Hirsch, Francis; Roynette, Bernard; Yor, Marc Kellerer’s theorem revisited. (English) Zbl 1368.60045 Dawson, Donald (ed.) et al., Asymptotic laws and methods in stochastics. A volume in honour of Miklós Csörgő on the occasion of his 80th birthday. Proceedings of the international symposium on asymptotic methods in stochastics, Ottawa, Canada, July 3–6, 2012. Toronto: The Fields Institute for Research in the Mathematical Sciences; New York, NY: Springer (ISBN 978-1-4939-3075-3/hbk; 978-1-4939-3076-0/ebook). Fields Institute Communications 76, 347-363 (2015). MSC: 60G44 60J25 60H30 PDFBibTeX XMLCite \textit{F. Hirsch} et al., Fields Inst. Commun. 76, 347--363 (2015; Zbl 1368.60045) Full Text: DOI
Hirsch, Francis; Yor, Marc Comparing Brownian stochastic integrals for the convex order. (English) Zbl 1322.60079 Korolyuk, Volodymyr (ed.) et al., Modern stochastics and applications. Selected papers based on the presentations at the international conference “Modern stochastics: theory and applications III”, dedicated to B. V. Gnedenko on the occasion of his 100th birthday and to M. I. Yadrenko on the occasion of his 80th birthday, Kyiv, Ukraine, September 10–14, 2012. Cham: Springer (ISBN 978-3-319-03511-6/hbk; 978-3-319-03512-3/ebook). Springer Optimization and Its Applications 90, 3-19 (2014). MSC: 60H05 60J65 PDFBibTeX XMLCite \textit{F. Hirsch} and \textit{M. Yor}, Springer Optim. Appl. 90, 3--19 (2014; Zbl 1322.60079) Full Text: DOI
Hirsch, Francis; Roynette, Bernard On \(\mathbb{R}^{d}\)-valued peacocks. (English) Zbl 1291.60085 ESAIM, Probab. Stat. 17, 444-454 (2013). Reviewer: Fraser Daly (Edinburgh) MSC: 60G44 60E15 60G15 60G48 PDFBibTeX XMLCite \textit{F. Hirsch} and \textit{B. Roynette}, ESAIM, Probab. Stat. 17, 444--454 (2013; Zbl 1291.60085) Full Text: DOI
Hirsch, Francis; Roynette, Bernard A new proof of Kellerer’s theorem. (English) Zbl 1277.60041 ESAIM, Probab. Stat. 16, 48-60 (2012). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60E15 60G44 60G48 60H10 35K15 PDFBibTeX XMLCite \textit{F. Hirsch} and \textit{B. Roynette}, ESAIM, Probab. Stat. 16, 48--60 (2012; Zbl 1277.60041) Full Text: DOI
Hirsch, Francis; Roynette, Bernard; Yor, Marc From an Itô type calculus for Gaussian processes to integrals of log-normal processes increasing in the convex order. (English) Zbl 1233.60008 J. Math. Soc. Japan 63, No. 3, 887-917 (2011). Reviewer: Moshe Shaked (Tucson) MSC: 60E15 60G15 60G44 PDFBibTeX XMLCite \textit{F. Hirsch} et al., J. Math. Soc. Japan 63, No. 3, 887--917 (2011; Zbl 1233.60008) Full Text: DOI
Hirsch, Francis; Profeta, Christophe; Roynette, Bernard; Yor, Marc Peacocks and associated martingales, with explicit constructions. (English) Zbl 1227.60001 Bocconi & Springer Series 3. New York, NY: Springer (ISBN 978-88-470-1907-2/hbk; 978-88-470-1908-9/ebook). xxxi, 384 p. (2011). Reviewer: Nicolas Perkowski (Berlin) MSC: 60-02 60G48 60G44 91G80 PDFBibTeX XMLCite \textit{F. Hirsch} et al., Peacocks and associated martingales, with explicit constructions. New York, NY: Springer (2011; Zbl 1227.60001) Full Text: DOI
Hirsch, Francis; Profeta, Christophe; Roynette, Bernard; Yor, Marc Constructing self-similar martingales via two Skorokhod embeddings. (English) Zbl 1234.60047 Donati-Martin, Catherine (ed.) et al., Séminaire de Probabilités XLIII, Poitiers, France, Juin 2009. Berlin: Springer (ISBN 978-3-642-15216-0/pbk; 978-3-642-15217-7/ebook). Lecture Notes in Mathematics 2006, 451-503 (2011). Reviewer: Stavros Vakeroudis (Paris) MSC: 60G44 60G18 60J25 60J65 PDFBibTeX XMLCite \textit{F. Hirsch} et al., Lect. Notes Math. 2006, 451--503 (2011; Zbl 1234.60047) Full Text: DOI
Hirsch, Francis; Roynette, Bernard; Yor, Marc Applying Itō’s motto: “Look at the infinite dimensional picture” by constructing sheets to obtain processes increasing in the convex order. (English) Zbl 1274.60052 Period. Math. Hung. 61, No. 1-2, 195-211 (2010). MSC: 60E15 60G44 60G48 60G60 60G15 60G51 PDFBibTeX XMLCite \textit{F. Hirsch} et al., Period. Math. Hung. 61, No. 1--2, 195--211 (2010; Zbl 1274.60052) Full Text: DOI
Hirsch, Francis; Yor, Marc Looking for martingales associated to a self-decomposable law. (English) Zbl 1225.60131 Electron. J. Probab. 15, Paper No. 29, 932-961 (2010). MSC: 60J25 PDFBibTeX XMLCite \textit{F. Hirsch} and \textit{M. Yor}, Electron. J. Probab. 15, Paper No. 29, 932--961 (2010; Zbl 1225.60131) Full Text: DOI EMIS
Hirsch, Francis; Roynette, Bernard; Yor, Marc Unifying constructions of martingales associated with processes increasing in the convex order, via Lévy and Sato sheets. (English) Zbl 1223.60027 Expo. Math. 28, No. 4, 299-324 (2010). Reviewer: Nicolas Perkowski (Berlin) MSC: 60G44 60G07 60G51 PDFBibTeX XMLCite \textit{F. Hirsch} et al., Expo. Math. 28, No. 4, 299--324 (2010; Zbl 1223.60027) Full Text: DOI