\select@language {french} \contentsline {chapter}{Introduction}{4} \contentsline {chapter}{Remerciements}{7} \contentsline {chapter}{\numberline {1}Variables aléatoires}{9} \contentsline {chapter}{\numberline {2}Algèbres de variables aléatoires}{15} \contentsline {chapter}{\numberline {3}Processus stochastiques}{21} \contentsline {chapter}{\numberline {4}Concepts externes}{25} \contentsline {chapter}{\numberline {5}Infinitésimaux}{31} \contentsline {chapter}{\numberline {6}Analogues externes de notions internes}{37} \contentsline {chapter}{\numberline {7}Propriétés vraies presque partout}{45} \contentsline {chapter}{\numberline {8}Variables aléatoires ${L^1}$}{53} \contentsline {chapter}{\numberline {9}Décomposition des processus stochastiques}{59} \contentsline {chapter}{\numberline {10}Variation totale d'un processus}{65} \contentsline {chapter}{\numberline {11}Convergence des martingales}{71} \contentsline {chapter}{\numberline {12}Fluctuations des martingales}{81} \contentsline {chapter}{\numberline {13}Discontinuités des martingales}{87} \contentsline {chapter}{\numberline {14}La condition de Lindeberg}{93} \contentsline {chapter}{\numberline {15}Maximum des martingales}{99} \contentsline {chapter}{\numberline {16}La loi des grands nombres}{103} \contentsline {chapter}{\numberline {17}Processus quasiment équivalents}{115} \contentsline {chapter}{\numberline {18}Théorème de de~Moivre-Laplace-Lindeberg-Feller-Wiener-Lévy-Doob-Erd\H os-Kac-Donsker-Prokhorov}{121} \contentsline {chapter}{Annexe}{129} \contentsline {chapter}{Bibliographie}{145} \contentsline {chapter}{Index}{147} \contentsline {chapter}{Table des figures}{150}