P. Bauman and M. Emery, Peut-on " voir " dans l'espacè a n dimensions, pp.1-8, 2008.

P. Billingsley, Convergence of probability measures Wiley Series in Probability and Statistics: Probability and Statistics, p.277, 1999.

A. M. Bogso, ´ Etude de peacocks sous des hypothèses de monotonie conditionnelle et de positivité totale, thèse de l, p.147, 2012.

P. Carr, C. Ewald, and Y. Xiao, On the qualitative effect of volatility and duration on prices of Asian options, Finance Research Letters, vol.5, issue.3, pp.162-171, 2008.
DOI : 10.1016/j.frl.2008.05.001

P. H. Diananda, On nonnegative forms in real variables some or all of which are nonnegative, Proc. Cambridge Philos. Soc, pp.17-25, 1962.

H. J. Engelbert, On the theorem of T. Yamada and S. Watanabe, Stochastics and Stochastic Reports, pp.205-216, 1080.

M. Hall, Discrete problems, in A Survey of Numerical Analysis, 1962.

F. Hirsch and B. Roynette, A new proof of Kellerer???s theorem, ESAIM: Probability and Statistics, vol.16, pp.48-60, 2012.
DOI : 10.1051/ps/2011164

F. Hirsch, C. Profeta, B. Roynette, and M. Yor, Peacocks and Associated Martingales, With Explicit Constructions, p.430, 2011.
DOI : 10.1007/978-88-470-1908-9
URL : https://hal.archives-ouvertes.fr/hal-00657769

J. Jacod, The Euler scheme for L???vy driven stochastic differential equations: limit theorems, The Annals of Probability, vol.32, issue.3A, pp.1830-1872, 2004.
DOI : 10.1214/009117904000000667

J. Jacod and A. N. Shiryaev, Limit theorems for stochastic processes, Fundamental Principles of Mathematical Sciences], vol.288, p.661, 2003.
DOI : 10.1007/978-3-662-02514-7

K. Joag-dev, M. D. Perlman, and L. D. Pitt, Association of Normal Random Variables and Slepian's Inequality, The Annals of Probability, vol.11, issue.2, pp.451-455, 1983.
DOI : 10.1214/aop/1176993610

I. Karatzas and S. E. Shreve, Brownian motion and stochastic calculus, Graduate Texts in Mathematics, vol.113, p.470, 1991.
DOI : 10.1007/978-1-4612-0949-2

H. G. Kellerer, Markov-Komposition und eine Anwendung auf Martingale, Mathematische Annalen, vol.36, issue.3, pp.99-122, 1972.
DOI : 10.1007/BF01432281
URL : http://www.digizeitschriften.de/download/PPN235181684_0198/PPN235181684_0198___log19.pdf

S. Laruelle, C. Lehalle, and G. Pagès, Optimal posting price of limit orders: learning by trading, Mathematics and Financial Economics, vol.9, issue.2, p.148, 2011.
DOI : 10.1007/s11579-013-0096-7
URL : https://hal.archives-ouvertes.fr/hal-00650314

M. Ledoux and M. Talagrand, Probability in Banach spaces. Isoperimetry and processes, Ergebnisse der Mathematik und ihrer Grenzgebiete (3) [Results in Mathematics and Related Areas, p.480, 1991.

H. Luschgy and G. Pagès, Expansions for Gaussian processes and Parseval frames, Electron, J. Probab, vol.14, issue.42, pp.1198-1221, 2009.

L. D. Pitt, Positively Correlated Normal Variables are Associated, The Annals of Probability, vol.10, issue.2, pp.496-499, 1982.
DOI : 10.1214/aop/1176993872
URL : http://projecteuclid.org/download/pdf_1/euclid.aop/1176993872

D. Revuz and M. Yor, Continuous martingales and Brownian motion, Fundamental Principles of Mathematical Sciences], vol.293, p.560, 1999.

K. I. Sato, Lévy Distributions and Infinitely Divisible Distributions, Cambridge Studies in Advanced Mathematics, p.486, 1990.

G. Zbaganu and M. Radulescu, Trading prices when the initial wealth is random, Proc. Rom. Acad. Ser. A Math. Phys. Tech. Sci. Inf. Sci, vol.10, issue.1, pp.1-8, 2009.