Séminaire de probabilités XXXI
著者
書誌事項
Séminaire de probabilités XXXI
(Lecture notes in mathematics, 1655 . Institut de Mathématiques,
Springer, c1997
- : pbk
- タイトル別名
-
Séminaire de probabilités trente-et-un
大学図書館所蔵 全93件
  青森
  岩手
  宮城
  秋田
  山形
  福島
  茨城
  栃木
  群馬
  埼玉
  千葉
  東京
  神奈川
  新潟
  富山
  石川
  福井
  山梨
  長野
  岐阜
  静岡
  愛知
  三重
  滋賀
  京都
  大阪
  兵庫
  奈良
  和歌山
  鳥取
  島根
  岡山
  広島
  山口
  徳島
  香川
  愛媛
  高知
  福岡
  佐賀
  長崎
  熊本
  大分
  宮崎
  鹿児島
  沖縄
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注記
Includes bibliographical references
収録内容
- Branching processes, the Ray-Knight theorem, and sticky Brownian motion / Jonathan Warren
- Integration by parts and Cameron-Martin formulas for the free path space of a compact Riemannian manifold / R. Léandre and J.R. Norris
- The change of variables formula on Wiener space / A.S. Üstünel and M. Zakai
- Classification des Semi-Groupes de diffusion sur IR associés à une famille de polynômes orthogonaux / Olivier Mazet
- A differentiable isomorphism between Wiener space and path group / Shizan Fang and Jacques Franchi
- On martingales which are finite sums of independent random variables with time dependent coefficients / Jean Jacod and Víctor Pérez-Abreu
- Oscillation presque sûre de martingales continues / Jean-Marc Azaïs, Mario Wschebor
- A note on Cramer's theorem / Gao Fuqing
- The hypercontractivity of Ornstein-Uhlenbeck semigroup with drift, revisited / Sheng-Wu He and Jia-Gang Wang
- Une preuve standard du principe d'invariance de stoll / B. Cadre
- Marches aléatoires auto-évitantes et mesures de polymère / Jean-François 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 / Leonid I. Galtchouk and Alexandre A. Novikov
- Remarques sur l'hypercontractivité et l'évolution de l'entropie pour des chaînes de Markov finies / Laurent Miclo
- Comportement des temps d'atteinte d'une diffusion fortement rentrante / Mǎdǎlina Deaconu, Sophie Wantz
- Closed sets supporting a continuous divergent martingale / by M. Émery
- Some polar sets for the Brownian sheet / by Davar Khoshnevisan
- A counter-example concerning a condition of Ogawa integrability / Pietro Majer, Maria Elvira Mancino
- The multiplicity of stochastic processes / Yukuang Chiu
- Theoremes limites pour les temps locaux d'un processus stable symetrique / Nathalie Eisenbaum
- An Itô type isometry for loops in R[d] via the Brownian bridge / Pierre Gosselin and Tilmann Wurzbacher
- On continuous conditional Gaussian martingales and stable convergence in law / Jean Jacod
- Simple examples of non-generating Girsanov processes / J. Feldman and M. Smorodinsky
- Formule d'Ito généralisée pour le mouvement brownien linéaire : d'après Föllmer, Protter et Shiryaev / par P.A. Meyer
- On the martingales obtained by an extension due to Saisho, Tanemura and Yor of Pitman's theorem / Koichiro Takaoka
- Some remarks on Pitman's theorem / Bernhard Rauscher
- On the lengths of excursions of some Markov processes / Jim Pitman and Marc Yor
- On the relative lengths of excursions derived from a stable subordinator / Jim Pitman and Marc Yor
- Some remarks about the joint Law of Brownian motion and its supremum / Marc Yor
- A characterization of Markov solutions for stochastic differential equations with jumps / Anne Estrade
- Diffeomorphisms of the circle and the based stochastic loop space / R. Léandre
内容説明・目次
内容説明
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.
目次
Branching processes, the Ray-Knight theorem, and sticky Brownian motion.- Integration by parts and Cameron-Martin formulas for the free path space of a compact Riemannian manifold.- The change of variables formula on Wiener space.- Classification des Semi-Groupes de diffusion sur IR associes a une famille de polynomes orthogonaux.- A differentiable isomorphism between Wiener space and path group.- On martingales which are finite sums of independent random variables with time dependent coefficients.- Oscillation presque sure de martingales continues.- A note on Cramer's theorem.- The hypercontractivity of Ornstein-Uhlenbeck semigroups with drift, revisited.- Une preuve standard du principe d'invariance de stoll.- Marches aleatoires auto-evitantes et mesures de polymere.- On the tails of the supremum and the quadratic variation of strictly local martingales.- On Wald's equation. Discrete time case.- Remarques sur l'hypercontractivite et l'evolution de l'entropie pour des chaines de Markov finies.- Comportement des temps d'atteinte d'une diffusion fortement rentrante.- Closed sets supporting a continuous divergent martingale.- Some polar sets for the Brownian sheet.- A counter-example concerning a condition of Ogawa integrability.- The multiplicity of stochastic processes.- Theoremes limites pour les temps locaux d'un processus stable symetrique.- An Ito type isometry for loops in Rd via the Brownian bridge.- On continuous conditional Gaussian martingales and stable convergence in law.- Simple examples of non-generating Girsanov processes.- Formule d'Ito generalisee pour le mouvement brownien lineaire.- On the martingales obtained by an extension due to Saisho, Tanemura and Yor of Pitman's theorem.- Some remarks on Pitman's theorem.- On the lengths of excursions of some Markov processes.- On the relative lengths of excursions derived from a stable subordinator.- Some remarks about the joint law of Brownian motion and its supremum.- A characterization of Markov solutions for stochastic differential equations with jumps.- Diffeomorphisms of the circle and the based stochastic loop space.- Vitesse de convergence en loi pour des solutions d'equations differentielles stochastiques vers une diffusion.- Projection d'une diffusion reelle sur sa filtration lente.
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