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.
Maximal Inequalities for Stochastic Integrals
Maximal Weak-Type Inequality for Orthogonal Harmonic Functions and Martingales
Assume that u, v are conjugate harmonic functions on the unit disc of ℂ, normalized so that u(0) = v(0) = 0. Let u*, |v|* stand for the one- and two-sided Brownian maxima of u and v, respectively. The paper contains the proof of the sharp weak-type estimate ℙ(|v|* ≥ 1)≤ (1 + 1/3² + 1/5² + 1/7² + ...)/(1 - 1/3² + 1/5² - 1/7² + ...) 𝔼u*. Actually, this estimate is shown to be true in the more general setting of differentially subordinate harmonic functions defined...
Métrisabilité de quelques espaces de processus aléatoires
Minimization of the Kullback information for some Markov processes
Minimization of the Kullback information of diffusion processes
Moderate deviations for martingales with bounded jumps.
Modifications : “Some invariance properties (of the laws) of Ocone's martingales”
Multifractal analysis of infinite products of stationary jump processes.
Multiplications aléatoires et dimensions de Hausdorff