Caractérisation des groupes localement compacts de type (T) ayant la propriété de point fixe
Caractérisation des martingales à deux paramètres indépendantes du chemin
Caractérisation des semimartingales
Caractérisation des semimartingales, d'après Dellacherie
Caractérisation d'une classe de semimartingales
Caractérisation d’une classe d’ensembles convexes de ou
Caractéristiques locales des semi-martingales et changements de probabilités
Carthaginian enlargement of filtrations
This work is concerned with the theory of initial and progressive enlargements of a reference filtration F with a random timeτ. We provide, under an equivalence assumption, slightly stronger than the absolute continuity assumption of Jacod, alternative proofs to results concerning canonical decomposition of an F -martingale in the enlarged filtrations. Also, we address martingales’ characterization in the enlarged filtrations in terms of martingales in the reference filtration, as well as predictable...
Cauchy approximation for sums of independent random variables.
Cauchy's principal value of local times of Lévy processes with no negative jumps via continuous branching processes.
Central and non-central limit theorems for weighted power variations of fractional brownian motion
In this paper, we prove some central and non-central limit theorems for renormalized weighted power variations of order q≥2 of the fractional brownian motion with Hurst parameter H∈(0, 1), where q is an integer. The central limit holds for 1/2q<H≤1−1/2q, the limit being a conditionally gaussian distribution. If H<1/2q we show the convergence in L2 to a limit which only depends on the fractional brownian motion, and if H>1−1/2q we show the convergence in L2 to a stochastic integral...
Central limit theorem for Gibbsian U-statistics of facet processes
A special case of a Gibbsian facet process on a fixed window with a discrete orientation distribution and with increasing intensity of the underlying Poisson process is studied. All asymptotic joint moments for interaction U-statistics are calculated and the central limit theorem is derived using the method of moments.
Central limit theorem for Hölder processes on -unit cube
We consider a sequence of stochastic processes with continuous trajectories and we show conditions for the tightness of the sequence in the Hölder space with a parameter .
Central limit theorem for random measures generated by stationary processes of compact sets
Random measures derived from a stationary process of compact subsets of the Euclidean space are introduced and the corresponding central limit theorem is formulated. The result does not require the Poisson assumption on the process. Approximate confidence intervals for the intensity of the corresponding random measure are constructed in the case of fibre processes.
Central limit theorem for sampled sums of dependent random variables
We prove a central limit theorem for linear triangular arrays under weak dependence conditions. Our result is then applied to dependent random variables sampled by a -valued transient random walk. This extends the results obtained by [N. Guillotin-Plantard and D. Schneider, Stoch. Dynamics3 (2003) 477–497]. An application to parametric estimation by random sampling is also provided.
Central limit theorem for solutions of random initialized differential equations: a simple proof.
Central limit theorems for the products of random matrices sampled by a random walk.
Chaînes de Markov à dérive stable et loi des grands nombres sur les hypergroupes
Chains with complete connections and one-dimensional Gibbs measures.
Changements de temps et intégrales stochastiques