XXXIX: 15, 305-336, LNM 1874 (2006)
ROYNETTE, Bernard;
VALLOIS, Pierre;
YOR, Marc
Pénalisations et quelques extensions du théorème de Pitman, relatives au mouvement brownien et à son maximum unilatère
XLIII: 21, 451-503, LNM 2006 (2011)
HIRSCH, Francis;
PROFETA, Christophe;
ROYNETTE, Bernard;
YOR, Marc
Constructing self-similar martingales via two Skorokhod embeddings (
Martingale theory)
Keywords: Skorokhod embeddings,
Hardy-Littlewood functions,
Convex order,
Schauder fixed point theorem,
Self-similar martingales,
Karamata's representation theoremNature: Original
XLIV: 14, 279-280, LNM 2046 (2012)
BOGSO, Antoine-Marie;
PROFETA, Christophe;
ROYNETTE, Bernard
On Peacocks: a general introduction to two articles (
Theory of processes)
Keywords: Processes increasing in the convex order: peacocksNature: Exposition
XLIV: 15, 281-315, LNM 2046 (2012)
BOGSO, Antoine-Marie;
PROFETA, Christophe;
ROYNETTE, Bernard
Some examples of peacocks in a Markovian set-up (
Theory of processes)
Keywords: Processes increasing in the convex order: peacocks,
Conditionally monotone processes,
Stochastic order,
Markov processNature: Original
XLIV: 16, 317-374, LNM 2046 (2012)
BOGSO, Antoine-Marie;
PROFETA, Christophe;
ROYNETTE, Bernard
Peacocks obtained by normalisation; strong and very strong peacocks (
Theory of processes)
Keywords: Peacocks,
Conditionally monotone processes,
Strong peacocks,
Very strong peacocksNature: Original
