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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
Summary:

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
Congresses
Congrès
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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