Séminaire de probabilités XXVI
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Bibliographic Information
Séminaire de probabilités XXVI
（Lecture notes in mathematics, 1526）
Springer-Verlag, c1992
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- Other Title
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Séminaire de probabilités 26
Available at / 84 libraries
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Library, Research Institute for Mathematical Sciences, Kyoto University数研
: gwL/N||LNM||1526RM930123
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Hokkaido University, Library, Graduate School of Science, Faculty of Science and School of Science図書
: gwdc20:519.2/az232070244131
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Note
French and English
Includes bibliographical references
Description and Table of Contents
Description
All the papers contained in the volume are original, fully refereed researchpapers. They represent a fairly broad spectrum of the research activity in probability theory, which was done internationally in 1990-1991, with particular emphasis on Markov processes and stochastic calculus. The latter subject keeps growing, and some important new developments, included in the volume, concern anticipative stochastic integrals, and new applications of the enlargements of filtrations to the study of zeros of martingales. FROM THE CONTENTS: R. Bass, D. Khoshnevisan: Stochastic calculus and the continuity of local times of Levy processes.- M.T. Barlow, P. Imkeller: On some sample path properties of Skorokhod integral processes.- T.S. Mountford: A critical function for the planar Brownian convex hull.- L. Dubins, M. Smorodinsky: The modified, discrete Levy transformation is Bernoulli.- M. Baxter: Markov processes on the boundary of the binary tree.- R. Abraham: Unarbre aleatoire infini associe a l'excursion brownienne.- S.E. Kuznetsov: On the existence of a dual semigroup.
Table of Contents
Stochastic calculus and the continuity of local times of Levy processes.- Large deviations for multiple Wiener-Ito integral processes.- Weak convergence of jump processes.- Recuit simule sans potentiel sur un ensemble fini.- Une carcterisation de la convergence dans L1. Application aux quasimartingales.- On some sample path properties of Skorohod integral processes.- Hitting a boundary point with reflected Brownian motion.- Quasi-everywhere upper functions.- A critical function for the planar Brownian convex hull.- Skew products, regular conditional probabilities and stochastic differential equations : A technical remark.- Relevement horizontal d'une semi-martingale cadlag.- Connexions et martingales dans les groupes de Lie.- The modified, discrete, Levy-transformation is Bernoulli.- Lois conditionnelles des excursions markoviennes.- Orthogonalite et integrabilite uniforme de martingales discretes.- Sur les inegalites FKG.- A complete differential formalism for stochastic calculus in manifolds.- Markov processes on the boundary of the binary tree.- Frontiere de Martin du dual de SU(2).- Generalised transforms, quasi-diffusions, and Desire Andre's equation.- Sur les zeros des martingales continues.- Martingales relatives.- Une decomposition non-canonique du drap brownien.- Une famille de diffusions qui s'annulent sur les zeros d'un mouvement brownien reflechi.- Amplitude du mouvement brownien et juxtaposition des excursions positives et negatives.- Un arbre aleatoire infini associe a l'excursion brownienne.- Infinitesimal behaviour of a continuous local martingale.- Les processus a accroissements independants et les equations de structure.- Une note sur l'integrale multiple de Stratonovich pour le processus de Poisson.- Measures of finite (r,p)-energy and potentials on a separable metric space.- More on existence and uniquiness of decomposition of excessive functions and measures into extremes.- On existence of a dual semigroup.- Some applications of quasi-boundedness for excessive measures.- Renouvellement: generateur du processus de l'age.- Les "principes d'invariance" en probabilite sur l'espace de Wiener.- Sur la convergence d'integrales anticipatives.- An operator theoretic approach to stochastic flows on manifolds.- A note on the energy inequalities for increasing processes.- On the reconstruction of a killed Markov process.- Extending probability spaces and adapted distribution.- Une formule d'ito pour le mouvement brownien fermionique.- Serie de Taylor stochastique et formule de Campbell-Hausdorff, d'apres Ben arous.- Sur un travail de R. Carmona et D. Nualart.- Une remarque sur l'inegalite de Hoelder non commutative.- Sobolev topologies in semimartingale theory.- Note a propos d'un resultat de Kowada sur les flots analytiques.- Problemes d'unicite dans les representations d'operateurs sur l'espace de Fock.- Corrections aux volumes anterieurs.
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