Addendum : “A semi-markovian model for the brownian motion”
Addendum to the paper : “On certain probabilities equivalent to Wiener measure”
Almost sure asymptotic behaviour of the -neighbourhood surface area of Brownian paths
We show that whenever the -dimensional Minkowski content of a subset exists and is finite and positive, then the “S-content” defined analogously as the Minkowski content, but with volume replaced by surface area, exists as well and equals the Minkowski content. As a corollary, we obtain the almost sure asymptotic behaviour of the surface area of the Wiener sausage in , .
Amplitude du mouvement Brownien et juxtaposition des excursions positives et négatives
An analytical characterization for an optimal change of Gaussian measures.
An explicit representation of the extended Skorokhod map with two time-dependent boundaries.
An extreme-value analysis of the LIL for Brownian motion.
An integral test for the transience of a brownian path with limited local time
We study a one-dimensional brownian motion conditioned on a self-repelling behaviour. Given a nondecreasing positive function f(t), t≥0, consider the measures μt obtained by conditioning a brownian path so that Ls≤f(s), for all s≤t, where Ls is the local time spent at the origin by time s. It is shown that the measures μt are tight, and that any weak limit of μt as t→∞ is transient provided that t−3/2f(t) is integrable. We conjecture that this condition is sharp and present a number of open problems....
An Itô type isometry for loops in via the brownian bridge
An operator-valued stochastic integral, II
An operator-valued stochastic integral, III
An optimal Itô formula for Lévy processes.
Anticipation cancelled by a Girsanov transformation : a paradox on Wiener space
Appendice à l’exposé précédent : «La filtration naturelle du mouvement brownien indexé par dans une variété compacte»
Appendice : «Un résultat de D. Williams»
Approximation at first and second order of -order integrals of the fractional Brownian motion and of certain semimartingales.
Approximation d'un flot brownien sur le cercle
Approximation d'un mouvement brownien et d'un pont brownien par un processus stationnaire
Approximation martingale characterization of Wiener prcesses on locally compact abelian gorups.
Approximation of second-order moment processes from local averages.