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Seminaire de Probabilites XXIII de Jacques Azema

Seminaire de Probabilites XXIII: Lecture Notes in Mathematics, cartea 1372

Editat de Jacques Azema, Paul A. Meyer, Marc Yor
fr Limba Franceză Paperback – 21 iun 1989
Besides a number of papers on classical areas of research in probability such as martingale theory, Malliavin calculus and 2-parameter processes, this new volume of the Séminaire de Probabilités develops the following themes: - chaos representation for some new kinds of martingales, - quantum probability, - branching aspects on Brownian excursions, - Brownian motion on a set of rays.
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Specificații

ISBN-13: 9783540511915
ISBN-10: 3540511911
Pagini: 596
Ilustrații: IV, 583 p.
Dimensiuni: 155 x 235 x 31 mm
Greutate: 0.82 kg
Ediția:1989
Editura: Springer Berlin, Heidelberg
Colecția Springer
Seriile Lecture Notes in Mathematics, Séminaire de Probabilités

Locul publicării:Berlin, Heidelberg, Germany

Public țintă

Research

Cuprins

Sur l'interpolation complexe des semigroupes de diffusion.- Les Dérivations Analytiques.- A remark on the class of martingales with bounded quadratic variation.- The best estimation of a ratio inequality for continuous martingales.- A note on the good lambda inequalities.- On the Azéma martingales.- Etude d'une martingale remarquable.- La propriete de representation previsible dans la filtration naturelle d'un ensemble regeneratif.- Equations de structure des martingales et probabilités quantiques.- Construction de solutions d'“equations de structure”.- Un cas de representation chaotique discrete.- Martingales sur le cercle.- Sur le developpement d'une diffusion en chaos de wiener.- Une remarque sur le développement en chaos d'une diffusion.- Some comments on quantum probability.- Eléments de probabilités quantiques. X.- Eléments de probabilités quantiques XI.- Multiple points of Markov processes in a complete metric space.- Comportement asymptotique de certaines fonctionnelles additives de plusieurs mouvements browniens.- Simultaneous boundary hitting for a two point reflecting Brownian motion.- Renewal property of the extrema and tree property of the excursion of a one-dimensional brownian motion.- The branching process in a Brownian excursion.- Marches aleatoires, mouvement brownien et processus de branchement.- On Walsh's Brownian motions.- Une extension multidimensionnelle de la loi de l'arc sinus.- Mouvement brownien et inegalite de Hardy dans L2.- L'opérateur carré du champ: un contre-exemple.- Le semi-groupe d'une diffusion en liaison avec les trajectoires.- La convergence de la série de Picard pour les EDS (Equations Différentielles Stochastiques).- Quelques propriétés de la tribu accessible; les discontinuités d'un processus croissantintégrable et les discontinuités de sa projection prévisible duale.- The partial Malliavin calculus.- Distributions sur l'espace de wiener (suite).- Sur la transformee de fourier de H.H. Kuo.- Generalizations of Gross' and Minlos' theorems.- Integration of the optimal risk in a stopping problem with absorption.- Using stochastic comparison to estimate Green's functions.- Volume de boules sous-riemanniennes et explosion du noyau de la chaleur au sens de stein.- Une application de la topologie d'Emery: le processus information d'un modele statistique filtre.- Multiplicative functionals and the stable topology.- On spectral measures of strings and excursions of quasi diffusions.- Spectral representation of isotropic random currents.- La loi des grands nombres pour une suite echangeable.- Sur les theoremes de Hewitt-Savage et de de Finetti.- Regularity and integrator properties of variation processes of two-parameter martingales with jumps.- Planar seminartingales obtained by transformations of two-parameter martingales.- Penetration times and Skorohod stopping.