Random walks in a quarter plane with zero drifts. I. Ergodicity and null recurrence
Reflected diffusions defined via the extended Skorokhod map.
Regularity and integrator properties of variation processes of two-parameter martingales with jumps
Remarques sur le processus d'Ornstein-Uhlenbeck en dimension infinie
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...
Representations of isotropic Gaussian random fields with homogeneous increments.
Résultats d'Atkinson sur les processus de Markov