Séminaire de probabilités XXX
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Bibliographic Information
Séminaire de probabilités XXX
（Lecture notes in mathematics, 1626 . Institut de Mathématique,
Springer, c1996
- : pbk
Available at / 97 libraries
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Library, Research Institute for Mathematical Sciences, Kyoto University数研
: pbkL/N||LNM||1626RM960702
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Hokkaido University, Library, Graduate School of Science, Faculty of Science and School of Science図書
: pbk519.2/AZ232070372810
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Note
Includes bibliographical references
Description and Table of Contents
Description
The volume consists entirely of research papers, principally in stochastic calculus, martingales, and Brownian motion, and gathers an important part of the works done in the main probability groups in France (Paris, Strasbourg, Toulouse, Besancon, Grenoble,...) together with closely related works done by some probabilists elsewhere (Switzerland, India, Austria,...).
Table of Contents
Remarques sur l'integrale de Riemann generalisee.- Deux applications de la decomposition de Galtchouk-Kunita-Watanabe.- Comparaison des lois stationnaire et quasi-stationnaire d'un processus de Markov et application a la fiabilite.- The asymptotic composition of supercritical, multi-type branching populations.- Un lien entre reseaux de neurones et systemes de particules: Un modele de retinotopie.- Cohomologie de Bismut-Nualart-Pardoux et cohomologie de Hochschild entiere.- Un contre-exemple touchant a l'independance.- An asymptotic evaluation of heat kernel for short time.- Meyer's Topology and Brownian motion in a composite medium.- Continuous Maassen kernels and the inverse oscillator.- Sur le modele d'Heisenberg.- Sur les inegalites GKS.- How long does it take a transient Bessel process to reach its future infimum?.- Strong and weak order of time discretization schemes of stochastic differential equations.- Projection d'une diffusion sur sa filtration lente.- Une propriete des martingales pures.- Une demonstration elementaire d'une identite de Biane et Yor.- First order calculus and last entrance times.- Minimization of the Kullback information for some Markov processes.- Sur les processus croissants de type injectif.- A characterisation of the closure of H ? in BMO.- On a conjecture of Kazamaki.- Hirsch's integral test for the iterated Brownian motion.- Rectifications a "Semi-martingales banachiques, le theoreme des trois operateurs" (Seminaire XXVIII, L.N.M. 1583, 1994, pages 1-20).
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