. The welding of Shan-Thai
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Keisuke Ishida, Assanee Meesook, Francis Hirsch, and Takeshi Kozai
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Gondwana ,Paleontology ,Tectonics ,General Earth and Planetary Sciences ,Orogeny ,South east asia ,Cenozoic ,Seismology ,Geology ,General Environmental Science ,Terrane - Abstract
The Shan-Thai Terrane is viewed as a remnant of paleo-Tethys in South East Asia. The more internal “Thai” elements of Shan-Thai, bordering with Indochina, are of Cathaysian type, while the more central part of the terrane is of transitional “Sibumasu” character: The external “Shan” elements of Shan-Thai that left Gondwana last have a clear cold-water imprint. Petrological and paleontological evidence corroborates the end Triassic—earliest Jurassic Late Indosinian orogeny, as the main Paleotethyan tectonic closure event. Its main axis consists of the Mae-Sariang Zone, which can be followed over Mae Sot to Kanchanaburi and Chanthaburi, from where it extends into southern Thailand and Peninsular Malaysia. Cenozoic Himalayan escape tectonics, alternating strike-slip movements and rotation severely compressed Shan-Thai, opened the Gulf of Thailand, disrupted the original alignment of the Mae Sariang zone and Gondwana-Tethys divide, and shaped the present tectonic configuration of SE Asia.
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- 2006
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22. Lower Cretaceous carbonate platform of the eastern Levant (Galilee and the Golan Heights): stratigraphy and second-order sea-level change
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Martina Bachmann and Francis Hirsch
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Sedimentary depositional environment ,Paleontology ,Continental margin ,Aptian ,Carbonate platform ,Facies ,Sequence stratigraphy ,Biostratigraphy ,Geology ,Cretaceous - Abstract
The marine succession of the late Early Cretaceous carbonate platform of the eastern Levant was located at the southern border of the Tethyan Ocean. The studied areas of Galilee and the Golan Heights represent a transect across the shallow inner platform. The investigations were focused on carbonate platform biostratigraphy and facies analysis. A precise stratigraphic interpretation of the Upper Barremian–Albian succession was compiled on the basis of the definition of larger benthic foraminifer biozones allowing subdivision of the succession into six well-dated intervals. Detailed analyses of facies and sedimentological parameters allow interpretation of platform development, in connection with platform geometry, as well as relative third-order and second-order sea-level changes. The observed facies patterns reflect a depositional geometry changing from a ramp to a flat-topped platform during Late Barremian–Middle Albian times. Three second-order depositional sequences were recorded in the studied mid-Cretaceous succession of the eastern Levant (MCEL-1 to MCEL-3). The facies analysis clearly indicates their origin in relative sea-level variations. The stratigraphic framework allows biochronostratigraphic calibration of these depositional sequences (MCEL-1: Upper Barremian–Lower Aptian, MCEL-2: uppermost Lower Aptian–middle Upper Aptian, MCEL-3: middle Upper Aptian–Middle Albian) and correlation with stratigraphic charts of local and regional sequences. The second-order sequence boundaries and maximum flooding surfaces correlate with basic sea-level variations recorded on the Arabian Plate, here interpreted as originally eustatically enhanced by subsidence. Tethyan signals are recorded around the Aptian/Albian boundary. A noticeable deepening in the upper Lower Aptian correlates with an extended platform drowning during the Selli Level (Oceanic Anoxic Event 1a: OAE 1a). Orbitolinid beds at this level suggest a deepening facies and a possible response to nutrient enhancement developing at the continental margin during OAE 1a. Eight third-order depositional sequences were observed in the Upper Barremian–Albian interval. They comprise successions of the inner ramp facies from open marine to restricted lagoons or tidal flats. The age and frequency of the Upper Barremian–Lower Aptian sequences correlate with those observed on the Pacific guyots or the Arabian Plate suggesting influence by regional sea-level cycles.
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- 2006
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23. Early Cretaceous non-marine mollusc faunas of Japan and Korea
- Author
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Sun-Ok Park, Francis Hirsch, Takeshi Kozai, Ki-Hong Chang, and Keisuke Ishida
- Subjects
Ammonite ,Inoceramus ,biology ,Aptian ,Fauna ,Paleontology ,biology.organism_classification ,language.human_language ,Cretaceous ,Group (stratigraphy) ,language ,Viviparus ,Freshwater mollusc ,Geology - Abstract
A biostratigraphic correlation of Early Cretaceous marine and non-marine mollusc faunas of south-west Japan and exclusively freshwater faunas of Korea is proposed. The material originates from the Inner Zone of central Japan (Tetori, Sanchu), the Outer Zone of south-west Japan (Kyushu, Shikoku, Kii Peninsula), and the Kyongsang Basin of south-west Korea. It includes new collections of freshwater molluscs from the Monobegawa Group (Shikoku). The alternation of well-dated marine strata with non-marine beds in Kyushu, Shikoku and central Honshu (Sanchu area) provides accurate age constraints to the well-studied non-marine faunas. In the Inner and Outer Zones of Japan, four non-marine bivalve associations alternate with marine faunas: (1) Hauterivian: brackish–freshwater Hayamina naumanni – Unio ogamigoensis Assemblage of the Tatsukawa faunal association; (2) Hauterivian: brackish Hayamina carinata – Isodomella matsumotoi Assemblage of the Shobu faunal association; (3) Barremian: marine Yabea shinanoensis , Pterotrigonia kawaguchiensis and Nanonavis yokoyamai , with the ammonite Shasticrioceras nipponicum and radiolarians ( Archaeodictyomitra pseudoscalaris assemblage); (4) Late Barremian: brackish Hayamina matsukawai , Costocyrena radiatostriata , and Pulsidis tashiroi of the non-marine Sebayashi faunal association, with Nippononaia ryosekiana in Sanchu, passing upwards to marine deposits with ammonites; (5) Early Aptian: brackish Costocyrena minor , and Pulsidis rostratus of the non-marine Hibihara faunal association, passing upwards to marine Pterotrigonia pocilliformis and Goshoraia minor , with the ammonite Cheloniceras sp.; (6) Middle Albian: marine Inoceramus anglicus , and Parvamussium tosaense , with ammonites, radiolarians and calcareous nannoplankton. Viviparus onogoensis (gastropod) in the Hauterivian Tatsukawa association enables correlation of the Ryoseki and Tatsukawa formations (Monobegawa Group) with the Izuki, Kuwajima and Okurodani formations (Tetori Group) and the Myogog Formation (Korea). Plicatounio naktongensis links the Kitadani Formation (Tetori Group) and Sengoku Formation (Kanmon Group) directly with the Hasandon Formation (Korea). The Kitadani and Sengoku faunas share components with the Sebayashi fauna (Central Honshu), define the Late Barremian Hibihara faunal association, and correlate with the Yunoki-Hiura fauna (Monobegawa Group). The faunas are controlled by salinity and temperature. Relationships between the environmental conditions indicate a geographic continuity between the Early Cretaceous deposits of Japan and Korea that accumulated on the continental side of Asia.
- Published
- 2005
- Full Text
- View/download PDF
24. Intrinsic metrics and Lipschitz functions
- Author
-
Francis Hirsch
- Subjects
Mathematics (miscellaneous) - Published
- 2003
- Full Text
- View/download PDF
25. Kellerer’s Theorem Revisited
- Author
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Francis Hirsch, Marc Yor, and Bernard Roynette
- Subjects
Discrete mathematics ,Markov chain ,Regular polygon ,Markov property ,Martingale (probability theory) ,Probability measure ,Mathematics - Abstract
Kellerer’s theorem asserts the existence of a Markov martingale with given marginals, assumed to increase in the convex order. It is revisited here, in the light of previous papers by Hirsch-Roynette and by G. Lowther.
- Published
- 2015
- Full Text
- View/download PDF
26. Brachiopods from the Jurassic (Callovian) of Hamakhtesh Hagadol (Kurnub Anticline), Southern Israel
- Author
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Ellis Frederic. Owen, Francis Hirsch, and Howard R. Feldman
- Subjects
Paleontology ,biology ,Genus ,Fauna ,Marl ,Anticline ,Somalirhynchia ,biology.organism_classification ,Ecology, Evolution, Behavior and Systematics ,Geology - Abstract
The Callovian Zohar and Matmor formations in the Negev, southern Israel, consisting of marls, shales and limestones, have yielded 13 brachiopod species (2 rhynchonellids, 11 terebratulids), referred to 12 genera, of which one genus and five species are new: Apatecosia inornata, Bihenithyris mediocostata, Digonella boylani sp. nov., Dissoria bretti sp. nov., Burmirhynchia jirbaensis, Kutchithyris landeri sp. nov., Pleuraloma triangulatum, Polyplectella debriani gen. et sp. nov., Ptyctothyris daghaniensis, Somalirhynchia africana, Striithyris saudiarabica, S. telemi sp. nov., and Zeilleria sp. The brachiopods described herein from Hamakhtesh Hagadol (Kurnub Anticline) comprise a fauna located at the northernmost part of the Indo-African Faunal Realm within the Jurassic Ethiopian Province.
- Published
- 2001
- Full Text
- View/download PDF
27. Two-parameter Bessel processes
- Author
-
Francis Hirsch and Shiqi Song
- Subjects
Statistics and Probability ,Capacity ,Bessel process ,Stochastic process ,Dirichlet form ,Applied Mathematics ,Mathematical analysis ,Markov process ,Infinite dimensional analysis ,Space (mathematics) ,Potential theory ,symbols.namesake ,Modelling and Simulation ,Modeling and Simulation ,Bessel polynomials ,symbols ,Bessel function ,Two-parameter process ,Mathematics - Abstract
We prove the existence of a two-parameter symmetric Markov process associated with the Bessel process in R + of dimension d⩾2. This process is constructed as a one-parameter process in the space C =C( R + , R + ) which is viewed as the path space of the Bessel process. The method consists in introducing a Dirichlet form on C and to prove the existence of an associated process. Thanks to previous papers, analytic and probabilistic potential theories can be developed related to this two-parameter process.
- Published
- 1999
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28. [Untitled]
- Author
-
Francis Hirsch
- Subjects
Discrete mathematics ,Sobolev space ,Abstract Wiener space ,Lipschitz domain ,Generator (category theory) ,Interpolation space ,Birnbaum–Orlicz space ,Lipschitz continuity ,Analysis ,Sobolev inequality ,Mathematics - Abstract
We consider a semi-group of Markovian and symmetric operators to which we associate fractional Sobolev spaces $$\mathbb{D}$$ (0
- Published
- 1999
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29. Properties of the set of positivity for the density of a regular Wiener functional
- Author
-
Francis Hirsch and Shiqi Song
- Subjects
Set (abstract data type) ,Pure mathematics ,Mathematics(all) ,Conjecture ,H-derivative ,Lebesgue measure ,Mathematics::Probability ,General Mathematics ,Mathematical analysis ,Malliavin calculus ,Ornstein–Uhlenbeck operator ,Malliavin derivative ,Mathematics - Abstract
Let f be an R d -valued Wiener functional, which is smooth and non-degenerate in the sense of the Malliavin calculus. Let p be the density, with respect to the Lebesgue measure on R d , of its law. We are interested in the set U = { p > 0}. We prove that U is connected. As a consequence, the intrinsic distance d f associated with f on U is a true distance (in particular, it is finite). We give in the end an answer to a conjecture of Malliavin about d f .
- Published
- 1998
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30. Correlation of the Middle Jurassic (Callovian) Formations Across the Dead Sea Rift
- Author
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Howard R. Feldman, Fayez Ahmad, Francis Hirsch, Mena Schemm-Gregory, and Mark A. Wilson
- Subjects
Paleontology ,Dead sea ,Rift ,Biostratigraphy ,Geology - Abstract
We have correlated the highest of the Middle Jurassic units exposed on both sides of the Dead Sea Rift (DSR) in Jordan, Israel, and adjacent Egypt. Because the scarcity of cosmopolitan ammonites renders correlation of these units within the standard biostratigraphic time scale difficult, we compared the brachiopod and molluscan faunas in order to constrain the ages of Jurassic formations in the Levant. The Callovian Mughanniyya Formation in the Zarqa–Arda area of northwest Jordan, east of the DSR, is compared with the Zohar and Matmor formations of the Negev (Israel) and Gebel Minshera (Sinai, Egypt), west of the DSR, as well as with the Arroussiah Formation of Gebel El-Maghara (northern Sinai, Egypt). The Mughanniyya Formation is correlative with the lowermost part of the Zohar Formation in the Negev, which is coeval with the lowermost part of the Arroussiah Formation in Sinai (Egypt).
- Published
- 2014
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- View/download PDF
31. The 'Homeland' of the Torinosu-Type Limestone in Relation to Jurassic Accretionary Tectonics in SW Japan
- Author
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Keisuke Ishida, Francis Hirsch, and Takeshi Kozai
- Subjects
Paleontology ,geography ,Tectonics ,geography.geographical_feature_category ,Permian ,Continental shelf ,Facies ,Petrology ,Reef ,Geology ,Cretaceous ,Nappe ,Terrane - Abstract
Upper Jurassic–Lower Cretaceous fore-arc basin deposits cover the oceanic plate sequences (OPSs) of the Permian and Jurassic accretionary complexes (ACs) in the Outer Zone of SW Japan, facing the Pacific. In this study, special attention is given to the Torinosu-type reef limestone blocks in the fore-arc basin deposits, in search for a continental shelf facies from which to derive them, in relation to the subduction–accretion tectonic evolution of the Asian margin in the Japan segment. Finding such a margin facies may resolve questions about the palaeogeographical relationships and identity of the Kurosegawa Permian accretionary terranes and South Chichibu Jurassic accretionary terranes. The in situ Torinosu-type reef limestones in the Toyonishi Group (Akiyoshi Terrane in the Inner Zone) as well as those in the Birafu Formation of the Sakashu Group (Kurosegawa Terrane, Outer Zone) of SW Japan, suggest a “homeland” for the Torinosu-type limestone blocks, which were transported as olistoliths by submarine mass-wasting events from the continental shelf thrust nappe into the fore-arc basins during subduction–accretion.
- Published
- 2014
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32. Fonctions lipschitziennes et espaces de Sobolev fractionnaires
- Author
-
Francis Hirsch
- Subjects
General Medicine ,Humanities ,Mathematics - Abstract
Resume On considere un semi-groupe d'operateurs markoviens et symetriques auquel on associe les espaces de Sobolev fractionnaires D α p (0 α p (−A p ) α/2 , ou A p est le generateur du semigroupe dans L p . On montre sous des hypotheses assez generales que les fonctions lipschitziennes operent par composition sur D α p si p ≥ 2. Ceci a lieu en particulier dans le cas du semi-groupe d'Ornstein-Uhlenbeck sur un espace de Wiener abstrait.
- Published
- 1997
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33. Comparing Brownian Stochastic Integrals for the Convex Order
- Author
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Francis Hirsch and Marc Yor
- Subjects
Combinatorics ,Geometric Brownian motion ,Stochastic calculus ,Regular polygon ,Order (ring theory) ,Applied mathematics ,Brownian excursion ,Majorization ,Brownian motion ,Mathematics ,Counterexample - Abstract
We show that, in general, inequalities between integrands with respect to Brownian motion do not lead to majorization in the convex order for the corresponding stochastic integrals. Particular examples and counterexamples are discussed.
- Published
- 2013
- Full Text
- View/download PDF
34. Taxonomy and evolution of the Triassic conodont Pseudofurnishius
- Author
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Ana Márquez-Aliaga, Francis Hirsch, Pablo Plasencia, and Jingeng Sha
- Subjects
geography ,geography.geographical_feature_category ,biology ,Paleontology ,Ladinian ,biology.organism_classification ,Gondwana ,Phylogenesis ,Peninsula ,Taxonomy (biology) ,Conodont ,Geology ,Terrane - Abstract
Pseudofurnishius is a late Anisian (Pelsonian)—early Carnian (Cordevolian) conodont genus of gondolellid stock, characteristic for the Sephardic Province and restricted to the “Southern Tethys” region of the northern margin of Gondwana. Its most commonly found species, Pseudofurnishius murcianus, appears at the base of the Ladinian (Fassanian). The Ladinian material of Spain reveals its ontogeny characterised by initial lateral protrusions from the carina that may develop first mono-platform and later bi-platform units, finally evolving into elaborated multi-denticulated forms. The late Anisian—early Carnian phylogenesis of Pseudofurnishius priscus → P. shagami → P. murcianus is proposed. At the end of the Ladinian, Pseudofurnishius expanded to the entire “Southern Tethys” shelf and into Cimmerian terranes that drifted away from northern Gondwana, now accreted to Eurasia, such as the Sibumasu terrane (Southwest China—Malayan Peninsula).
- Published
- 2013
- Full Text
- View/download PDF
35. On the remarkable Lamperti representation of the inverse local time of a radial Ornstein-Uhlenbeck process
- Author
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Francis Hirsch, Marc Yor, Laboratoire de Probabilités et Modèles Aléatoires (LPMA), and Université Pierre et Marie Curie - Paris 6 (UPMC)-Université Paris Diderot - Paris 7 (UPD7)-Centre National de la Recherche Scientifique (CNRS)
- Subjects
Bessel process ,General Mathematics ,Inverse ,perpetuity ,01 natural sciences ,010104 statistics & probability ,local time ,60E07 ,Perpetuity ,Statistical physics ,0101 mathematics ,Representation (mathematics) ,Lamperti's correspondence ,ComputingMilieux_MISCELLANEOUS ,60J60 ,Mathematics ,010102 general mathematics ,Mathematical analysis ,Process (computing) ,Ornstein–Uhlenbeck process ,16. Peace & justice ,Lamperti process ,[MATH.MATH-PR]Mathematics [math]/Probability [math.PR] ,60G18 ,Local time ,Increasing process ,60J55 ,Ornstein-Uhlenbeck process ,60G52 - Abstract
International audience; We give a description, in terms of "pseudo-stable increasing process", of the Lamperti process associated with the inverse local time of a radial Ornstein-Uhlenbeck process. Following Bertoin-Yor, we also express, in two particular cases, the law of the perpetuity associated with this inverse local time.
- Published
- 2013
- Full Text
- View/download PDF
36. On the Mellin transforms of the perpetuity and the remainder variables associated to a subordinator
- Author
-
Francis Hirsch, Marc Yor, Laboratoire de Probabilités et Modèles Aléatoires (LPMA), and Université Pierre et Marie Curie - Paris 6 (UPMC)-Université Paris Diderot - Paris 7 (UPD7)-Centre National de la Recherche Scientifique (CNRS)
- Subjects
Statistics and Probability ,Pure mathematics ,Mellin transform ,Property (philosophy) ,Subordinator ,010102 general mathematics ,Multiplicative function ,Inverse ,Mathematics - Statistics Theory ,Statistics Theory (math.ST) ,multiplicative infinite divisibility ,perpetuity ,01 natural sciences ,[MATH.MATH-PR]Mathematics [math]/Probability [math.PR] ,010104 statistics & probability ,FOS: Mathematics ,Perpetuity ,0101 mathematics ,Remainder ,Infinite divisibility ,ComputingMilieux_MISCELLANEOUS ,Mathematics ,inverse local time - Abstract
Results about the laws of the perpetuity and remainder variables associated to a subordinator are presented, with particular emphasis on their Mellin transforms, and multiplicative infinite divisibility property. Previous results by Bertoin-Yor (Electron. Commun. Probab. 6 (2001) 95-106) are incorporated in our discussion; important examples when the subordinator is the inverse local time of a diffusion are exhibited. Results of Urbanik (Probab. Math. Statist. 15 (1995) 493-513) are also discussed in detail; they appear to be too little known, despite the fact that quite a few of them have priority upon other works in this area., Comment: Published in at http://dx.doi.org/10.3150/12-BEJSP01 the Bernoulli (http://isi.cbs.nl/bernoulli/) by the International Statistical Institute/Bernoulli Society (http://isi.cbs.nl/BS/bshome.htm)
- Published
- 2013
- Full Text
- View/download PDF
37. Peacocks and Associated Martingales, with Explicit Constructions
- Author
-
Francis Hirsch, Christophe Profeta, Bernard Roynette, Marc Yor, Francis Hirsch, Christophe Profeta, Bernard Roynette, and Marc Yor
- Subjects
- Probabilities, Social sciences—Mathematics
- Abstract
We call peacock an integrable process which is increasing in the convex order; such a notion plays an important role in Mathematical Finance. A deep theorem due to Kellerer states that a process is a peacock if and only if it has the same one-dimensional marginals as a martingale. Such a martingale is then said to be associated to this peacock. In this monograph, we exhibit numerous examples of peacocks and associated martingales with the help of different methods: construction of sheets, time reversal, time inversion, self-decomposability, SDE, Skorokhod embeddings. They are developed in eight chapters, with about a hundred of exercises.
- Published
- 2011
38. Potential theory related to some multiparameter processes
- Author
-
Francis Hirsch
- Subjects
Pure mathematics ,Kernel (set theory) ,Mathematical analysis ,Probabilistic logic ,Process (computing) ,Locally compact space ,Lévy process ,Analysis ,Potential theory ,Mathematics - Abstract
In a first part, we present a potential theory constructed form a continuous kernel on a locally compact space. The notions of capacity, quasi-continuity, equilibrium measures and potentials are specially studied. In a second part, we particularize the framework, and, in the third part, we give probabilistic interpretations in this particular case. The process then involved is a sum of independent symmetric Levy processes in ℝ d , viewed as a multiparameter process. For instance, hitting probabilities for the process are estimated in terms of capacity.
- Published
- 1995
- Full Text
- View/download PDF
39. Quasi-sure analysis of non negative Brownian martingales
- Author
-
Francis Hirsch
- Published
- 2012
- Full Text
- View/download PDF
40. On temporally completely monotone functions for Markov processes
- Author
-
Francis Hirsch, Marc Yor, Laboratoire de Probabilités et Modèles Aléatoires (LPMA), and Université Pierre et Marie Curie - Paris 6 (UPMC)-Université Paris Diderot - Paris 7 (UPD7)-Centre National de la Recherche Scientifique (CNRS)
- Subjects
Statistics and Probability ,Bessel process ,Markov process ,Monotonic function ,01 natural sciences ,010104 statistics & probability ,symbols.namesake ,60J25 ,completely excessive function ,60J45 ,0101 mathematics ,ComputingMilieux_MISCELLANEOUS ,Mathematics ,Discrete mathematics ,010102 general mathematics ,Dual (category theory) ,Lamperti process ,Moment (mathematics) ,[MATH.MATH-PR]Mathematics [math]/Probability [math.PR] ,Monotone polygon ,Temporally completely monotone function ,60G18 ,Lamperti’s correspondence ,60J35 ,symbols ,completely superharmonic function - Abstract
Any negative moment of an increasing Lamperti process(Yt,t≥0) is a completely monotone function of t. This property enticed us to study systematically, for a given Markov process (Yt,t≥0), the functions f such that the expectation of f(Yt) is a completely monotone function of t. We call these functions temporally completely monotone (for Y). Our description of these functions is deduced from the analysis made by Ben Saad and Janßen, in a general framework, of a dual notion, that of completely excessive measures. Finally, we illustrate our general description in the cases when Y is a Lévy process, a Bessel process, or an increasing Lamperti process.
- Published
- 2012
- Full Text
- View/download PDF
41. From an Itô type calculus for Gaussian processes to integrals of log-normal processes increasing in the convex order
- Author
-
Marc Yor, Francis Hirsch, Bernard Roynette, Laboratoire de Probabilités et Modèles Aléatoires (LPMA), and Université Pierre et Marie Curie - Paris 6 (UPMC)-Université Paris Diderot - Paris 7 (UPD7)-Centre National de la Recherche Scientifique (CNRS)
- Subjects
General Mathematics ,Gaussian ,log-normal process ,Type (model theory) ,01 natural sciences ,1-martingale ,010104 statistics & probability ,symbols.namesake ,60G48 ,Calculus ,Gaussian function ,60G44 ,0101 mathematics ,Gaussian process ,Itô type formula ,ComputingMilieux_MISCELLANEOUS ,Mathematics ,60G60 ,010102 general mathematics ,Regular polygon ,Order (ring theory) ,convex order ,Exponential function ,[MATH.MATH-PR]Mathematics [math]/Probability [math.PR] ,Itô's calculus ,Gaussian sheet ,Log-normal distribution ,60G15 ,symbols ,60E15 - Abstract
International audience; We present an Ito type formula for a Gaussian process, in which only the one-marginals of the Gaussian process are involved. Thus, this formula is well adapted to the study of processes increasing in the convex order, in a Gaussian framework. In particular, we give conditions ensuring that processes defined as integrals, with respect to one parameter, of exponentials of two-parameter Gaussian processes, are increasing in the convex order with respect to the other parameter. Finally, we construct Gaussian sheets allowing to exhibit martingales with the same one-marginals as the previously defined processes.
- Published
- 2011
- Full Text
- View/download PDF
42. The Sato Process Method
- Author
-
Francis Hirsch, Christophe Profeta, Bernard Roynette, and Marc Yor
- Subjects
Pure mathematics ,Bessel process ,Compound Poisson process ,Process (computing) ,Construct (python library) ,Mathematics ,Characteristic exponent - Abstract
We study various peacocks defined from self-decomposable laws. We construct associated martingales from Sato processes or Sato sheets.
- Published
- 2011
- Full Text
- View/download PDF
43. Comparison of Multidimensional Marginals
- Author
-
Marc Yor, Francis Hirsch, Christophe Profeta, and Bernard Roynette
- Subjects
symbols.namesake ,Fractional Brownian motion ,Gaussian ,symbols ,Statistical physics ,Hurst index ,Brownian motion ,Mathematics - Abstract
We compare, in a Gaussian setting, the multidimensional marginals of some peacocks and some 1-martingales which are associated to them via several methods.
- Published
- 2011
- Full Text
- View/download PDF
44. The Time Inversion Method
- Author
-
Francis Hirsch, Christophe Profeta, Marc Yor, and Bernard Roynette
- Subjects
Pure mathematics ,symbols.namesake ,Integrable system ,Bessel process ,Local time ,symbols ,Martingale (probability theory) ,Lévy process ,Bessel function ,Brownian motion ,Natural filtration ,Mathematics - Abstract
Denote by (Λt, t ≥ 0) an integrable Levy process, i.e. for any t ≥ 0, [¦Λt¦] 0) is a martingale in its natural filtration. Martingales of this type appear as being naturally associated to F1-type peacocks or peacocks defined from squared Bessel processes of dimension 0, or, more generally stable CSBP with index γ ∈] 1, 2]. We then generalize the preceding results of this chapter in Theorem 4.5, through a more abstract approach. Finally, we give examples of applications of that theorem.
- Published
- 2011
- Full Text
- View/download PDF
45. Some Examples of Peacocks
- Author
-
Christophe Profeta, Bernard Roynette, Francis Hirsch, and Marc Yor
- Subjects
Class (set theory) ,Pure mathematics ,symbols.namesake ,Wiener process ,symbols ,Local martingale ,Regular polygon ,Order (group theory) ,Asian option ,Stochastic ordering ,Arithmetic mean ,Mathematics - Abstract
We exhibit several classes of processes which are increasing in the convex order. Among these, an important class consists of the arithmetic means of martingales (which are closely related with Asian options).
- Published
- 2011
- Full Text
- View/download PDF
46. The Skorokhod Embedding (SE) Method
- Author
-
Bernard Roynette, Christophe Profeta, Francis Hirsch, and Marc Yor
- Subjects
symbols.namesake ,Pure mathematics ,Dirac measure ,Bessel process ,symbols ,Embedding ,Table (database) ,Brownian motion ,Mathematics - Abstract
Several Skorokhod embeddings — which are presented in a table in the introduction of this chapter — allow to associate martingales to certain peacocks.
- Published
- 2011
- Full Text
- View/download PDF
47. New palaeontological investigations in the Jurassic of western Thailand
- Author
-
Annachiara Bartolini, Keisuke Ishida, Lydia Perelis-Grossowicz, Chotima Yamee, Assanee Meesook, Jean Guex, Francis Hirsch, Takeshi Kozai, José Sandoval, Thasinee Charoentitirat, Centre de recherche sur la Paléobiodiversité et les Paléoenvironnements (CR2P), Centre National de la Recherche Scientifique (CNRS)-Muséum national d'Histoire naturelle (MNHN)-Université Pierre et Marie Curie - Paris 6 (UPMC), Faculty of Science and Technology, Tokyo University of Science [Tokyo], and Muséum national d'Histoire naturelle (MNHN)-Université Pierre et Marie Curie - Paris 6 (UPMC)-Centre National de la Recherche Scientifique (CNRS)
- Subjects
010506 paleontology ,biology ,Fauna ,Geology ,Pelagic zone ,Orogeny ,010502 geochemistry & geophysics ,biology.organism_classification ,01 natural sciences ,Conglomerate ,Foraminifera ,Paleontology ,Stratigraphy ,Benthic zone ,Abbasites ,14. Life underwater ,[SDU.STU.PG]Sciences of the Universe [physics]/Earth Sciences/Paleontology ,ComputingMilieux_MISCELLANEOUS ,0105 earth and related environmental sciences - Abstract
The paleontological investigations of the Jurassic of Western Thailand, districts of Mae Sot (Tak–Mae Sot highway, Padaeng Tak and Ban Mae Kut Luang Zinc mines) and Umphang (Klo Tho), provide age constraints for the Late Indosinian orogeny, the Paleotethys closure and the timing of the marine Jurassic inundation of Sundaland. The basal conglomerate of the Jurassic is derived from the pelagic Triassic Mae Sariang substratum. Stratigraphy, microfacies and paleontology of the Jurassic marine strata focus especially on ammonites, bivalves, large benthic foraminifera and algae. Among ammonites, the Tethyan Catulloceras perisphinctoides Gemmellaro marks the Upper Toarcian (Aalensis Zone) along the Tak–Mae Sot highway and Riccardiceras longalvum (Vacek), Malladaites pertinax (Vacek), Abbasites sp. and Vacekia sp. indicate Middle Aalenian to lowermost Bajocian in the Padaeng Mine (SE of Mae Sot) and Klo–Tho (Umphang). Vacekia sp., Spinammatoceras schindewolfi Linares and Sandoval and Malladaites vaceki Linares and Sandoval indicate Middle Aalenian to lowermost Upper Aalenian at Ban Mae Kut Luang (NE of Mae Sot). Among foraminifers, the large benthic foraminifer Timidonella sarda Bassoullet, Chabrier and Fourcade in the Western Tethys is indicative for Aalenian–Bajocian times, as characterized in the section at the Tak–Padaeng Zinc mine and the Klo–Tho Formation near Umphang. The endemic foraminifer Gutnicella kaempferi characterizes the Pu Khloe Khi Formation near Umphang. Among bivalves, shallow marine, dominantly endemic fauna includes Parvamussium donaiense (Mansuy) and Bositra ornate (Quenstedt), from the Toarcian to the Early Bajocian. A consideration of the faunal affinity shows that the fauna is partly endemic with Northern Tethyan (Eurasian) affinity.
- Published
- 2011
48. The Sheet Method
- Author
-
Bernard Roynette, Francis Hirsch, Marc Yor, and Christophe Profeta
- Subjects
symbols.namesake ,Mathematics::Probability ,Wiener process ,Gaussian ,Physics::Space Physics ,Mathematical analysis ,symbols ,Martingale (probability theory) ,Gaussian process ,Lévy process ,Brownian motion ,Mathematics ,Characteristic exponent - Abstract
To some peacocks constructed from a Brownian motion, we associate a martingale defined with the help of the Brownian sheet. We then generalize this approach in two directions: 1) We first replace the Brownian motion (resp. the Brownian sheet) by a Levy process (resp. a Levy sheet). 2) We then replace the Brownian motion (resp. the Brownian sheet) by a Gaussian process (resp. a Gaussian sheet).
- Published
- 2011
- Full Text
- View/download PDF
49. The Time Reversal Method
- Author
-
Francis Hirsch, Bernard Roynette, Marc Yor, and Christophe Profeta
- Subjects
Pure mathematics ,Martingale (probability theory) ,Brownian motion ,Mathematics - Abstract
We associate to some F2-type peacocks (see Definition 1.8) a martingale by using a time reversal method. Then, quite similarly as in Chapter 2, where we exhibit some peacocks and associated martingales defined from the Brownian sheet, we construct, thanks to time reversal arguments, a new family of peacocks and associated martingales.
- Published
- 2011
- Full Text
- View/download PDF
50. The Stochastic Differential Equation Method
- Author
-
Marc Yor, Christophe Profeta, Francis Hirsch, and Bernard Roynette
- Subjects
Stochastic partial differential equation ,Combinatorics ,symbols.namesake ,Stochastic differential equation ,Linear differential equation ,Differential equation ,Homogeneous differential equation ,Runge–Kutta method ,symbols ,First-order partial differential equation ,Universal differential equation ,Mathematics - Abstract
To certain peacocks (X t , t ≥ 0), we associate martingales (M t , t ≥ 0) which solve stochastic differential equations (SDE’s) of the form (Z t = ∫ 0 t σ (s, Z s )dB s , t ≥ 0).
- Published
- 2011
- Full Text
- View/download PDF
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