-variation for families of local times on lines
Parametric dependence of the solution processes on the coefficients in McShane's stochastic integral equation systems
Partition-dependent stochastic measures and -deformed cumulants.
Poisson stochastic integration in Hilbert spaces
Positivité sur l'espace de Fock
Power variation of multiple fractional integrals
Principal values of the integral functionals of brownian motion : existence continuity and an extension of Itô's formula
Probabilistic models for vortex filaments based on fractional brownian motion.
Se introduce una estructura de vorticidad basada en el movimiento browniano fraccionario con parámetro de Hurst H > 1/2 . El objeto de esta nota es presentar el siguiente resultado: Bajo una condición de integrabilidad adecuada sobre la medida ρ que controla la concentración de la vorticidad a lo largo de los filamentos, la energía cinética de la configuración está bien definida y tiene momentos de todos los órdenes.
Probabilistic models of vortex filaments
A model of vortex filaments based on stochastic processes is presented. In contrast to previous models based on semimartingales, here processes with fractal properties between and are used, which include fractional Brownian motion and similar non-Gaussian examples. Stochastic integration for these processes is employed to give a meaning to the kinetic energy.
Probability structure preserving and absolute continuity
Problèmes de Dirichlet-Neumann étalés et fonctionnelles multiplicatives associées
Prolongement de processus holomorphes. Cas «carré intégrable»
Prolongement des semi-martingales
Properties of generalized set-valued stochastic integrals
The paper is devoted to properties of generalized set-valued stochastic integrals defined in [10]. These integrals generalize set-valued stochastic integrals defined by E.J. Jung and J.H. Kim in the paper [4]. Up to now we were not able to construct any example of set-valued stochastic processes, different on a singleton, having integrably bounded set-valued integrals defined in [4]. It was shown by M. Michta (see [11]) that in the general case set-valued stochastic integrals defined by E.J. Jung...
Properties of set-valued stochastic integrals
We introduce set-valued stochastic integrals driven by a square-integrable martingale and by a semimartingale. We investigate properties of both integrals.
Propriété des lois pour les solutions d'une famille d'équations stochastiques