Christophe Leuridan

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20122026

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Showing 2012 · math.PRShow all

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math.PR2012

Characterising Ocone local martingales with reflections

Jean Brossard, Christophe Leuridan

Let $M = (M_{t})_{t \geq 0}$ be any continuous real-valued stochastic process such that $M_{0} = 0$ . Chaumont and Vostrikova proved that if there exists a sequence $(a_{n})_{n \geq 1}$ of po…

math.PR2012

Filtrations at the threshold of standardness

Gael Ceillier, Christophe Leuridan

A. Vershik discovered that filtrations indexed by the non-positive integers may have a paradoxical asymptotic behaviour near the time $- \infty$ , called non-standardness. For exampl…