Martingale structure of Skorohod integral processes (2008)
Peccati, Giovanni, Thieullen, Michèle, Tudor, Ciprian
Let the process Y(t) be a Skorohod integral process with respect to Brownian motion. We use a recent result by Tudor (2004), to prove that Y(t) can be represented as the limit of linear combinations...
Martingale structure of Skorohod integral processes (2008)
Peccati, Giovanni, Thieullen, Michèle, Tudor, Ciprian
Let the process Y(t) be a Skorohod integral process with respect to Brownian motion. We use a recent result by Tudor (2004), to prove that Y(t) can be represented as the limit of linear combinations...
Martingale structure of Skorohod integral processes (2006)
Peccati, Giovanni, Thieullen, Michèle, Tudor, Ciprian A.
Let the process {Yt,t∈[0,1]} have the form Yt=δ(u1[0,t]), where δ stands for a Skorohod integral with respect to Brownian motion and u is a measurable process that verifies some suitable...
Martingale structure of Skorohod integral processes (2005)
Peccati, Giovanni, Thieullen, Michèle, Tudor, Ciprian
Let the process Y(t) be a Skorohod integral process with respect to Brownian motion. We use a recent result by Tudor (2004), to prove that Y(t) can be represented as the limit of linear combinations...
Martingale structure of Skorohod integral processes (2005)
Peccati, Giovanni, Thieullen, Michèle, Tudor, Ciprian
Let the process Y(t) be a Skorohod integral process with respect to Brownian motion. We use a recent result by Tudor (2004), to prove that Y(t) can be represented as the limit of linear combinations...
Martingale structure of Skorohod integral processes (2005)
Peccati, Giovanni, Thieullen, Michèle, Tudor, Ciprian A.
Let the process Y(t) be a Skorohod integral process with respect to Brownian motion. We use a recent result by Tudor (2004), to prove that Y(t) can be represented as the limit of linear combinations...
Duality formula for the bridges of a Brownian diffusion : application to gradient drifts (2005)
Roelly, Sylvie, Thieullen, Michèle
In this paper, we consider families of time Markov fields (or reciprocal classes) which have the same bridges as a Brownian diffusion. We characterize each class as the set of solutions of an...
Duality formula for the bridges of a Brownian diffusion : application to gradient drifts (2005)
Roelly, Sylvie, Thieullen, Michèle
In this paper, we consider families of time Markov fields (or reciprocal classes) which have the same bridges as a Brownian diffusion. We characterize each class as the set of solutions of an...
Duality formula for the bridges of a Brownian diffusion : application to gradient drifts (2005)
Roelly, Sylvie, Thieullen, Michèle
In this paper, we consider families of time Markov fields (or reciprocal classes) which have the same bridges as a Brownian diffusion. We characterize each class as the set of solutions of an...
Duality formula for the bridges of a Brownian diffusion : application to gradient drifts (2005)
Roelly, Sylvie, Thieullen, Michèle
In this paper, we consider families of time Markov fields (or reciprocal classes) which have the same bridges as a Brownian diffusion. We characterize each class as the set of solutions of an...
Duality formula for the bridges of a Brownian diffusion : application to gradient drifts (2005)
Roelly, Sylvie, Thieullen, Michèle
In this paper, we consider families of time Markov fields (or reciprocal classes) which have the same bridges as a Brownian diffusion. We characterize each class as the set of solutions of an...