Comportement asymptotique du nombre de tours effectués par la trajectoire brownienne plane
Conditions d'entropie assurant la continuité de certains processus et applications à l'analyse harmonique
Continuité des fonctions aléatoires sphériquement invariantes
Continuity at zero of semi-groups on L1 and differentiation of additive processes
Continuity of local times for Markov processes
Continuity of stochastic convolutions
Let be a Brownian motion, and let be the space of all continuous periodic functions with period 1. It is shown that the set of all such that the stochastic convolution , does not have a modification with bounded trajectories, and consequently does not have a continuous modification, is of the second Baire category.
Continuous-time trading and the emergence of volatility.
Convergence of martingales on manifolds of negative curvature
Convex rearrangements of Lévy processes
In this paper we study asymptotic behavior of convex rearrangements of Lévy processes. In particular we obtain Glivenko-Cantelli-type strong limit theorems for the convexifications when the corresponding Lévy measure is regularly varying at + with exponent α ∈ (1,2).
Corrections : “Domains of attraction in Banach spaces”
Corrections to “On Lev́y processes conditioned to stay positive".
Correlation Function and Separability of Linear Space of Stochastic Process
Cycle time of stochastic max-plus linear systems.
Demiconvergence of processes indexed by two indices
Dérivabilité des fonctions aléatoires
Deux remarques sur la séparabilité optionnelle
Domains of attraction in Banach spaces
Duality of Schramm-Loewner evolutions
In this note, we prove a version of the conjectured duality for Schramm-Loewner Evolutions, by establishing exact identities in distribution between some boundary arcs of chordal , , and appropriate versions of , .
Enhanced Gaussian processes and applications
We propose some construction of enhanced Gaussian processes using Karhunen-Loeve expansion. We obtain a characterization and some criterion of existence and uniqueness. Using rough-path theory, we derive some Wong-Zakai Theorem.
Enveloppes convexes des processus gaussiens