1 citations · 3 across the 7 of their papers we have counts for
8 papers
CLT for martingales-III: discontinuous compensators
Bruno Rémillard, Jean Vaillancourt
We propose a new weak convergence theorem for martingales, under gentler conditions than the usual convergence in probability of the sequence of associated quadratic variations. It…
Central limit theorems for martingales-II: convergence in the weak dual topology, with corrections
Bruno N. Remillard, Jean Vaillancourt
A convergence theorem for martingales with càdlàg trajectories (right continuous with left limits everywhere) is obtained in the sense of the weak dual topology on Hilbert space, u…
Central limit theorems for martingales-I : continuous limits
Bruno Rémillard, Jean Vaillancourt
When the limiting compensator of a sequence of martingales is continuous, we obtain a weak convergence theorem for the martingales; the limiting process can be written as a Brownia…
Joint Hölder continuity of local time for a class of interacting branching measure valued diffusions
Donald Andrew Dawson, Jean Vaillancourt, Hao Wang
Using a Tanaka representation of the local time for a class of superprocesses with dependent spatial motion, as well as sharp estimates from the theory of uniformly parabolic parti…
Tanaka formula and local time for a class of interacting branching measure-valued diffusions
Donald A. Dawson, Jean Vaillancourt, Hao Wang
We construct superprocesses with dependent spatial motion (SDSMs) in Euclidean spaces with and show that,even when they start at some unbounded initial positive Radon…
Combining losing games into a winning game
Bruno Rémillard, Jean Vaillancourt
Parrondo's paradox is extended to regime switching random walks in random environments. The paradoxical behavior of the resulting random walk is explained by the effect of the rand…