Calcul stochastique avec sauts sur une variété Jean Picard (1991) Séminaire de probabilités de Strasbourg
Collision local times, historical stochastic calculus, and competing superprocesses. Evans, Steven N., Perkins, Edwin A. (1998) Electronic Journal of Probability [electronic only]
Concrete representation of martingales. Montgomery-Smith, Stephen (1998) Electronic Journal of Probability [electronic only]
Constructing One-Parameter Transformations on White Noise Functions in Terms of Equicontinuous Generators. Nobuaki Obata (1997) Monatshefte für Mathematik
Continuity properties of solutions of multivalued equations with white noise perturbation. Michta, Mariusz (1997) Journal of Applied Mathematics and Stochastic Analysis
Continuous interpolation of solution sets of Lipschitzian quantum stochastic differential inclusions. Ayoola, E.O., Adeyeye, John O. (2007) Journal of Applied Mathematics and Stochastic Analysis
Continuous Maassen kernels and the inverse oscillator Wilhelm von Waldenfels (1996) Séminaire de probabilités de Strasbourg
Convergence of stochastic flows with jumps and Levy processes in diffeomorphisms group Hiroshi Kunita (1986) Annales de l'I.H.P. Probabilités et statistiques
Correction : “On two transfer principles in stochastic differential geometry” Michel Émery (1992) Séminaire de probabilités de Strasbourg