Construction d'une martingale réelle continue de filtration naturelle donnée
Constructions of a Brownian path with a given minimum.
Continuous differentiability of renormalized intersection local times in R1
We study γk(x2, …, xk; t), the k-fold renormalized self-intersection local time for brownian motion in R1. Our main result says that γk(x2, …, xk; t) is continuously differentiable in the spatial variables, with probability 1.
Convergence of coalescing nonsimple random walks to the Brownian web.
Convexités uniformes et inégalités de martingales.
Convexity at infinity and Brownian motion on manifolds with unbounded negative curvature.
Correction : «Filtrations quotients de la filtration brownienne»
Correction : « Intégrales stochastiques par rapport aux processus de Wiener ou de Poisson »
Correction : « is not a semimartingale»
Correction : “Pedagogic notes on the Barrier theorem”
Coupling iterated Kolmogorov diffusions.