Continuity at zero of semi-groups on L1 and differentiation of additive processes
Continuity of local times for Markov processes
Continuity of stochastic convolutions
Let be a Brownian motion, and let be the space of all continuous periodic functions with period 1. It is shown that the set of all such that the stochastic convolution , does not have a modification with bounded trajectories, and consequently does not have a continuous modification, is of the second Baire category.
Continuous factorizations of covariance operators and Gaussian processes
Continuous Ocone martingales as weak limits of rescaled martingales.
Continuous-time trading and the emergence of volatility.
Contre-exemple dans le théorème central limite fonctionnel pour les champs aléatoires réels
Contribución al estudio de la teoría ergódica de procesos aleatorios con valores en espacios métricos compactos.
Control of a Gaussian process by rarefying its innovation process.
Contrôle impulsionnel avec retard pour des processus de Markov
Contrôle stochastique continu et martingales
Convergence analysis for asymmetric Deffuant-Weisbuch model
In this paper, we investigate the convergence behavior of the asymmetric Deffuant-Weisbuch (DW) models during the opinion evolution. Based on the convergence of the asymmetric DW model that generalizes the conventional DW model, we first propose a new concept, the separation time, to study the transient behavior during the DW model's opinion evolution. Then we provide an upper bound of the expected separation time with the help of stochastic analysis. Finally, we show relations of the separation...
Convergence and convergence rate to fractional Brownian motion for weighted random sums.
Convergence criterion for multiparameter stochastic processes
Convergence de sommes de variables aléatoires indicées par des ensembles partiellement ordonnes
Convergence des martingales et dérivation des fonctions d'ensembles
Convergence des martingales pluri-sous-harmoniques vectorielles à deux indices
Convergence des surmartingales. Application aux vraisemblances partielles
Convergence en loi de fonctions aléatoires continues ou cadlag, propriétés de compacité des lois
Convergence en loi de semimartingales et variation quadratique