Some polar sets for the brownian sheet
Some remarkable martingales
Some remarkable pure martingales
Some remarks about the joint law of brownian motion and its supremum
Some remarks on
Some remarks on mutual windings
Some remarks on perturbed reflecting brownian motion
Some results on increments of the Wiener process.
Square variation of Brownian paths in Banach spaces.
Stationary Quantum Markov processes as solutions of stochastic differential equations
From the operator algebraic approach to stationary (quantum) Markov processes there has emerged an axiomatic definition of quantum white noise. The role of Brownian motion is played by an additive cocycle with respect to its time evolution. In this report we describe some recent work, showing that this general structure already allows a rich theory of stochastic integration and stochastic differential equations. In particular, if a quantum Markov process is represented by a unitary cocycle, we can...
Stochastic analysis and local times for (N, d)-Wiener process
Stochastic equation of population dynamics of prey-predator type with diffusion in a territory.
Stochastic harmonic morphisms : functions mapping the paths of one diffusion into the paths of another
We give several necessary and sufficient conditions that a function maps the paths of one diffusion into the paths of another. One of these conditions is that is a harmonic morphism between the associated harmonic spaces. Another condition constitutes an extension of a result of P. Lévy about conformal invariance of Brownian motion. The third condition implies that two diffusions with the same hitting distributions differ only by a chance of time scale. We also obtain a converse of the above...
Stochastic integral representation of the modulus of Brownian local time and a central limit theorem.
Stochastic integrals and progressive measurability. An example
Stochastic integration with respect to fractional brownian motion
Stochastic methods and differential geometry
Stopping sequences
Strassen theorem in holder norm for some brownian functionals
Strict concavity of the half plane intersection exponent for planar Brownian motion.