Martingales de valeur absolue donnée, d'après Protter-Sharpe
Martingales et changement de temps
Martingales et convergence étroite de mesures de probabilité
Martingales, G...-Embeddings and Quotients of L1 .
Martingales in Banach spaces for which the convergence with probability one, in probability and in law coincide
Martingales in manifolds. Definition, examples and behaviour under maps
Martingales locales à accroissements indépendants
Martingales locales fonctionnelles additives (I)
Martingales locales fonctionnelles additives (II)
Martingales on noncompact manifolds : maximal inequalities and prescribed limits
Martingales on random sets and the strong martingale property.
Martingales relatives
Martingales sur le cercle
Mathematical modelling of tumour angiogenesis and the action of angiostatin as a protease inhibitor.
Maxima and minima of stationary random sequences under a local dependence restriction.
Maxima of the cells of an equiprobable multinomial.
Maximal brownian motions
Let Z=(X, Y) be a planar brownian motion, the filtration it generates, andBa linear brownian motion in the filtration . One says thatB(or its filtration) is maximal if no other linear -brownian motion has a filtration strictly bigger than that ofB. For instance, it is shown in [In Séminaire de Probabilités XLI 265–278 (2008) Springer] that B is maximal if there exists a linear brownian motion C independent of B and such that the planar brownian motion (B, C) generates the same filtration asZ....
Maximal displacement for bridges of random walks in a random environment
It is well known that the distribution of simple random walks on ℤ conditioned on returning to the origin after 2n steps does not depend on p=P(S1=1), the probability of moving to the right. Moreover, conditioned on {S2n=0} the maximal displacement maxk≤2n|Sk| converges in distribution when scaled by √n (diffusive scaling). We consider the analogous problem for transient random walks in random environments on ℤ. We show that under the quenched law Pω (conditioned on the environment ω), the maximal...
Maximal inequalities for Bessel processes.
Maximal Inequalities for Stochastic Integrals