Intégrales stochastiques par rapport aux martingales locales
Intégrales stochastiques par rapport aux processus de Wiener ou de Poisson
Integrals related to stationary processes and cylindrical martingales
Integration by parts and Cameron-Martin formulas for the free path space of a compact riemannian manifold
Integration in a dynamical stochastic geometric framework
Motivated by the well-posedness of birth-and-growth processes, a stochastic geometric differential equation and, hence, a stochastic geometric dynamical system are proposed. In fact, a birth-and-growth process can be rigorously modeled as a suitable combination, involving the Minkowski sum and the Aumann integral, of two very general set-valued processes representing nucleation and growth dynamics, respectively. The simplicity of the proposed geometric approach allows to avoid problems of boundary...
Integration in a dynamical stochastic geometric framework
Motivated by the well-posedness of birth-and-growth processes, a stochastic geometric differential equation and, hence, a stochastic geometric dynamical system are proposed. In fact, a birth-and-growth process can be rigorously modeled as a suitable combination, involving the Minkowski sum and the Aumann integral, of two very general set-valued processes representing nucleation and growth dynamics, respectively. The simplicity of the proposed geometric approach allows to avoid problems of boundary...
Intégration stochastique et géométrie des espaces de Banach
Interprétation probabiliste et extension des intégrales stochastiques non commutatives
Introduction au calcul stochastique
Introduction to the Theory of the It-type Stochastic Integrals and Stochastic Differential Equations
Itô-Henstock integral and Itô's formula for the operator-valued stochastic process
In this paper, we introduce the Itô-Henstock integral of an operator-valued stochastic process and formulate a version of Itô's formula.
Itô's formula with respect to fractional Brownian motion and its application.
Itô-Skorohod stochastic equations and applications to finance.
Joint continuity of renormalized intersection local times
Kolmogorov equation and large-time behaviour for fractional Brownian motion driven linear SDE's
We consider a stochastic process which solves an equation where and are real matrices and is a fractional Brownian motion with Hurst parameter . The Kolmogorov backward equation for the function is derived and exponential convergence of probability distributions of solutions to the limit measure is established.
-norm of infinitely divisible random vectors and certain stochastic integrals.
La classe des semimartingales qui permettent d'intégrer les processus optionnels
La formule d'Ito pour le mouvement brownien, d'après G. Brosamler
L'approximation u.c.p. et la continuité de certaines intégrales stochastiques dépendant d'un paramètre
Large deviations for some Poisson random integrals