In recent articles the author used his work in measure and integration to produce a new universal concept of stochastic processes. This concept leads, for the first time, for a stochastic process to a natural notion of essential subsets in the path space. But there remained some contrast to the traditional treatment, for example because for the Poisson process the set of cadlag paths is not an essential subset. The present article is an attempt to harmonize the two approaches, in that it proposes and studies, for a stochastic process, besides the notion of essential sets the somewhat weaker but reasonable notion of support sets
More and less recent studies pinpoint a need for the probabilistic community to understand processes...
International audienceIn this master's thesis, we give a new integral characterization of Pitman-Yor...
The sequence of moments of a vector-valued random variable can characterize its law. We study the an...
The present article describes the reformulation of certain basic structures, first in measure and in...
In recent work the author proposed a reformed notion of stochastic processes, which in particular re...
In a recent paper the author used his work in measure and integration to obtain the projective limit...
AbstractLet {X(t): t ∈ T} be a stochastic process equal in distribution to {∫sf(t, s)Λ(ds): t ∈ T}, ...
Diese Arbeit liefert neue Resultate in drei Bereichen der Stochastischen Analysis für Lévy-Prozesse:...
AbstractThe present paper is devoted to properties of set-valued stochastic integrals defined as som...
Abstract. The present article describes the reformulation of certain basic structures, first in meas...
Stochastic processes are families of random variables; Lévy processes are families indexed by the po...
We consider a family of stochastic processes {X-t(epsilon), t is an element of T} on a metric space ...
"This comprehensive guide to stochastic processes gives a complete overview of the theory and addres...
AbstractIn this paper we carry on our study [4] of the algebraic representations of general stochast...
This paper contributes to the study of a new and remarkable family of stochastic processes that we w...
More and less recent studies pinpoint a need for the probabilistic community to understand processes...
International audienceIn this master's thesis, we give a new integral characterization of Pitman-Yor...
The sequence of moments of a vector-valued random variable can characterize its law. We study the an...
The present article describes the reformulation of certain basic structures, first in measure and in...
In recent work the author proposed a reformed notion of stochastic processes, which in particular re...
In a recent paper the author used his work in measure and integration to obtain the projective limit...
AbstractLet {X(t): t ∈ T} be a stochastic process equal in distribution to {∫sf(t, s)Λ(ds): t ∈ T}, ...
Diese Arbeit liefert neue Resultate in drei Bereichen der Stochastischen Analysis für Lévy-Prozesse:...
AbstractThe present paper is devoted to properties of set-valued stochastic integrals defined as som...
Abstract. The present article describes the reformulation of certain basic structures, first in meas...
Stochastic processes are families of random variables; Lévy processes are families indexed by the po...
We consider a family of stochastic processes {X-t(epsilon), t is an element of T} on a metric space ...
"This comprehensive guide to stochastic processes gives a complete overview of the theory and addres...
AbstractIn this paper we carry on our study [4] of the algebraic representations of general stochast...
This paper contributes to the study of a new and remarkable family of stochastic processes that we w...
More and less recent studies pinpoint a need for the probabilistic community to understand processes...
International audienceIn this master's thesis, we give a new integral characterization of Pitman-Yor...
The sequence of moments of a vector-valued random variable can characterize its law. We study the an...