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Seminaire de Probabilites XXVII de Jaques Azema

Seminaire de Probabilites XXVII: Lecture Notes in Mathematics, cartea 1557

Editat de Jaques Azema, Paul A. Meyer, Marc Yor
en Limba Engleză Paperback – 3 noi 1993
This volume represents a part of the main result obtained bya group of French probabilists, together with thecontributions of a number of colleagues, mainly from the USAand Japan.All the papers present new results obtained during theacademic year 1991-1992. The main themes of the papers are:quantum probability (P.A. Meyer and S. Attal), stochasticcalculus (M. Nagasawa, J.B. Walsh, F. Knight, to name a fewauthors), fine properties of Brownian motion (Bertoin,Burdzy, Mountford), stochastic differential geometry(Arnaudon, Elworthy), quasi-sure analysis (Lescot, Song,Hirsch).Taken all together, the papers contained in this volumereflect the main directions of the most up-to-date researchin probability theory.FROM THE CONTENTS: J.P. Ansal, C. Stricker: Unicite etexistence de la loi minimale.- K. Kawazu, H. Tanaka: On themaximum of a diffusion process in a drifted Brownianenvironment.- P.A. Meyer: Representation de martingalesd'operateurs, d'apres Parthasarathy-Sinha.- K. Burdzy:Excursion laws and exceptional points on Brownian paths.- X.Fernique: Convergence en loi de variables aleatoires et defonctions aleatoires, proprietes de compacite des lois, II.-M. Nagasawa: Principle ofsuperposition and interference ofdiffusion processes.- F. Knight: Some remarks on mutualwindings.- S. Song: Inegalites relatives aux processusd'Ornstein-Ulhenbeck a n-parametres et capacite gaussiennec (n,2).- S. Attal, P.A. Meyer: Interpretation probabilisteet extension des integrales stochastiques non commutatives.-J. Azema, Th. Jeulin, F. Knight,M. Yor: Le theoreme d'arreten une fin d'ensemble previsible.
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Specificații

ISBN-13: 9783540572824
ISBN-10: 3540572821
Pagini: 340
Ilustrații: VI, 330 p.
Dimensiuni: 155 x 235 x 18 mm
Greutate: 0.48 kg
Ediția:1993
Editura: Springer Berlin, Heidelberg
Colecția Springer
Seriile Lecture Notes in Mathematics, Séminaire de Probabilités

Locul publicării:Berlin, Heidelberg, Germany

Public țintă

Research

Cuprins

Principle of superposition and interference of diffusion processes.- Espaces de Lebesgue.- Unicité et existence de la loi minimale.- Décomposition de Kunita-Watanabe.- Une preuve simple du théorème de Shimura Sur les points méandre du mouvement brownien plan.- Some remarks on mutual windings.- Sufficient statistics for the Brownian sheet.- Moyennes mobiles et semimartingales.- On the maximum of a diffusion process in a drifted Brownian environment.- Hypercontractivité pour les fermions, d'après Carlen-Lieb.- Représentation de martingales d'opérateurs d'après Parthasarathy-Sinha.- Les systèmes-produits et l'espace de Fock d'après W. Arveson.- Représentation des fonctions conditionnellement de type positif d'après V.P. Belavkin.- On the Lévy transformation of brownian motions and continuous martingales.- Le théorème d'arrêt en une fin d'ensemble prévisible.- Conditional expectations for derivatives of certain stochastic flows.- Some remarks on A(t, B t).- Excursion laws and exceptional points on brownian paths.- Propriétés asymptotiques des semi-martingales à valeurs dans des variétés à bord continu.- Une remarque sur un théorème de Bourgain.- Operateurs reguliers sur les espaces L p.- Convergence en loi de variables aléatoires et de fonctions aléatoires, propriétés de compacité des lois, II.- Estimates of the Hausdorff dimension of the boundary of positive Brownian sheet components.- Un cheoreme de desintegration en axacuse quasi-sure.- Inegalites relatives aux processus d'Ornnstein-Uhlenbeck a n-parametres et capacite gaussienne cn,2.- Représentation du processus d'Ornstein-Uhlenbeck à n paramètres.- Representation d'un semi-groupe d'operateurs sur un espace L 1 par des noyaux. Remarques sur deux articles de S.E. kuznetsov.-Interprétation probabiliste et extension des intégrales stochastiques non commutatives.