AbstractA simple proof is given of the representation of martingales adapted to the sigma fields of a process with stationary, independent increments
We discuss martingales, detrending data, and the efficient market hypothesis for stochastic processe...
AbstractLet M be a continuous two-parameter L4-martingale, vanishing on the axes, and f a C-function...
We consider a Poisson process [eta] on a measurable space equipped with a strict partial ordering, a...
AbstractExamples of square integrable martingales adapted to processes with independent increments a...
International audienceAdapted processes depending on a random parameter may define a sigma-additive ...
AbstractLet {Xt} be a continuous square integrable martingale. Denote its increasing (natural) proce...
Examples of square integrable martingales adapted to processes with independent increments and ortho...
AbstractIn this note we develop the theory of stochastic integration w.r.t. continuous local marting...
AbstractStandard fare in the study of representations and decompositions of processes with independe...
AbstractWe consider a Poisson process η on a measurable space equipped with a strict partial orderin...
AbstractWe present a theory of non-commutative stochastic integration analogous to the Itô-theory. I...
AbstractStochastic integration of left continuous integrands with respect to quasimartingales is dev...
International audienceLet the process Y(t) be a Skorohod integral process with respect to Brownian m...
In this article, we construct a mapping I: D[0, ∞)×D[0,∞)→D[0,∞) such t...
AbstractIn this paper, we shall firstly illustrate why we should consider integral of a stochastic p...
We discuss martingales, detrending data, and the efficient market hypothesis for stochastic processe...
AbstractLet M be a continuous two-parameter L4-martingale, vanishing on the axes, and f a C-function...
We consider a Poisson process [eta] on a measurable space equipped with a strict partial ordering, a...
AbstractExamples of square integrable martingales adapted to processes with independent increments a...
International audienceAdapted processes depending on a random parameter may define a sigma-additive ...
AbstractLet {Xt} be a continuous square integrable martingale. Denote its increasing (natural) proce...
Examples of square integrable martingales adapted to processes with independent increments and ortho...
AbstractIn this note we develop the theory of stochastic integration w.r.t. continuous local marting...
AbstractStandard fare in the study of representations and decompositions of processes with independe...
AbstractWe consider a Poisson process η on a measurable space equipped with a strict partial orderin...
AbstractWe present a theory of non-commutative stochastic integration analogous to the Itô-theory. I...
AbstractStochastic integration of left continuous integrands with respect to quasimartingales is dev...
International audienceLet the process Y(t) be a Skorohod integral process with respect to Brownian m...
In this article, we construct a mapping I: D[0, ∞)×D[0,∞)→D[0,∞) such t...
AbstractIn this paper, we shall firstly illustrate why we should consider integral of a stochastic p...
We discuss martingales, detrending data, and the efficient market hypothesis for stochastic processe...
AbstractLet M be a continuous two-parameter L4-martingale, vanishing on the axes, and f a C-function...
We consider a Poisson process [eta] on a measurable space equipped with a strict partial ordering, a...
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