Page 1 Next

## Displaying 1 – 20 of 126

Showing per page

### A Brownian sheet martingale with the same marginals as the arithmetic average of geometric Brownian motion.

Electronic Journal of Probability [electronic only]

### A Hölderian FCLT for some multiparameter summation process of independent non-identically distributed random variables.

Electronic Journal of Probability [electronic only]

### A limit theorem for the prediction process under absolute continuity

Séminaire de probabilités de Strasbourg

### A new kind of augmentation of filtrations

ESAIM: Probability and Statistics

Let (Ω, $ℱ$, (${ℱ}_{t}$)t≥0, $ℙ$) be a filtered probability space satisfying the usual assumptions: it is usually not possible to extend to ${ℱ}_{\infty }$ (theσ-algebra generated by (${ℱ}_{t}$)t≥0) a coherent family of probability measures (${ℚ}_{t}$) indexed byt≥0, each of them being defined on ${ℱ}_{t}$. 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

ESAIM: Probability and Statistics

Let (Ω, $ℱ$, (${ℱ}_{t}$)t≥0, $ℙ$) be a filtered probability space satisfying the usual assumptions: it is usually not possible to extend to ${ℱ}_{\infty }$ (the σ-algebra generated by (${ℱ}_{t}$)t≥0) a coherent family of probability measures (${ℚ}_{t}$) indexed by t≥0, each of them being defined on ${ℱ}_{t}$. 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...

### A note concerning spectral multiplicity one.

Publications de l'Institut Mathématique. Nouvelle Série

### A note on the energy inequalities for increasing processes

Séminaire de probabilités de Strasbourg

### A pointwise approximation of isolated trees in a random graph.

Acta Mathematica Academiae Paedagogicae Nyí regyháziensis. New Series [electronic only]

### À propos de la formule d'Azéma-Yor

Séminaire de probabilités de Strasbourg

### A remark on Tsirelson's stochastic differential equation

Séminaire de probabilités de Strasbourg

### An Arzela-Ascoli type theorem for random functions.

International Journal of Mathematics and Mathematical Sciences

### An essay on the general theory of stochastic processes.

Probability Surveys [electronic only]

### An integral representation of randomized probabilities and its applications

Séminaire de probabilités de Strasbourg

### Appendice : «Un résultat de D. Williams»

Séminaire de probabilités de Strasbourg

### Approximation of predictable characteristics of processes with filtrations

Séminaire de probabilités de Strasbourg

Kybernetika

### Chains with complete connections and one-dimensional Gibbs measures.

Electronic Journal of Probability [electronic only]

### Conditional excursion theory

Séminaire de probabilités de Strasbourg

Stochastica

### Convergence en loi de fonctions aléatoires continues ou cadlag, propriétés de compacité des lois

Séminaire de probabilités de Strasbourg

Page 1 Next