Sur une extension d'un lemme de Skorokhod avec une application aux semi-martingales = An extension of the Skorokhod reflection lemma with an application to semimartingalesZANOUN, M. A.Comptes rendus de l'Académie des sciences. Série 1, Mathématique. 1997, Vol 325, Num 11, pp 1197-1202, issn 0764-4442Article

Spectral characterization of the optional quadratic variation processDZHAPARIDZE, K; SPREIJ, P.Stochastic processes and their applications. 1994, Vol 54, Num 1, pp 165-174, issn 0304-4149Article

Stochastic functional inclusion driven by semimartingaleMOTY, J.Stochastic analysis and applications. 1998, Vol 16, Num 3, pp 517-532, issn 0736-2994Article

A remark on the proof of Itô's formula for C² functions of continuous semimartingalesKENDALL, W. S.Journal of applied probability. 1992, Vol 29, Num 1, pp 216-221, issn 0021-9002Article

The probabilities of large deviations for semimartingalesGRAMA, I. G.Stochastics and stochastics reports (Print). 1995, Vol 54, Num 1-2, pp 1-19, issn 1045-1129Article

Some identities on semimartingales local timesCOQUET, F; OUKNINE, Y.Statistics & probability letters. 2000, Vol 49, Num 2, pp 149-153, issn 0167-7152Article

On a semimartingale inequality for Snell envelopesSHASHIASHVILI, M. A; SAPEGIN, I. L.Theory of probability and its applications. 1992, Vol 37, Num 3, pp 568-569, issn 0040-585XArticle

On semimartingale decompositions of convex functions of semimartingalesCARLEN, E; PROTTER, P.Illinois journal of mathematics. 1992, Vol 36, Num 3, pp 420-427, issn 0019-2082Article

Radonification of cylindrical semimartingales on Hilbert spacesBADRIKIAN, A; ÜSTÜNGEL, A. S.Annales mathématiques Blaise Pascal. 1996, Vol 3, Num 1, pp 13-21, issn 1259-1734Article

Stochastic comparisons of Itô processesBASSAN, B; CINLAR, E; SCARSINI, M et al.Stochastic processes and their applications. 1993, Vol 45, Num 1, pp 1-11, issn 0304-4149Article

On the approximation of stochastic partial differential equations. IIGYONGY, I.Stochastics and stochastics reports (Print). 1989, Vol 26, Num 3, pp 129-164, issn 1045-1129, 36 p.Article

Le théorème des trois opérateurs = The three operators theoremSCHWARTZ, L.Annales mathématiques Blaise Pascal. 1996, Vol 3, Num 1, pp 143-164, issn 1259-1734Article

The generalized covariation process and Ito formulaRUSSO, F; VALLOIS, P.Stochastic processes and their applications. 1995, Vol 59, Num 1, pp 81-104, issn 0304-4149Article

A martingale representation theorem for two independent semimartingalesXING-XIONG XUE.Stochastics and stochastics reports (Print). 1993, Vol 42, Num 3-4, pp 225-228, issn 1045-1129Article

NONDIFFERENTIABLE FUNCTIONS OF ONE-DIMENSIONAL SEMIMARTINGALESLOWTHER, George.Annals of probability. 2010, Vol 38, Num 1, pp 76-101, issn 0091-1798, 26 p.Article

On Fefferman and Burkholder-Davis-Gundy inequalities for ε-martingalesCHOULLI, T; STRICKER, C; KRAWCZYK, L et al.Probability theory and related fields. 1999, Vol 113, Num 4, pp 571-597, issn 0178-8051Article

Crossings and occupation measures for a class of semimartingalesPERERA, G; WSCHEBOR, M.Annals of probability. 1998, Vol 26, Num 1, pp 253-266, issn 0091-1798Article

Exponential stability of stochastic differential equations driven by discontinuous semimartingalesXUERONG MAO; RODKINA, A. E.Stochastics and stochastics reports (Print). 1995, Vol 55, Num 3-4, pp 207-224, issn 1045-1129Article

Sur le processus de vraisemblance partielle = On the partial likelihood processJACOD, J.Annales de l'I.H.P. Probabilités et statistiques. 1990, Vol 26, Num 2, pp 299-329, issn 0246-0203Article

Propriétés asymptotiques de modèles paramétriques associés à l'observation discrétisée de processus de sauts = Asymptotic properties of parametric models associated with the discrete observation of jump processesFar, Hadda; Jacod, Jean.2001, 110 p.Thesis

Local asymptotic quadraticity of stochastic process models based on stopping timesLUSCHGY, H.Stochastic processes and their applications. 1995, Vol 57, Num 2, pp 305-317, issn 0304-4149Article

Propriétés asymptotiques des semi-martingales à valeurs dans des variétés à bord peu régulier = Asymptotic properties of semi-martingales in manifolds with continuous bouundaryARNAUDON, M.Comptes rendus de l'Académie des sciences. Série 1, Mathématique. 1993, Vol 316, Num 7, pp 717-722, issn 0764-4442Article

Semimartingales of processes with independent increments and enlargement of filtrationGALTCHOUK, L. I; GUSHCHIN, A. A.Theory of probability and its applications. 1993, Vol 38, Num 3, pp 395-404, issn 0040-585XArticle

On the asymptotic behaviour of functionals of some semimartingalesOUKNINE, Y.Statistics & probability letters. 1992, Vol 15, Num 5, pp 403-405, issn 0167-7152Article

On a class of generalized integrandsDE DONNO, Marzia.Stochastic analysis and applications. 2007, Vol 25, Num 6, pp 1167-1188, issn 0736-2994, 22 p.Article