Rademacher series and decoupling.
Random Integrals and Type and Cotype of Banach Space.
Random integrals of Banach space valued functions
Random matrices, magic squares and matching polynomials.
Relèvement borélien compatible avec une classe d'ensembles négligeables. Application à la désintégration des mesures
Remarques sur les classes de Vapnik-Cervonenkis
Representation of Itô integrals by Lebesgue/Bochner integrals
In [Yong 2004], it was proved that as long as the integrand has certain properties, the corresponding Itô integral can be written as a (parameterized) Lebesgue integral (or a Bochner integral). In this paper, we show that such a question can be answered in a more positive and refined way. To do this, we need to characterize the dual of the Banach space of some vector-valued stochastic processes having different integrability with respect to the time variable and the probability measure. The later...