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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

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