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