Séminaire de probabilités XXXI
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Bibliographic Information
Séminaire de probabilités XXXI
（Lecture notes in mathematics, 1655 . Institut de Mathématiques,
Springer, c1997
- : pbk
- Other Title
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Séminaire de probabilités trente-et-un
Available at / 93 libraries
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Library, Research Institute for Mathematical Sciences, Kyoto University数研
: pbkL/N||LNM||1655RM970506
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Hokkaido University, Library, Graduate School of Science, Faculty of Science and School of Science図書
: pbk519.2/AZ232070402507
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Note
Includes bibliographical references
Contents of Works
- 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
Description and Table of Contents
Description
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.
Table of Contents
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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