Séminaire de Probabilités XXXI / edited by Jacques Azéma, Marc Yor, Michel Emery.

Format:

Book

Contributor:

Azéma, J., editor.

Yor, Marc, editor.

Emery, Michel, 1949- editor.

SpringerLink (Online service)

Series:

Séminaire de Probabilités, 0720-8766 ; 1655.

Séminaire de Probabilités, 0720-8766 ; 1655

Language:

English

Subjects (All):

Distribution (Probability theory).

Probability Theory and Stochastic Processes.

Local Subjects:

Probability Theory and Stochastic Processes.

Physical Description:

1 online resource (X, 334 pages).

Contained In:

Springer eBooks

Place of Publication:

Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 1997.

System Details:

text file PDF

Summary:

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.

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 associés à une famille de polynômes 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 sûre 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 aléatoires auto-évitantes et mesures de polymère

On the tails of the supremum and the quadratic variation of strictly local martingales

On Wald's equation. Discrete time case

Remarques sur l'hypercontractivité et l'évolution de l'entropie pour des chaînes 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 Itô 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 généralisée pour le mouvement brownien linéaire

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'équations différentielles stochastiques vers une diffusion

Projection d'une diffusion réelle sur sa filtration lente.

Other Format:

Printed edition:

ISBN:

9783540683520

Access Restriction:

Restricted for use by site license.