A Brownian sheet martingale with the same marginals as the arithmetic average of geometric Brownian motion.
A Hölderian FCLT for some multiparameter summation process of independent non-identically distributed random variables.
A limit theorem for the prediction process under absolute continuity
A new kind of augmentation of filtrations
Let (Ω, , ()t≥0, ) be a filtered probability space satisfying the usual assumptions: it is usually not possible to extend to (theσ-algebra generated by ()t≥0) a coherent family of probability measures () indexed byt≥0, each of them being defined on . It is known that for instance, on the Wiener space, this extension problem has a positive answer if one takes the filtration generated by the coordinate process, made right-continuous, but can have a negative answer if one takes its usual augmentation....
A new kind of augmentation of filtrations
Let (Ω, , ()t≥0, ) be a filtered probability space satisfying the usual assumptions: it is usually not possible to extend to (the σ-algebra generated by ()t≥0) a coherent family of probability measures () indexed by t≥0, each of them being defined on . It is known that for instance, on the Wiener space, this extension problem has a positive answer if one takes the filtration generated by the coordinate process, made right-continuous, but can have a negative answer if one takes its usual...
A note concerning spectral multiplicity one.
A note on the energy inequalities for increasing processes
A pointwise approximation of isolated trees in a random graph.
À propos de la formule d'Azéma-Yor
A remark on Tsirelson's stochastic differential equation
An Arzela-Ascoli type theorem for random functions.
An essay on the general theory of stochastic processes.
An integral representation of randomized probabilities and its applications
Appendice : «Un résultat de D. Williams»
Approximation of predictable characteristics of processes with filtrations
Billingsley-type tightness criteria for multiparameter stochastic processes
Chains with complete connections and one-dimensional Gibbs measures.
Conditional excursion theory
Contribución al estudio de la teoría ergódica de procesos aleatorios con valores en espacios métricos compactos.
Convergence en loi de fonctions aléatoires continues ou cadlag, propriétés de compacité des lois