Paul RAYNAUD de FITTE

     My research interests are mainly in Analysis and Probablity:

• interactions of topology and geometry with probability, 
• Young measures,
• deterministic and stochastic differential inclusions,
• almost periodic stochastic processes.
  

PUBLICATIONS

     PREPRINTS

• Nadira Bouchemella et Paul Raynaud de Fitte : Weak solutions of backward stochastic differential equations with continuous generator. ArXiv e-prints, April 2011, 1104.1192. Submitted for publication. [preprint on arXiv]



• Mikhail Kamenski, Omar Mellah et Paul Raynaud de Fitte : Weak averaging of semilinear stochastic differential equations with almost periodic coefficients. ArXiv e-prints, October 2012, 1210.7412. Submitted for publication. [preprint on arXiv]

     ARTICLES

• Omar Mellah and Paul Raynaud de Fitte : Counterexamples to mean square almost periodicity of the solutions of some SDEs with almost periodic coefficients. Electron. J. Differential Equations (2007), No. 117, 10 pp.(electronic). [article]



• Charles Castaing and Paul Raynaud de Fitte : Law of large numbers and ergodic theorem for convex
  weak-star compact valued Gelfand-integrable mappings. In Kusuoka, Shigeo (ed.) et al., Advances in
  Mathematical Economics. Vol. 17. Tokyo : Springer. Adv. Math. Econ. 17, to appear. 2013 . [pdf]



• Fazia Bedouhene, Omar Mellah and Paul Raynaud de Fitte : Bochner-almost periodicity for stochastic
  processes. Stoch. Anal. Appl., 30(2):322-342, 2012.
  



• Dedecker (Jérôme), Prieur (Clémentine) and Raynaud de Fitte (Paul). Parametrized Kantorovich-Rubinštein Theorem and application to the coupling of random variables. In Dependence in Probability and Statistics, volume 187 of Lecture Notes in Statistics, pages 105-121. Springer, New York, 2006. [pdf of the preprint on arXiv]



• Castaing (Charles), Raynaud de Fitte (Paul) and Salvadori (Anna). Some variational convergence results for integral functionals using Young measures. In Kusuoka, Shigeo (ed.) et al., Advances in mathematical economics. Vol. 8. 2006. Tokyo: Springer. Adv. Math. Econ. 8: 33-73, 2006. [abstract]



• Jakubowski (Adam), Kamenskiĭ (Mikhail I.) and Raynaud de Fitte (Paul). Existence of weak solutions to stochastic differential inclusions. Stoch. Anal. Appl., 23(4):723-749, 2005. [pdf]



• Jakubowski (Adam), Kamenskiĭ (Mikhail I.) and Raynaud de Fitte (Paul). Existence of weak solutions to stochastic differential inclusions. C. R. Math. Acad. Sci. Paris, 340(3):229-234, 2005.



• Castaing (Charles), Raynaud de Fitte (Paul) and Salvadori (Anna). Some variational convergence results for a class of evolution inclusions of second order using Young measures. In Kusuoka, Shigeo (ed.) et al., Advances in mathematical economics. Vol. 7. Tokyo: Springer. Adv. Math. Econ. 7, 1-32. 2005. [abstract]



• Raynaud de Fitte (Paul). Compactness criteria for the stable topology. Bull. Pol. Acad. Sci., Math., 51(4):343--363, 2003. [abstract]



• Castaing (Charles) and Raynaud de Fitte (Paul). On the fiber product of Young measures with application to a control problem with measures. In Kusuoka, Shigeo (ed.) et al., Advances in mathematical economics. Vol. 6. Tokyo: Springer. Adv. Math. Econ. 6, 1-38. 2004. [abstract]



• Jakubowski (Adam), Kwapień (Stanisław), Raynaud de Fitte (Paul) and Rosiński (Jan). Radonification of cylindrical semimartingales by a single Hilbert-Schmidt operator. Infinite Dimensional Analysis, Quantum Probability and Related Topics (IDAQP), 5(3):429--441, 2002. [abstract]



• Raynaud de Fitte (Paul) and Zięba (Wiesław). On the construction of a stable sequence with given density. Ann. Univ. Mariae Curie-Skłodowska Sect. A, 56(8):77--84, 2002. [pdf]



• Castaing (Charles) and Raynaud de Fitte (Paul). S--Uniform scalar integrability and strong laws of large numbers for Pettis integrable functions with values in a separable locally convex space. J. Theor. Probab., 13(1):93--134, 2000. [abstract and compressed ps file]



• Raynaud de Fitte (Paul). Théorème ergodique ponctuel et lois fortes des grands nombres pour des points aléatoires d'un espace métrique à courbure négative. The Annals of Probability, 25(2):738--766, 1997. [pdf]

    MONOGRAPHY

• Castaing (Charles), Raynaud de Fitte (Paul) and Valadier (Michel). Young measures on Topological Spaces. With Applications in Control Theory and Probability Theory, volume 571 of Mathematics and its Applications. Kluwer Academic Publishers, Dordrecht, 2004. [abstract]  [erratum]
  

    PROCEEDINGS

• Raynaud de Fitte (Paul). Deux lois fortes des grands nombres pour des ensembles aléatoires. Sém. Anal. Convexe, 21:1.1-1.28, 1991.



• Raynaud de Fitte (Paul). Loi forte des grands nombres de Padgett et Taylor pour des ensembles aléatoires. In Séminaire de Mathématiques de Rouen, Compte Rendu des Séances Oct. 90 - Juin 91, pages 91-98. Publications de l'Université de Rouen numéro 183, 1991.

    HABILITATION

• Raynaud de Fitte (Paul). Autour de la notion de mesure. Synthesis work for the french "habilitation à diriger des recherches", December 2004. [pdf]