Séminaire de probabilités XXXIII
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Bibliographic Information
Séminaire de probabilités XXXIII
（Lecture notes in mathematics, 1709）
Springer, c1999
Available at 88 libraries
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Description and Table of Contents
Description
Besides topics traditionally found in the Seminaire de Probabilites (Martingale Theory, Stochastic Processes, questions of general interest in Probability Theory), this volume XXXIII presents nine contributions to the study of filtrations up to isomorphism. It also contains three graduate courses: Dynamics of stochastic algorithms, by M. Benaim; Simulated annealing algorithms and Markov chains with rare transitions, by O. Catoni; and Concentration of measure and logarithmic Sobolev inequalities, by M. Ledoux. These up to date courses present the state of the art in three matters of interest to students in theoretical or applied Probability Theory, and to researchers as well.
Table of Contents
Dynamics of stochastic approximation algorithms.- Simulated annealing algorithms and Markov chains with rare transitions / Algorithmes de recuit simule et chaines de Markov a transitions rares.- Concentration of measure and logarithmic Sobolev inequalities.- Une simplification de l'argument de Tsirelson sur le caractere non-brownien des processus de walsh.- On certain probabilities equivalent to Wiener measure, d'Apres Dubins, Feldman, Smorodinsky and Tsirelson.- On certain probabilities equivalent to Coin-Tossing, d'Apres Schachermayer.- On the joining of sticky brownian motion.- Brownian filtrations are not stable under equivalent time-changes.- The existence of a multiple spider martingale in the natural filtration of a certain diffusion in the plane.- A remark on Tsirelson's stochastic differential equation.- Appendice a l'expose precedent: La filtration naturelle du mouvement brownien indexe par ? dans une variete compacte.- A stochastic differential equation with a unique (up to indistinguishability) but not strong solution.- Some remarks on the uniform integrability of continuous martingales.- An alternative proof of a theorem of Aldous concerning convergence in distribution for martingales.- A short proof of decomposition of strongly reduced martingales.- Some remarks on L?, H? and BMO.- A bipolar theorem for .- Barycentre canonique pour un espace metrique a courbure negative.- Dualite du probleme des marges et ses applications.- The distribution of local times of a Brownian bridge.- Paths of finitely additive Brownian Motion need not be bizarre.- A limit theorem for the prediction process under absolute continuity.- Processus gouvernes par des noyaux.- Sur l'hypercontractivite des semi-groupes ultraspheriques.- An addendum to a remark on Slutsky's theorem.- Theoremes limites pour les temps locaux d'un processus stable symetrique.
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