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Seminaire de Probabilites XXIX de Jacques Azema

Seminaire de Probabilites XXIX: Lecture Notes in Mathematics, cartea 1613

Editat de Jacques Azema, Michel Emery, Paul-Andre Meyer, Marc Yor
en Limba Engleză Paperback – 18 sep 1995
All the papers included in this volume are original research papers. They represent an important part of the work of French probabilists and colleagues with whom they are in close contact throughout the world. The main topics of the papers are martingale and Markov processes studies.
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Specificații

ISBN-13: 9783540602194
ISBN-10: 3540602194
Pagini: 340
Ilustrații: VI, 334 p.
Dimensiuni: 155 x 235 x 18 mm
Greutate: 0.48 kg
Ediția:1995
Editura: Springer Berlin, Heidelberg
Colecția Springer
Seriile Lecture Notes in Mathematics, Séminaire de Probabilités

Locul publicării:Berlin, Heidelberg, Germany

Public țintă

Research

Cuprins

On quantum extensions of the Azéma martingale semigroup.- An inequality for the predictable projection of an adapted process.- A martingale proof of the Khinchin iterated logarithm Law for Wiener processes.- Intertwining of Markov semi-groups, some examples.- Some remarks on perturbed reflecting Brownian motion.- Onsager-Machlup functionals for solutions of stochastic boundary value problems.- Sur quelques filtrations et transformations browniennes.- Barycentres convexes et approximations des martingales continues dans les variétés.- Équations différentielles stochastiques multivoques.- On the predictable representation property for superprocesses.- Chaoticity on a stochastic interval [0, T].- On the rate of growth of subordinators with slowly varying Laplace exponent.- Une propriété de Markov pour les processus indexés par ?.- Non-linear Wiener-Hopf theory, 1: an appetizer.- From an example of Lévy’s.- A horizontal levy process on the bundle of orthonormal frames over a complete Reimannian manifold.- Some Markov properties of stochastic differential equations with jumps.- Chaos multiplicatif: un traitement simple et complet de la fonction de partition.- On the hypercontractivity of Ornstein-Uhlenbeck semigroups with drift.- On the differentiability of functions of an operator.- The gap between the past supremum and the future infimum of a transient bessel process.- The level sets of iterated Brownian motion.- On the Spitzer and Chung laws of the iterated logarithm for Brownian motion.- On the existence of disintegrations.- A counterexample for the Markov property of local time for diffusions on graphs.- Une version sans conditionnement du theoreme d’isomorphisme de Dynkin.- Sur la représentation des F t ? = ?{B s ? , s?t})-martingales.-C-semigroups on Banach spaces and functional inequalities.