Manifold-valued martingales, changes of probabilities, and smoothness of finely harmonic maps
Markov-Komposition und eine Anwendung auf Martingale.
Martingale Approach To Random Evolution
Martingale inequalities in exponential Orlicz spaces.
Martingale measures in the market with restricted information.
Martingale problems for conditional distributions of Markov processes.
Martingale proofs of many-server heavy-traffic limits for Markovian queues.
Martingales and profile of binary search trees.
Martingales d'Azéma asymétriques. Description élémentaire et unicité
Martingales de valeur absolue donnée, d'après Protter-Sharpe
Martingales et changement de temps
Martingales et convergence étroite de mesures de probabilité
Martingales locales à accroissements indépendants
Martingales locales fonctionnelles additives (I)
Martingales locales fonctionnelles additives (II)
Martingales on random sets and the strong martingale property.
Martingales relatives
Martingales sur le cercle
Maximal brownian motions
Let Z=(X, Y) be a planar brownian motion, the filtration it generates, andBa linear brownian motion in the filtration . One says thatB(or its filtration) is maximal if no other linear -brownian motion has a filtration strictly bigger than that ofB. For instance, it is shown in [In Séminaire de Probabilités XLI 265–278 (2008) Springer] that B is maximal if there exists a linear brownian motion C independent of B and such that the planar brownian motion (B, C) generates the same filtration asZ....
Maximal inequalities for Bessel processes.