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Seminaire de Probabilites XXVIII de Jacques Azema

Seminaire de Probabilites XXVIII: Lecture Notes in Mathematics, cartea 1583

Editat de Jacques Azema, Paul-Andre Meyer, Marc Yor
en Limba Engleză Paperback – 26 aug 1994
In this volume of original research papers, the main topics discussed relate to the asymptotic windings of planar Brownian motion, structure equations, closure properties of stochastic integrals. The contents of the volume represent an important fraction of research undertaken by French probabilists and their collaborators from abroad during the academic year 1992-1993.
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Specificații

ISBN-13: 9783540583318
ISBN-10: 3540583319
Pagini: 344
Ilustrații: VI, 338 p.
Dimensiuni: 155 x 235 x 18 mm
Greutate: 0.48 kg
Ediția:1994
Editura: Springer Berlin, Heidelberg
Colecția Springer
Seriile Lecture Notes in Mathematics, Séminaire de Probabilités

Locul publicării:Berlin, Heidelberg, Germany

Public țintă

Research

Cuprins

Semi-martingales banachiques: Le théorème des trois opérateurs.- Jumping filtrations and martingales with finite variation.- A simple proof of the support theorem for diffusion processes.- Petites perturbations de systèmes dynamiques et Algèbres de Lie Nilpotentes. Une extension des estimations de Doss & Stroock.- Orthogonalité et uniforme intégrabilité de martingales Etude d'une classe d'exemples.- Remarques sur les inegalites de Burkholder-Davis-Gundy.- Sur une transformation du mouvement brownien due à Jeulin et Yor.- Exact rates of convergence to the local times of symmetric lévy processes.- Deux contre-exemples sur la convergence d'intégrales anticipatives.- Corrections à: “Sur la convergence d'intégrales anticipatives”.- On conditioning random walks in an exponential family to stay nonnegative.- Liminf behaviours of the windings and Lévy's stochastic areas of planar Brownian motion.- Asymptotic windings of planar Brownian motion revisited via the Ornstein-Uhlenbeck process.- Rate of explosion of the Amperean area of the planar Brownian loop.- Comportement asymptotique du nombre de tours effectués par la trajectoire brownienne plane.- Exponential moments for the renormalized self-intersection local time of planar brownian motion.- Remarques sur le prix des actifs contingents.- Fermeture de GT(?) et de L2(?0)+GT(?).- Sur l'utilisation de processus de markov dans le modele d'ising: attractivite et couplage.- Sur l'équation de structure d[X,X]t=dt?X t? + dXt.- Équations de structure pour des martingales vectorielles.- Vitesse de convergence en loi pour des solutions d'equations differentielles stochastiques vers une diffusion.- Grandes déviations de Freidlin-Wentzell en norme hölderienne / Freidlin-Wentzell large deviations inhölder norm.- Espérances conditionnelles et C-martingales dans les variétés.- A remark on stochastic integration.- Some operator inequalities.- Quelques cas de représentation chaotique.- Erratum to “some remarks on mutual windings”.