Semimartingales à deux indices
Small deviations of iterated processes in the space of trajectories
We derive logarithmic asymptotics of probabilities of small deviations for iterated processes in the space of trajectories. We find conditions under which these asymptotics coincide with those of processes generating iterated processes. When these conditions fail the asymptotics are quite different.
Some general properties of elliptically symmetric and some related random processes
Some Invariance Principles for Stochastic Processes and Their Inverse and Supremum Processes.
Some remarks on single jump processes
Spatial trajectories
Spectral type of some transformations of certain stochastic processes.
Stationary solutions for integer-valued autoregressive processes.
Statistical causality and adapted distribution
In the paper D. Hoover, J. Keisler: Adapted probability distributions, Trans. Amer. Math. Soc. 286 (1984), 159–201 the notion of adapted distribution of two stochastic processes was introduced, which in a way represents the notion of equivalence of those processes. This very important property is hard to prove directly, so we continue the work of Keisler and Hoover in finding sufficient conditions for two stochastic processes to have the same adapted distribution. For this purpose we use the concept...
Stochastic calculus and martingales on trees
Substable and pseudo-isotropic processes. Connections with the geometry of subspaces of [Book]
Sur des problèmes de régularisation, de recollement et d'interpolation en théorie des processus
Sur des problèmes de régularisation, de recollement et d'interpolation en théorie des martingales
Sur la compatibilité temporelle d'une tribu et d'une filtration discrète
Sur la convergence absolue de certaines intégrales
Sur la représentation intégrale des martingales du processus de Poisson
Sur la séparabilité et la continuité des fonctions aléatoires
Sur l'arrêt optimal de processus à temps multidimensionnel continu
Sur le barycentre d'une probabilité dans une variété
Sur le lemme de La Vallée Poussin et un théorème de Bismut