XVI: 22, 248-256, LNM 920 (1982)
JEULIN, Thierry
Sur la convergence absolue de certaines intégrales (
General theory of processes)
This paper is devoted to the a.s. absolute convergence of certain random integrals, a classical example of which is $\int_0^t ds/|B_s|^{\alpha}$ for Brownian motion starting from $0$. The author does not claim to prove deep results, but his technique of optional increasing reordering (réarrangement) of a process should be useful in other contexts too
Comment: This paper greatly simplifies a proof in the author's
Semimartingales et Grossissement de Filtrations, LNM
833, p.44
Keywords: Enlargement of filtrationsNature: Original
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