Calcul stochastique pour les mesures signées
Cálculo diferencial estocástico para procesos con parámetro n-dimensional.
In this paper we obtain a representation of semimartingalas in the plane by means of stochastic integrals. Some applications to the study of random Markov gaussian fields are given.
Canonical decompositions of certain generalized Brownian bridges.
Central limit theorems for the brownian motion on large unitary groups
In this paper, we are concerned with the large limit of the distributions of linear combinations of the entries of a Brownian motion on the group of unitary matrices. We prove that the process of such a linear combination converges to a Gaussian one. Various scales of time and various initial distributions are considered, giving rise to various limit processes, related to the geometric construction of the unitary Brownian motion. As an application, we propose a very short proof of the asymptotic...
Changing time for two-parameter strong martingales
Chaos de Wiener et intégrale de Feynman
Chung's law of the iterated logarithm for iterated brownian motion
Coalescence of skew brownian motions
Coarsening, nucleation, and the marked brownian web
Compléments aux formules de Tanaka-Rosen
Comportement asymptotique de certaines fonctionnelles additives de plusieurs mouvements browniens
Comportement asymptotique du nombre de tours effectués par la trajectoire brownienne plane
Concentration of measure and logarithmic Sobolev inequalities
Conditional generalized analytic Feynman integrals and a generalized integral equation.
Conditioned brownian motion in simply connected planar domains
Conditions for strong maximality of local diffusions in multi-dimensional case
Configurations of balls in Euclidean space that Brownian motion cannot avoid.
Conformal restriction and related questions.
Consistent non-parametric bayesian estimation for a time-inhomogeneous brownian motion
We establish posterior consistency for non-parametric Bayesian estimation of the dispersion coefficient of a time-inhomogeneous Brownian motion.
Construction de quasimartingales s'annulant sur un ensemble donné