Local time and pathwise uniqueness for stochastic differential equations
Local times and almost sure convergence of semi-martingales
Lois de semimartingales et critères de compacité
Majoration dans du type Métivier-Pellaumail pour les semimartingales
Martingale for R-Fuzzy Valued Random Variable
Martingales and arbitrage: a new look.
Martingales asymptotiques pour l'ordre
Martingales in manifolds. Definition, examples and behaviour under maps
Martingales on noncompact manifolds : maximal inequalities and prescribed limits
Median for metric spaces
We consider a Köthe space of random variables (r.v.) defined on the Lebesgue space ([0,1],B,λ). We show that for any sub-σ-algebra ℱ of B and for all r.v.’s X with values in a separable finitely compact metric space (M,d) such that d(X,x) ∈ for all x ∈ M (we then write X ∈ (M)), there exists a median of X given ℱ, i.e., an ℱ-measurable r.v. Y ∈ (M) such that for all ℱ-measurable Z. We develop the basic theory of these medians, we show the convergence of empirical medians and we give some applications....
Mesures à accroissements indépendants et P.A.I. non homogènes
Mesures vectorielles dans les espaces réticulés
Moyennes mobiles et semimartingales
Noncommutative fractional integrals
Let ℳ be a hyperfinite finite von Nemann algebra and be an increasing filtration of finite-dimensional von Neumann subalgebras of ℳ. We investigate abstract fractional integrals associated to the filtration . For a finite noncommutative martingale adapted to and 0 < α < 1, the fractional integral of x of order α is defined by setting for an appropriate sequence of scalars. For the case of a noncommutative dyadic martingale in L₁() where is the type II₁ hyperfinite factor equipped...
Normal martingales and polynomial families
Wiener and compensated Poisson processes, as normal martingales, are associated to classical sequences of polynomials, namely Hermite polynomials for the first one and Charlier polynomials for the second. The problem studied in this paper is to find if there exist other normal martingales which are associated to classical sequences of polynomials. Privault, Solé and Vives [5] solved this problem via the quantum Kabanov formula under some assumptions on the normal martingales considered. We solve...
On a generalization of a theorem of W. Sudderth and some applications
On a non symmetric operation for two-parameter martingales
On a. s. convergence of classes of multivalued asymptotic martingales
On almost sure convergence of vector valued pramarts and multivalued pramarts.
On almost sure convergence without the Radon-Nikodym property.