Harmonic functions on loop groups
Heat kernel measure on central extension of current groups in any dimension.
Hedging in complete markets driven by normal martingales
This paper aims at a unified treatment of hedging in market models driven by martingales with deterministic bracket , including Brownian motion and the Poisson process as particular cases. Replicating hedging strategies for European, Asian and Lookback options are explicitly computed using either the Clark-Ocone formula or an extension of the delta hedging method, depending on which is most appropriate.
Hsu-Robbins and Spitzer's theorems for the variations of fractional Brownian motion.