Add to ORKGCalculus via regularization. [chi]-quadratic variation. Evaluations of [chi]-quadratic variations. Stability of [chi]-quadratic variation and of [chi]-covariation. Ito's formula. A generalized Clark-Ocone formula
The job starts, giving a concise idea of the theory of Lebesgue integration, Stieltjes and convergen...
Nous nous intéressons à l'étude des propriétés théoriques des équations récurrentes stochastiques (S...
The work is devoted to the properties of the continuous random processes with a compact index set th...
Calculus via regularization. [chi]-quadratic variation. Evaluations of [chi]-quadratic variations. S...
This thesis develops some aspects of stochastic calculus via regularization to Banach valued process...
Ce document de thèse développe certains aspects du calcul stochastique via régularisation pour des p...
This paper develops some aspects of stochastic calculus via regularization to Banach valued processe...
[Résumé en français] Dans la première partie de cette thèse nous appliquons le calcul via régularisa...
In the first part of this thesis we apply stochastic calculus via regularization to model financial ...
International audienceWe provide a suitable framework for the concept of finite quadratic variation ...
39 pages. First version. Preprint LAGA-Paris 13 2004-28. To appear: Séminaire de Probabilités numéro...
This paper discusses a new notion of quadratic variation and covariation for Banach space valued pro...
This paper discusses a new notion of quadratic variation and covariation for Banach space valued pro...
International audienceThis article focuses on a new concept of quadratic variation for processes tak...
This book sheds new light on stochastic calculus, the branch of mathematics that is most widely appl...
The job starts, giving a concise idea of the theory of Lebesgue integration, Stieltjes and convergen...
Nous nous intéressons à l'étude des propriétés théoriques des équations récurrentes stochastiques (S...
The work is devoted to the properties of the continuous random processes with a compact index set th...
Calculus via regularization. [chi]-quadratic variation. Evaluations of [chi]-quadratic variations. S...
This thesis develops some aspects of stochastic calculus via regularization to Banach valued process...
Ce document de thèse développe certains aspects du calcul stochastique via régularisation pour des p...
This paper develops some aspects of stochastic calculus via regularization to Banach valued processe...
[Résumé en français] Dans la première partie de cette thèse nous appliquons le calcul via régularisa...
In the first part of this thesis we apply stochastic calculus via regularization to model financial ...
International audienceWe provide a suitable framework for the concept of finite quadratic variation ...
39 pages. First version. Preprint LAGA-Paris 13 2004-28. To appear: Séminaire de Probabilités numéro...
This paper discusses a new notion of quadratic variation and covariation for Banach space valued pro...
This paper discusses a new notion of quadratic variation and covariation for Banach space valued pro...
International audienceThis article focuses on a new concept of quadratic variation for processes tak...
This book sheds new light on stochastic calculus, the branch of mathematics that is most widely appl...
The job starts, giving a concise idea of the theory of Lebesgue integration, Stieltjes and convergen...
Nous nous intéressons à l'étude des propriétés théoriques des équations récurrentes stochastiques (S...
The work is devoted to the properties of the continuous random processes with a compact index set th...