A Brownian sheet martingale with the same marginals as the arithmetic average of geometric Brownian motion.
A Hölderian FCLT for some multiparameter summation process of independent non-identically distributed random variables.
A limit theorem for the prediction process under absolute continuity
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...
A note concerning spectral multiplicity one.
A note on the energy inequalities for increasing processes
A pointwise approximation of isolated trees in a random graph.
À propos de la formule d'Azéma-Yor
A remark on Tsirelson's stochastic differential equation
An Arzela-Ascoli type theorem for random functions.
An essay on the general theory of stochastic processes.
An integral representation of randomized probabilities and its applications
Appendice : «Un résultat de D. Williams»
Approximation of predictable characteristics of processes with filtrations