Seminaire de Probabilites XXXI

Front Cover
Jacques Azema, Michel Emery, Marc Yor
Springer Science & Business Media, Apr 14, 1997 - Mathematics - 334 pages
The 31 papers collected here present original research results obtained in 1995-96, on Brownian motion and, more generally, diffusion processes, martingales, Wiener spaces, polymer measures.
 

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Contents

Branching processes the RayKnight theorem and sticky Brownian motion
1
INTEGRATION BY PARTS AND
16
The change of variables formula on Wiener space
24
Classification
40
A DIFFERENTIABLE ISOMORPHISM BETWEEN WIENER SPACE AND PATH GROUP
54
On martingales which are finite sums of independent random variables with time dependent coefficients
62
Oscillation presque sure de martingales continues
69
A NOTE ON CRAMERS THEOREM
77
A COUNTEREXAMPLE CONCERNING A CONDITION OF OGAWA INTEGRABILITY
198
The Multiplicity of Stochastic Processes
207
THEOREMES LIMITES POUR LES TEMPS LOCAUX DUN PROCESSUS STABLE SYMETRIQUE
216
An Itô type isometry for loops in Rd via the Brownian bridge
225
On continuous conditional Gaussian martingales and stable convergence in law
232
Simple examples of nongenerating Girsanov processes
247
Formule dIto généralisée pour le mouvement brownien linéaire
252
On the martingales obtained by an extension due to Saisho Tanemura and Yor of Pitmans theorem
256

The Hypercontractivity of OrnsteinUhlenbeck Semigroups with Drift Revisited
80
UNE PREUVE STANDARD DU PRINCIPE DINVARIANCE DE STOLL
85
Marches aléatoires autoévitantes et mesures de polymère
103
On the tails of the supremum and the quadratic variation of strictly local martingales
113
ON WALDS EQUATION DISCRETE TIME CASE
126
Remarques sur lhypercontractivité et lévolution de lentropie pour des chaînes de Markov finies
136
Comportement des temps datteinte dune diffusion fortement rentrante
168
CLOSED SETS SUPPORTING A CONTINUOUS DIVERGENT MARTINGALE
176
SOME POLAR SETS FOR THE BROWNIAN SHEET
190
Some Remarks on Pitmans Theorem
266
On the lengths of excursions of some Markov processes
272
On the relative lengths of excursions derived from a stable subordinator
287
Some remarks about the joint law of Brownian motion and its supremum
306
A characterization of Markov solutions for stochastic differential equations with jumps
315
DIFFEOMORPHISMS OF THE CIRCLE AND BASED STOCHASTIC LOOP SPACE
322
vitesse de convergence en loi pour des solutions déqquations différentielles stochastiques vers une diffusion
327
Projection dune diffusion réelle sur sa filtration lente
329
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