Bank, Peter; Besslich, David On a stochastic representation theorem for Meyer-measurable processes. (English) Zbl 1480.60079 Ann. Inst. Henri Poincaré, Probab. Stat. 57, No. 3, 1336-1368 (2021). MSC: 60G07 60G40 60H30 93E20 PDFBibTeX XMLCite \textit{P. Bank} and \textit{D. Besslich}, Ann. Inst. Henri Poincaré, Probab. Stat. 57, No. 3, 1336--1368 (2021; Zbl 1480.60079) Full Text: DOI
Ankirchner, Stefan; Engelhardt, Stefan; Fromm, Alexander; Dos Reis, Gonçalo The Skorokhod embedding problem for inhomogeneous diffusions. (English. French summary) Zbl 1466.60082 Ann. Inst. Henri Poincaré, Probab. Stat. 56, No. 3, 1606-1640 (2020). Reviewer: Krzysztof J. Szajowski (Wrocław) MSC: 60G40 60H10 60J25 PDFBibTeX XMLCite \textit{S. Ankirchner} et al., Ann. Inst. Henri Poincaré, Probab. Stat. 56, No. 3, 1606--1640 (2020; Zbl 1466.60082) Full Text: DOI arXiv Euclid
Gobet, Emmanuel; Stazhynski, Uladzislau Optimal discretization of stochastic integrals driven by general Brownian semimartingale. (English. French summary) Zbl 1404.60055 Ann. Inst. Henri Poincaré, Probab. Stat. 54, No. 3, 1556-1582 (2018). MSC: 60G40 60F15 60H05 PDFBibTeX XMLCite \textit{E. Gobet} and \textit{U. Stazhynski}, Ann. Inst. Henri Poincaré, Probab. Stat. 54, No. 3, 1556--1582 (2018; Zbl 1404.60055) Full Text: DOI Euclid
De Angelis, Tiziano From optimal stopping boundaries to Rost’s reversed barriers and the Skorokhod embedding. (English. French summary) Zbl 1391.60085 Ann. Inst. Henri Poincaré, Probab. Stat. 54, No. 2, 1098-1133 (2018). MSC: 60G40 60J65 60J55 35R35 PDFBibTeX XMLCite \textit{T. De Angelis}, Ann. Inst. Henri Poincaré, Probab. Stat. 54, No. 2, 1098--1133 (2018; Zbl 1391.60085) Full Text: DOI arXiv Euclid
Ankirchner, Stefan; Kruse, Thomas; Urusov, Mikhail A functional limit theorem for irregular SDEs. (English. French summary) Zbl 1372.60043 Ann. Inst. Henri Poincaré, Probab. Stat. 53, No. 3, 1438-1457 (2017). MSC: 60F17 60F05 60H10 60J60 60G50 60G40 PDFBibTeX XMLCite \textit{S. Ankirchner} et al., Ann. Inst. Henri Poincaré, Probab. Stat. 53, No. 3, 1438--1457 (2017; Zbl 1372.60043) Full Text: DOI arXiv
Eldan, Ronen Skorokhod embeddings via stochastic flows on the space of Gaussian measures. (English. French summary) Zbl 1350.60039 Ann. Inst. Henri Poincaré, Probab. Stat. 52, No. 3, 1259-1280 (2016). MSC: 60G40 60G44 60H20 60J65 60J25 PDFBibTeX XMLCite \textit{R. Eldan}, Ann. Inst. Henri Poincaré, Probab. Stat. 52, No. 3, 1259--1280 (2016; Zbl 1350.60039) Full Text: DOI Euclid
Denisov, Denis; Wachtel, Vitali Exit times for integrated random walks. (English. French summary) Zbl 1310.60049 Ann. Inst. Henri Poincaré, Probab. Stat. 51, No. 1, 167-193 (2015). MSC: 60G50 60G40 60F17 PDFBibTeX XMLCite \textit{D. Denisov} and \textit{V. Wachtel}, Ann. Inst. Henri Poincaré, Probab. Stat. 51, No. 1, 167--193 (2015; Zbl 1310.60049) Full Text: DOI arXiv Euclid
Carinci, Gioia Random hysteresis loops. (English. French summary) Zbl 1277.82035 Ann. Inst. Henri Poincaré, Probab. Stat. 49, No. 2, 307-339 (2013). Reviewer: Piotr Garbaczewski (Opole) MSC: 82C20 82C31 82D40 82C44 82C27 60G15 60G40 PDFBibTeX XMLCite \textit{G. Carinci}, Ann. Inst. Henri Poincaré, Probab. Stat. 49, No. 2, 307--339 (2013; Zbl 1277.82035) Full Text: DOI arXiv Euclid
Roynette, B.; Vallois, P.; Yor, M. Brownian penalisations related to excursion lengths. VII. (English) Zbl 1181.60046 Ann. Inst. Henri Poincaré, Probab. Stat. 45, No. 2, 421-452 (2009). Reviewer: Pavel Gapeev (London) MSC: 60F17 60F99 60G17 60G40 60G44 60H10 60H20 60J25 60J55 60J60 60J65 PDFBibTeX XMLCite \textit{B. Roynette} et al., Ann. Inst. Henri Poincaré, Probab. Stat. 45, No. 2, 421--452 (2009; Zbl 1181.60046) Full Text: DOI EuDML
Delarue, F. Hitting time of a corner for a reflected diffusion in the square. (English) Zbl 1180.60035 Ann. Inst. Henri Poincaré, Probab. Stat. 44, No. 5, 946-961 (2008). Reviewer: Makiko Nisio (Kobe) MSC: 60G40 60H10 68W15 PDFBibTeX XMLCite \textit{F. Delarue}, Ann. Inst. Henri Poincaré, Probab. Stat. 44, No. 5, 946--961 (2008; Zbl 1180.60035) Full Text: DOI EuDML
El Karoui, Nicole; Föllmer, Hans A non-linear Riesz respresentation in probabilistic potential theory. (English) Zbl 1078.60058 Ann. Inst. Henri Poincaré, Probab. Stat. 41, No. 3, 269-283 (2005). Reviewer: Yoichi Oshima (Kumamoto) MSC: 60J45 60G40 31C05 PDFBibTeX XMLCite \textit{N. El Karoui} and \textit{H. Föllmer}, Ann. Inst. Henri Poincaré, Probab. Stat. 41, No. 3, 269--283 (2005; Zbl 1078.60058) Full Text: DOI Numdam Numdam EuDML
Attal, Stéphane; Coquio, Agnès Quantum stopping times and quasi-left continuity. (English) Zbl 1054.81025 Ann. Inst. Henri Poincaré, Probab. Stat. 40, No. 4, 497-512 (2004). MSC: 81S25 46L53 60G40 PDFBibTeX XMLCite \textit{S. Attal} and \textit{A. Coquio}, Ann. Inst. Henri Poincaré, Probab. Stat. 40, No. 4, 497--512 (2004; Zbl 1054.81025) Full Text: DOI Numdam Numdam EuDML
Doney, R. A.; Maller, R. A. Moments of passage times for Lévy processes. (English) Zbl 1042.60025 Ann. Inst. Henri Poincaré, Probab. Stat. 40, No. 3, 279-297 (2004). MSC: 60G51 60K05 60F15 60G40 60G10 60G17 60J65 60G50 PDFBibTeX XMLCite \textit{R. A. Doney} and \textit{R. A. Maller}, Ann. Inst. Henri Poincaré, Probab. Stat. 40, No. 3, 279--297 (2004; Zbl 1042.60025) Full Text: DOI Numdam EuDML
Kesten, Harry; Maller, R. A. Stability and other limit laws for exit times of random walks from a strip or a halfplane. (English) Zbl 0940.60064 Ann. Inst. Henri Poincaré, Probab. Stat. 35, No. 6, 685-734 (1999). Reviewer: Marius Iosifescu (Bucureşti) MSC: 60G50 60G40 62L10 PDFBibTeX XMLCite \textit{H. Kesten} and \textit{R. A. Maller}, Ann. Inst. Henri Poincaré, Probab. Stat. 35, No. 6, 685--734 (1999; Zbl 0940.60064) Full Text: DOI Numdam EuDML
Delbaen, Freddy; Schachermayer, Walter The Banach space of workable contingent claims in arbitrage theory. (English) Zbl 0872.90008 Ann. Inst. Henri Poincaré, Probab. Stat. 33, No. 1, 113-144 (1997). MSC: 91B28 60G44 46N10 47N10 60H05 60G40 PDFBibTeX XMLCite \textit{F. Delbaen} and \textit{W. Schachermayer}, Ann. Inst. Henri Poincaré, Probab. Stat. 33, No. 1, 113--144 (1997; Zbl 0872.90008) Full Text: DOI Numdam EuDML
Lachal, Aimé The successive hitting times for the integrated Brownian motion. (Les temps de passage successifs de l’intégrale du mouvement brownien.) (French) Zbl 0877.60054 Ann. Inst. Henri Poincaré, Probab. Stat. 33, No. 1, 1-36 (1997). Reviewer: J.Franchi (Paris) MSC: 60J65 60G40 60J60 60G15 PDFBibTeX XMLCite \textit{A. Lachal}, Ann. Inst. Henri Poincaré, Probab. Stat. 33, No. 1, 1--36 (1997; Zbl 0877.60054) Full Text: DOI Numdam EuDML
de la Peña, Victor H. Correction to: A bound on the moment generating function of a sum of dependent variables with an application to simple random sampling without replacement. (English) Zbl 0830.60012 Ann. Inst. Henri Poincaré, Probab. Stat. 31, No. 4, 703-704 (1995). MSC: 60E15 60G42 60G40 60G50 PDFBibTeX XMLCite \textit{V. H. de la Peña}, Ann. Inst. Henri Poincaré, Probab. Stat. 31, No. 4, 703--704 (1995; Zbl 0830.60012) Full Text: Numdam EuDML
Sato, Hiroshi; Tamashiro, Masakazu Multiplicative chaos and random translation. (English) Zbl 0806.60038 Ann. Inst. Henri Poincaré, Probab. Stat. 30, No. 2, 245-264 (1994). Reviewer: A.F.Gualtierotti (Chavannes-près-Rennes) MSC: 60G57 60G30 60G40 PDFBibTeX XMLCite \textit{H. Sato} and \textit{M. Tamashiro}, Ann. Inst. Henri Poincaré, Probab. Stat. 30, No. 2, 245--264 (1994; Zbl 0806.60038) Full Text: Numdam EuDML
de la Peña, Victor H. A bound on the moment generating function of a sum of dependent variables with an application to simple random sampling without replacement. (English) Zbl 0796.60020 Ann. Inst. Henri Poincaré, Probab. Stat. 30, No. 2, 197-211 (1994). MSC: 60E15 60G42 60G40 60G50 PDFBibTeX XMLCite \textit{V. H. de la Peña}, Ann. Inst. Henri Poincaré, Probab. Stat. 30, No. 2, 197--211 (1994; Zbl 0796.60020) Full Text: Numdam EuDML
Mathieu, Pierre \(L_ p\) inequalities for the product of the suprema of several martingales stopped at random times. Weighted norm inequalities. (Inégalités en norme \(L_ p\) pour le produit des suprema de plusieurs martingales arrêtées à des temps aléatoires. Inégalités avec poids.) (French) Zbl 0801.60034 Ann. Inst. Henri Poincaré, Probab. Stat. 29, No. 4, 467-484 (1993). Reviewer: P.Vallois (Nancy) MSC: 60G40 60G44 60E15 PDFBibTeX XMLCite \textit{P. Mathieu}, Ann. Inst. Henri Poincaré, Probab. Stat. 29, No. 4, 467--484 (1993; Zbl 0801.60034) Full Text: Numdam EuDML
Thieullen, Michèle Temps d’explosion d’équations différentielles stochastiques du type Doléans-Dade. (Explosion times for solutions of Doléans-Dade stochastic differential equations). (French) Zbl 0752.60048 Ann. Inst. Henri Poincaré, Probab. Stat. 27, No. 4, 549-557 (1991). Reviewer: Gong Guanglu (Beijing) MSC: 60H10 60G44 PDFBibTeX XMLCite \textit{M. Thieullen}, Ann. Inst. Henri Poincaré, Probab. Stat. 27, No. 4, 549--557 (1991; Zbl 0752.60048) Full Text: Numdam EuDML
Lachal, A. Sur le premier instant de passage de l’intégrale du mouvement brownien. (The first passage time for the integrated Brownian motion). (French) Zbl 0747.60075 Ann. Inst. Henri Poincaré, Probab. Stat. 27, No. 3, 385-405 (1991). Reviewer: M.M.Rao (Riverside) MSC: 60J65 60G40 60G17 60G15 PDFBibTeX XMLCite \textit{A. Lachal}, Ann. Inst. Henri Poincaré, Probab. Stat. 27, No. 3, 385--405 (1991; Zbl 0747.60075) Full Text: Numdam EuDML
Lamberton, Damien; Pagès, Gilles Sur l’approximation des réduites. (On the approximation of residues). (French) Zbl 0704.60042 Ann. Inst. Henri Poincaré, Probab. Stat. 26, No. 2, 331-355 (1990). Reviewer: K.Szajowski MSC: 60G40 60F05 60J27 47D03 PDFBibTeX XMLCite \textit{D. Lamberton} and \textit{G. Pagès}, Ann. Inst. Henri Poincaré, Probab. Stat. 26, No. 2, 331--355 (1990; Zbl 0704.60042) Full Text: Numdam EuDML
Emery, M. Une définition faible de BMO. (A weak definition of BMO). (French) Zbl 0611.60043 Ann. Inst. Henri Poincaré, Probab. Stat. 21, 59-71 (1985). Reviewer: G.Zbăganu MSC: 60G46 60G44 60E15 PDFBibTeX XMLCite \textit{M. Emery}, Ann. Inst. Henri Poincaré, Probab. Stat. 21, 59--71 (1985; Zbl 0611.60043) Full Text: Numdam EuDML
Betz, Cristina; Gzyl, Henryk Probabilistic approach for comparing first eigenvalues. (English) Zbl 0564.60071 Ann. Inst. Henri Poincaré, Probab. Stat. 21, 147-156 (1985). MSC: 60J40 PDFBibTeX XMLCite \textit{C. Betz} and \textit{H. Gzyl}, Ann. Inst. Henri Poincaré, Probab. Stat. 21, 147--156 (1985; Zbl 0564.60071) Full Text: Numdam EuDML
Franchi, Jacques; Le Jan, Yves Sur les trajectoires intrinsèques des processus de Markov et le théorème de Shih. (French) Zbl 0537.60071 Ann. Inst. Henri Poincaré, Probab. Stat. 20, 103-126 (1984). Reviewer: H.Gzyl MSC: 60J25 PDFBibTeX XMLCite \textit{J. Franchi} and \textit{Y. Le Jan}, Ann. Inst. Henri Poincaré, Probab. Stat. 20, 103--126 (1984; Zbl 0537.60071) Full Text: Numdam EuDML