La méthode d'approximation de Gauss-Galerkin en filtrage non linéaire
La méthode des martingales appliquée à l'étude de la convergence en loi de processus
La méthode des semi-martingales en filtrage quand l'observation est un processus ponctuel marqué
La propriété de représentation prévisible dans la filtration naturelle d'un ensemble régénératif
La théorie de la prédiction de F. Knight
Lacunary Fractional brownian Motion
In this paper, a new class of Gaussian field is introduced called Lacunary Fractional Brownian Motion. Surprisingly we show that usually their tangent fields are not unique at every point. We also investigate the smoothness of the sample paths of Lacunary Fractional Brownian Motion using wavelet analysis.
Lacunary Fractional Brownian Motion
In this paper, a new class of Gaussian field is introduced called Lacunary Fractional Brownian Motion. Surprisingly we show that usually their tangent fields are not unique at every point. We also investigate the smoothness of the sample paths of Lacunary Fractional Brownian Motion using wavelet analysis.
Laplace asymptotic expansions for Gaussian functional integrals.
Laplace transform estimates and deviation inequalities
Laplace transforms via Hadamard factorization.
L'approximation u.c.p. et la continuité de certaines intégrales stochastiques dépendant d'un paramètre
Large and moderate deviations for Hotelling's -statistic.
Large and moderate deviations for moving average processes
Large deviation principle for empirical measures generated by Cox point processes
Large deviation principle for enhanced gaussian processes
Large deviation probabilities for random walks with semiexponential distributions.
Large deviation probabilities for some rescaled superprocesses
Large deviations and Nelson processes.
Large deviations and strong mixing
Large deviations for a random walk in dynamical random environment