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Séminaire de probabilités XXXV

Publisher: Berlin ; London : Springer, ©2001.
Series: Lecture notes in mathematics, 1755.
Edition/Format:   Print book : Conference publication : EnglishView all editions and formats

This volume contains 30 articles on martingale theory, martingales and finance, analytical inequalities and semigroups, stochastic differential equations, functionals of Brownian motion and of Levy  Read more...


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Genre/Form: Conference papers and proceedings
Material Type: Conference publication
Document Type: Book
ISBN: 3540416595 9783540416593
OCLC Number: 46810252
Language Note: Text in English and French.
Description: vi, 424 pages ; 24 cm.
Contents: M. Nagasawa, H. Tanaka: The principle of variation for relativistic quantum particles. N. Privault: Quantum stochastic calculus for the uniform measure and Boolean convolution. A. Phan: Martingales d'Azema asymetriques. Description elementaire et unicite. T.-M. Chao, C.-S. Chou: Some remarks on the martingales satisfying the structure equation (X,X)_t= t+/int_0^t/beta X_(s^-)/,dX_s. D. Kurtz: Une caracterisation des martingales d'Azema bidimensionnelles de type (II). D. Kurtz, A. Phan: Correction a un article d'Attal et Emery sur les martingales d'Azema bidimensionnelles. M. Emery: A discrete approach to the chaotic representation property. Y. Kabanov, C. Stricker: On equivalent martingale measures with bounded densities. Y. Kabanov, C. Stricker: A teacher's note on no-arbitrage criteria. P.J. Fitzsimmons: Hermite martingales. M. Kuchta, M. Morayne, S. Solecki: A martingale proof of the theorem by Jessen, Marcinkiewicz and Zygmund on strong differentiation of integrals. L. Forzani, R. Scotto, W. Urbina: A simple proof of the L^p continuity of the higher order Riesz transforms with respect to the Gaussian measure gamma_d. M. Ledoux: Logarithmic Sobolev inequalities for unbounded spin systems revisited. R. Bass, E. Perkins: On the martingale problem for super-Brownian motion. M. Barlow, K. Burdzy, H. Kaspi, A. Mandelbaum: Coalescence of skew Brownian motions. N. Enriquez, J. Franchi, Y. Le Jan: Canonical lift and exit law of the fundamental diffusion associated with a Kleinian group. J.-J. Alibert, K. Bahlali: Genericity in deterministic and stochastic differential equations. A. Estrade, M. Pontier: Backward stochastic differential equations in a Lie group. M. Malric: Filtrations quotients de la filtration brownienne. M. Emery, W. Schachermayer: On Vershik's standardness criterion and Tsirelson's notion of cosiness. F. Coquet, J. Mmin, L. Slominski: On weak convergence of filtrations. N. Eisenbaum: Occupation times of Levy processes as quadratic variations. L. Chaumont, D.G. Hobson, M. Yor: Some consequences of the cyclic exchangeability property for exponential functionals of Levy processes. A.S. Cherny: Principal values of the integral functionals of Brownian motion: Existence, continuity and an extension of Ito's formula. B. Rajeev: From Tanaka's formula to Ito's formula: Distributions, tensor products and local times. N. Eisenbaum: On Ito's formula of Foellmer and Protter. L. Alili, H. Matsumoto, T. Shiraishi: On a triplet of exponential Brownian functionals. P. Marchal: On a new Wiener-Hopf factorization by Alili and Doney. N. Eisenbaum: Are squared Bessel bridges infinitely divisible?
Series Title: Lecture notes in mathematics, 1755.
Responsibility: J. Azéma [and others], eds.


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