Temps local du produit et du sup de deux semimartingales
Temps local et balayage des semimartingales
Temps local pour les martingales à deux indices par rapport à sa variation quadratique
The Azéma martingales as components of quantum independent increment processes
The Banach space of workable contingent claims in arbitrage theory
The best estimation of a ratio inequality for continuous martingales
The existence of a multiple spider martingale in the natural filtration of a certain diffusion in the plane
The martingale problem with sticky reflection conditions, and a system of particles interacting at the boundary
The maximum maximum of a martingale
The monotone Poisson process
The coefficients of the moments of the monotone Poisson law are shown to be a type of Stirling number of the first kind; certain combinatorial identities relating to these numbers are proved and a new derivation of the Cauchy transform of this law is given. An investigation is begun into the classical Azéma-type martingale which corresponds to the compensated monotone Poisson process; it is shown to have the chaotic-representation property and its sample paths are described.
The representation of Poisson functionals
The Skorokhod embedding problem and its offspring.
The total continuity of natural filtrations
Théorème de la limite centrale et convergence fonctionnelle vers un processus à accroissements indépendants : la méthode des martingales
There exists no ultimate solution to Skorokhod's problem
Tightness criteria for laws of semimartingales
Time reversal of non-Markov point processes
Transformées de Burkholder et sommabilité de Martingales à deux paramètres.
Travelling waves for a certain first-order coupled PDE system.
Tribus de Meyer et théorie des processus