Décomposition atomique de martingales de la classe
Décomposition de Kunita-Watanabe
Décomposition des martingales locales et raréfaction des sauts
Decomposition of two parameter martingales.
In this paper we exhibit some decompositions in orthogonal stochastic integrals of two-parameter square integrable martingales adapted to a Brownian sheet which generalize the representation theorem of E. Wong and M. Zakai ([6]). Concretely, a development in a series of multiple stochastic integrals is obtained for such martingales. These results are applied for the characterization of martingales of path independent variation.
Décompositions multiplicatives de semimartingales exponentielles et applications
Demiconvergence of processes indexed by two indices
Démonstration «atomique» des inégalités de Burkholder-Davis-Gundy
Démonstration d'un théorème de F. Knight à l'aide de martingales exponentielles
Démonstration élémentaire d'un résultat d'Azéma et Jeulin
Démonstration simple d'un résultat sur le temps local
Density estimation via best -approximation on classes of step functions
We establish consistent estimators of jump positions and jump altitudes of a multi-level step function that is the best -approximation of a probability density function . If itself is a step-function the number of jumps may be unknown.
Deux applications de la décomposition de Galtchouk-Kunita-Watanabe
Differentiability of multiplicative processes related to branching random walks
Différents types de martingales à deux indices
Diffusion in long-range correlated Ornstein-Uhlenbeck flows.
Diffusions à coefficients continus, d'après Stroock et Varadhan
Directionally convex ordering in multidimensional jump diffusions models.
Dirichlet processes and an intrinsic characterization of renormalized intersection local times
Doob's decomposition and Burkholder's inequalities