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Séminaire de probabilités XXXI

Author: J Azéma; Michel Emery; Marc Yor
Publisher: Berlin ; New York : Springer-Verlag, ©1997.
Series: Lecture notes in mathematics (Springer-Verlag), 1655.
Edition/Format:   eBook : Document : Conference publication : FrenchView all editions and formats
Summary:
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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Genre/Form: Electronic books
Conference papers and proceedings
Congresses
Additional Physical Format: Print version:
Séminaire de probabilités (31st).
Séminaire de probabilités XXXI.
Berlin ; New York : Springer-Verlag, ©1997
(OCoLC)36965966
Material Type: Conference publication, Document, Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: J Azéma; Michel Emery; Marc Yor
ISBN: 9783540683520 3540683526
OCLC Number: 226969632
Language Note: French and English.
Description: 1 online resource (viii, 328 pages) : illustrations.
Contents: Branching processes, the Ray-Knight theorem, and sticky Brownian motion / J. Warren --
Integration by parts and Cameron-Martin formulae for the free path space of a compact Riemannian manifold / R. Léandre, J. Norris --
The change of variables formula on Wiener space / A.S. Üstünel, M. Zakai --
Classification des semi-groupes de diffusion sur R associés à une famille de polynômes orthogonaux / O. Mazet --
A differentiable isomorphism between Wiener space and path group / S. Fang, J. Franchi --
On martingales which are finite sums of independent random variables with time dependent coefficients / J. Jacod, V. Perez-Abreu --
Oscillation presque sûre de martingales continues / J.-M. Azaïs, M. Wschebor --
A note on Cramer's theorem / F. Gao --
The hypercontractivity of Ornstein-Uhlenbeck semi-groups with drift, revisited / S. He, J. Wang --
Une Preuve "standard" au principe d'invariance de Stoll / B. Cadre --
Marches aléatoires auto-évitantes et mesures de polymères / J.-F. Le Gall --
On the tails of the supremum and the quadratic variation of strictly local martingales / K.D. Elworthy, X.M. Li, M. Yor --
On Wald's equation. Discrete time case / L.I. Galtchouk, A.A. Novikov --
Remarques sur l'hypercontractivité et l'évolution de l'entropie pour des chaînes de Markov finies / L. Micho --
Comportement des temps d'atteinte d'une diffusion fortement rentrante / M. Deaconu, S. Wantz --
Closed sets supporting a continues divergent martingale / M. Émery --
Some polar sets for the Brownian sheet / D. Khoshnevisan --
A counter-example concerning a condition of Ogawa integrability / P. Majer, M.E. Mancino --
The multiplicity of stochastic processes / Y. Chiu --
Théorémes limits pour les temps locaux d'un processus stable symétrique / N. Eisenbaum --
An Itô type isometry for loops in Rd via the Brownian bridge / P. Gosselin, T. Wurzbacher --
On continuous conditional Gaussian martingales and stable convergence in law / J. Jacod --
Simple examples of non-generating Girsanov processes / J. Feldman, M. Smorodinsky --
Formule d'Itô généralisée pour le mouvement brownien linéaire, d'aprés Föllmer, Protter, Shyriaev / P.A. Meyer --
On the martingales obtained by an extension due to Saisho, Tanemura and Yor of Pitman's theorem / K. Takaoka --
Some remarks on Pitman's theorem / B. Rauscher --
On the lengths of excursions of some Markov processes ; On the relative lengths of excursions derived from a stable subordinator / J. Pitman, M. Yor --
Some remarks about the joint law of Brownian motion and its supermum / M. Yor --
A characterization of Markov solutions for stochastic differential equations with jumps / A. Estrade --
Diffeomorphism of the circle and the based loop space / R. Léandre --
Correction à: Vitesse de convergence en loi pour des solutions d'équations différentielles stochastiques vers une diffusion (volume XXVII) / F. Coquet, J. Mémin --
Correction á: Projection d'une diffusion sur sa filtration lente (volume XXX) / C. Rainer.
Series Title: Lecture notes in mathematics (Springer-Verlag), 1655.
Responsibility: J. Azéma, M. Emery, M. Yor (eds.).

Abstract:

This collection of papers presents original research results obtained from 1995-96, on Brownian motion, and more generally, diffusion processes, martingales, Weiner spaces and polymer measures.  Read more...

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