A characterisation of the closure of in
A characterization and moving average representation for stable harmonizable processes.
A clark-ocone formula in UMD Banach spaces.
A converse to some inequalities and approximations in the theory of Stieltjes and stochastic integrals, and for nth derivatives
A counter-example concerning a condition of Ogawa integrability
A family of integral representations for the brownian variables
A generalization of the conservation integral
Starting from the scheme given by Hudson and Parthasarathy [7,11] we extend the conservation integral to the case where the underlying operator does not commute with the time observable. It turns out that there exist two extensions, a left and a right conservation integral. Moreover, Itô's formula demands for a third integral with two integrators. Only the left integral shows similar continuity properties to that derived in [11] used for extending the integral to more than simple integrands. In...
A generalization of the Itô formula.
A generalized Itô's formula in two-dimensions and stochastic Lebesgue-Stieltjes integrals.
A generalized Itô-Ventzell formula. Application to a class of anticipating stochastic differential equations
A multivariate version of Hoeffding's inequality.
A Non-Central Functional Limit Theorem for Quadratic Forms in Martingale Difference Sequences
A non-commutative sewing lemma.
A note on maximal estimates for stochastic convolutions
In stochastic partial differential equations it is important to have pathwise regularity properties of stochastic convolutions. In this note we present a new sufficient condition for the pathwise continuity of stochastic convolutions in Banach spaces.
A note on maximal inequality for stochastic convolutions
Using unitary dilations we give a very simple proof of the maximal inequality for a stochastic convolution driven by a Wiener process in a Hilbert space in the case when the semigroup is of contraction type.
A note on stochastic integration with respect to optional semimartingales.
A note on the functional law of the iterated logarithm for Lévy's area process
By using large deviation techniques, we prove a Strassen type law of the iterated logarithm, in Hölder norm, for Lévy's area process.
À propos de la formule d'Azéma-Yor
À propos de l'intégrabilité uniforme des martingales exponentielles
À propos d'une conjecture de Meyer