Representation form of de Finetti theorem and application to convexity
Representation formulae for (C₀) m-parameter operator semigroups
Some general representation formulae for (C₀) m-parameter operator semigroups with rates of convergence are obtained by the probabilistic approach and multiplier enlargement method. These cover all known representation formulae for (C₀) one- and m-parameter operator semigroups as special cases. When we consider special semigroups we recover well-known convergence theorems for multivariate approximation operators.
Représentation nucléaire des martingales d'Azéma
Representation of continuous linear forms on the set of ladlag processes and the hedging of American claims under proportional costs.
Representation of Itô integrals by Lebesgue/Bochner integrals
In [Yong 2004], it was proved that as long as the integrand has certain properties, the corresponding Itô integral can be written as a (parameterized) Lebesgue integral (or a Bochner integral). In this paper, we show that such a question can be answered in a more positive and refined way. To do this, we need to characterize the dual of the Banach space of some vector-valued stochastic processes having different integrability with respect to the time variable and the probability measure. The later...
Representation theorems for interacting Moran models, interacting Fisher-Wright diffusions and applications.
Representation theorems for multi-valued (regular) L...-amarts.
Représentations convergentes des intégrales stochastiques
Représentations multiplicatives de sousmartingales, d'après Azéma
Representations of conditional means.
Representations of isotropic Gaussian random fields with homogeneous increments.
Restricted convergence and -max stable laws.
Restricted exchangeable partitions and embedding of associated hierarchies in continuum random trees
We introduce the notion of a restricted exchangeable partition of . We obtain integral representations, consider associated fragmentations, embeddings into continuum random trees and convergence to such limit trees. In particular, we deduce from the general theory developed here a limit result conjectured previously for Ford’s alpha model and its extension, the alpha-gamma model, where restricted exchangeability arises naturally.
Résultats d'Atkinson sur les processus de Markov
Résultats d'Azéma en théorie générale des processus
Résultats récents de A. Benveniste en théorie des flots
Retour aux retournements
Return Distribution and Value at Risk Estimation for Belex15
Returns to the origin for a randomized random walk
Revisiting the sample path of Brownian motion
Brownian motion is the most studied of all stochastic processes; it is also the basis for stochastic analysis developed in the second half of the 20th century. The fine properties of the sample path of a Brownian motion have been carefully studied, starting with the fundamental work of Paul Lévy who also considered more general processes with independent increments and extended the Brownian motion results to this class. Lévy showed that a Brownian path in d (d ≥ 2) dimensions had zero Lebesgue measure;...