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Catherine Donati-Martin, Antoine Lejay and Alain Rouault
Front matter
3-70
Representation Formulae for the Fractional Brownian Motion
73-94
Horizontal Diffusion in C1 Path Space
95-104
A Stochastic Calculus Proof of the CLT for the L2 Modulus of Continuity of Local Time
105-126
On a Zero-One Law for the Norm Process of Transient Random Walk
127-186
On Standardness and I-cosiness
187-189
On Isomorphic Probability Spaces
191-214
Cylindrical Wiener Processes
215-219
A Remark on the 1/H-Variation of the Fractional Brownian Motion
221-239
Simulation of a Local Time Fractional Stable Motion
241-268
Convergence at First and Second Order of Some Approximations of Stochastic Integrals
269-307
Convergence of Multi-Dimensional Quantized SDE’s
309-325
Asymptotic Cramér’s Theorem and Analysis on Wiener Space
327-340
Moments of the Gaussian Chaos
341-349
The Lent Particle Method for Marked Point Processes
351-377
Ewens Measures on Compact Groups and Hypergeometric Kernels
379-394
Discrete Approximation of the Free Fock Space
395-412
Convergence in the Semimartingale Topology and Constrained Portfolios
413-436
Closedness in the Semimartingale Topology for Spaces of Stochastic Integrals with Constrained Integrands
437-439
On Martingales with Given Marginals and the Scaling Property
441-449
A Sequence of Albin Type Continuous Martingales with Brownian Marginals and Scaling
451-503
Constructing Self-Similar Martingales via Two Skorokhod Embeddings
Back matter
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