257 lines
17 KiB
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257 lines
17 KiB
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\providecommand\hyper@newdestlabel[2]{}
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\citation{dodge2004statistique}
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\citation{dodge2004statistique}
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\@writefile{toc}{\contentsline {appendix}{\chapternumberline {A}\IeC {\'E}l\IeC {\'e}ments de th\IeC {\'e}orie des probabilit\IeC {\'e}s}{115}{appendix.A}}
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\newlabel{sec:introvariablealeatoire}{{A.1}{115}{Définitions de base}{section.A.1}{}}
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\citation{stuart1987kendall}
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\citation{lukacs1960characteristic}
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\citation{gil1951note}
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\citation{epps2007pricing}
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\citation{wendel1961non}
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\@writefile{toc}{\contentsline {subsubsection}{Les moments}{117}{section*.55}}
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\@writefile{toc}{\contentsline {subsubsection}{La densit\IeC {\'e}}{117}{section*.56}}
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\@writefile{toc}{\contentsline {subsubsection}{La fonction de r\IeC {\'e}partition}{117}{section*.57}}
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\newlabel{sec:repartitionfncaract}{{A.2.2}{117}{La fonction de répartition}{section*.57}{}}
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\newlabel{eq:gilpelaez2}{{A.2.8}{117}{La fonction de répartition}{equation.A.2.0.8}{}}
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\newlabel{eq:gilpelaez2@cref}{{[equation][8][2147483647,1,2]A.2.8}{117}}
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\citation{shephard1991characteristic}
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\newlabel{eq:inversionfncaract}{{A.2.9}{118}{La fonction de répartition}{equation.A.2.0.9}{}}
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\newlabel{eq:shepherd}{{A.2.10}{118}{La fonction de répartition}{equation.A.2.0.10}{}}
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\newlabel{eq:convocaractIID}{{A.2.13}{118}{La fonction de répartition}{equation.A.2.0.13}{}}
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\@writefile{toc}{\contentsline {subsection}{\numberline {A.2.3}La fonction g\IeC {\'e}n\IeC {\'e}ratrice des moments}{118}{subsection.A.2.3}}
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\newlabel{sec:fgm}{{A.2.3}{118}{La fonction génératrice des moments}{subsection.A.2.3}{}}
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\citation{stuart1987kendall}
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\@writefile{toc}{\contentsline {subsection}{\numberline {A.2.4}La fonction g\IeC {\'e}n\IeC {\'e}ratrice des cumulants}{119}{subsection.A.2.4}}
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\newlabel{sec:fgc}{{A.2.4}{119}{La fonction génératrice des cumulants}{subsection.A.2.4}{}}
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\newlabel{sec:fgc@cref}{{[subsubappendix][4][2147483647,1,2]A.2.4}{119}}
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\newlabel{eq:fgc}{{A.2.17}{119}{La fonction génératrice des cumulants}{equation.A.2.0.17}{}}
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\newlabel{eq:cumulantsempiriques1}{{A.2.18a}{119}{La fonction génératrice des cumulants}{equation.A.2.0.18a}{}}
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\@writefile{toc}{\contentsline {section}{\numberline {A.3}La transform\IeC {\'e}e de Fourier rapide}{120}{section.A.3}}
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\citation{barndorff2001levy}
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\@writefile{toc}{\contentsline {section}{\numberline {A.4}Processus de L\IeC {\'e}vy}{121}{section.A.4}}
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\newlabel{sec:processuslevy}{{A.4}{121}{Processus de Lévy}{section.A.4}{}}
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\@writefile{toc}{\contentsline {subsection}{\numberline {A.4.1}D\IeC {\'e}finition et propri\IeC {\'e}t\IeC {\'e}s}{121}{subsection.A.4.1}}
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\newlabel{sec:defproplevy}{{A.4.1}{121}{Définition et propriétés}{subsection.A.4.1}{}}
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\newlabel{sec:defproplevy@cref}{{[subsubappendix][1][2147483647,1,4]A.4.1}{121}}
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\citation{applebaum2004levy}
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\@writefile{toc}{\contentsline {subsubsection}{Repr\IeC {\'e}sentation de L\IeC {\'e}vy-Khintchine}{122}{section*.58}}
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\newlabel{eq:levyitodecomposition@cref}{{[equation][3][2147483647,1,4]A.4.3}{122}}
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\citation{sato1999levy}
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\citation{schoutens2003levy}
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\citation{kyprianou2007introductory}
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\citation{teschl2004topics}
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\@writefile{toc}{\contentsline {subsection}{\numberline {A.4.2}Processus subordonn\IeC {\'e}}{123}{subsection.A.4.2}}
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\newlabel{sec:procsubordonne}{{A.4.2}{123}{Processus subordonné}{subsection.A.4.2}{}}
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\@writefile{toc}{\contentsline {section}{\numberline {A.5}Th\IeC {\'e}or\IeC {\`e}mes d'int\IeC {\'e}gration}{123}{section.A.5}}
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\newlabel{sec:integration}{{A.5}{123}{Théorèmes d'intégration}{section.A.5}{}}
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\@writefile{toc}{\contentsline {subsection}{\numberline {A.5.1}Th\IeC {\'e}or\IeC {\`e}me de convergence domin\IeC {\'e}e de Lebesgue}{124}{subsection.A.5.1}}
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\newlabel{sec:theor-de-conv}{{A.5.1}{124}{Théorème de convergence dominée de Lebesgue}{subsection.A.5.1}{}}
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