Strong innovation and its applications to information diffusion modelling in finance.
Strong solutions for stochastic differential equations with jumps
General stochastic equations with jumps are studied. We provide criteria for the uniqueness and existence of strong solutions under non-Lipschitz conditions of Yamada–Watanabe type. The results are applied to stochastic equations driven by spectrally positive Lévy processes.
Strong uniqueness for certain infinite dimensional Dirichlet operators and applications to stochastic quantization
Structural properties and limit behaviour of linear stochastic systems in Hilbert spaces
Suboptimality Of Stochastic Systems: Structural Uncertainties And Information Constraints
Successive Approximation of Neutral Functional Stochastic Differential Equations in Hilbert Spaces
By using successive approximation, we prove existence and uniqueness result for a class of neutral functional stochastic differential equations in Hilbert spaces with non-Lipschitzian coefficients
Superfluidity in the stochastic limit.
Superposition rules and stochastic Lie–Scheffers systems
This paper proves a version for stochastic differential equations of the Lie–Scheffers theorem. This result characterizes the existence of nonlinear superposition rules for the general solution of those equations in terms of the involution properties of the distribution generated by the vector fields that define it. When stated in the particular case of standard deterministic systems, our main theorem improves various aspects of the classical Lie–Scheffers result. We show that the stochastic analog...
Support d'une équation d'Itô avec sauts en dimension 1
Support of a Marcus equation in dimension 1.
Sur certaines généralisations de l'inégalité de Fefferman
Sur certaines relations entre les intégrales trajectorielles et l'opérateur de translation et son dual dans l'espace de Poisson canonique.
We study the relationship between the translation operator, its dual and the pathwise integral on the Poisson space with weak conditions on the processes.
Sur certains commutateurs d'une filtration
Sur deux estimations d'intégrales multiples
Sur deux questions posées par Schwartz
Sur la caractérisation des semi-martingales
Sur la charge associée à une mesure aléatoire réelle stationnaire
Sur la construction de certaines diffusions
Sur la construction des intégrales stochastiques et les sous-espaces stables de martingales
Sur la contiguïté relative de deux suites de mesures. Compléments