Compensation de processus à variation finie non localement intégrables
Complément à l'exposé précédent
Computing the expectation of the Azéma-Yor stopping times
Concentration inequalities for semi-bounded martingales
In this paper, we apply the technique of decoupling to obtain some exponential inequalities for semi-bounded martingale, which extend the results of de la Peña, Ann. probab. 27 (1999) 537–564.
Concentration inequalities for semi-bounded martingales
In this paper, we apply the technique of decoupling to obtain some exponential inequalities for semi-bounded martingale, which extend the results of de la Peña, Ann. probab.27 (1999) 537–564.
Conditional excursion theory
Conditional Markov chains - construction and properties
In this paper we study finite state conditional Markov chains (CMCs). We give two examples of CMCs, one which admits intensity, and another one, which does not admit an intensity. We also give a sufficient condition under which a doubly stochastic Markov chain is a CMC. In addition we provide a method for construction of conditional Markov chains via change of measure.
Conformal martingales and analytic functions.
Construction de quasimartingales s'annulant sur un ensemble donné
Construction d'une martingale réelle continue de filtration naturelle donnée
Continuous Ocone martingales as weak limits of rescaled martingales.
Continuous-time trading and the emergence of volatility.
Contrôle stochastique continu et martingales
Convergence des martingales et dérivation des fonctions d'ensembles
Convergence des surmartingales. Application aux vraisemblances partielles
Convergence en loi de semimartingales et variation quadratique
Convergence faible et principe d'invariance pour des martingales à valeurs dans des espaces de Sobolev
Convergence of martingales on manifolds of negative curvature
Convergence of Submartingales to an Increasing Process under Discretization of Filtrations
Convergences de Martingales a valeurs Vectorielles