A Characterization Of Cramér Representation Of Stochastic Processes
A characterization of Cramér representation of stochastic processes.
A description of stochastic systems using chaotic maps.
A new kind of augmentation of filtrations
Let (Ω, , ()t≥0, ) be a filtered probability space satisfying the usual assumptions: it is usually not possible to extend to (theσ-algebra generated by ()t≥0) a coherent family of probability measures () indexed byt≥0, each of them being defined on . It is known that for instance, on the Wiener space, this extension problem has a positive answer if one takes the filtration generated by the coordinate process, made right-continuous, but can have a negative answer if one takes its usual augmentation....
A new kind of augmentation of filtrations
Let (Ω, , ()t≥0, ) be a filtered probability space satisfying the usual assumptions: it is usually not possible to extend to (the σ-algebra generated by ()t≥0) a coherent family of probability measures () indexed by t≥0, each of them being defined on . It is known that for instance, on the Wiener space, this extension problem has a positive answer if one takes the filtration generated by the coordinate process, made right-continuous, but can have a negative answer if one takes its usual...
À propos d'un lemme de Ch. Yoeurp
A Riemann approach to random variation
This essay outlines a generalized Riemann approach to the analysis of random variation and illustrates it by a construction of Brownian motion in a new and simple manner.
A Skorohod space of discontinuous functions on a general set
An algebraic approach to Pólya processes
Pólya processes are natural generalizations of Pólya–Eggenberger urn models. This article presents a new approach of their asymptotic behaviour via moments, based on the spectral decomposition of a suitable finite difference transition operator on polynomial functions. Especially, it provides new results for large processes (a Pólya process is called small when 1 is a simple eigenvalue of its replacement matrix and when any other eigenvalue has a real part ≤1/2; otherwise, it is called large).
An explicit representation of the extended Skorokhod map with two time-dependent boundaries.
An inequality for the predictable projection of an adapted process
Application d'un théorème de G. Mokobodzki à la théorie des flots
Bachelier et son époque : une conversation avec Bernard Bru
Billingsley-type tightness criteria for multiparameter stochastic processes
Changements de temps et intégrales stochastiques
Compléments aux exposés sur les ensembles analytiques et les temps d'arrêt
Confidence bands for spectral characteristics [Abstract of thesis]
Construction d'un processus prévisible ayant une valeur donnée en un temps d'arrêt
Convergence faible de processus, d'après Mokobodzki
Convergence faible et compacité des temps d'arrêt, d'après Baxter et Chacón