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Séminaire de Probabilités XXXII de Jacques Azema

Séminaire de Probabilités XXXII: Lecture Notes in Mathematics, cartea 1686

Editat de Jacques Azema, Michel Emery, Michel Ledoux, Marc Yor
fr Limba Franceză Paperback – 20 mai 1998
All the papers in the volume are original research papers, discussing fundamental properties of stochastic processes. The topics under study (martingales, filtrations, path properties, etc.) represent an important part of the current research performed in 1996-97 by various groups of probabilists in France and abroad.
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Specificații

ISBN-13: 9783540643760
ISBN-10: 3540643761
Pagini: 444
Ilustrații: VI, 435 p.
Dimensiuni: 155 x 235 x 23 mm
Greutate: 0.62 kg
Ediția:1998
Editura: Springer Berlin, Heidelberg
Colecția Springer
Seriile Lecture Notes in Mathematics, Séminaire de Probabilités

Locul publicării:Berlin, Heidelberg, Germany

Public țintă

Research

Cuprins

Sous-mesures symétriques sur un ensemble fini.- Sur une inégalité de Sobolev logarithmique pour une diffusion unidimensionnelle.- Sur les minorations des constantes de Sobolev et de Sobolev logarithmiques pour les opérateurs de Jacobi et de Laguerre.- Quand l'inegalite log-Sobolev implique l'inegalite de trou spectral.- Trous spectraux à basse température: un contre-exemple à un comportement asymptotique escompté.- Some remarks on the optional decomposition theorem.- Séparation d'une sur-et d'une sousmartingale par une martingale.- Closedness of some spaces of stochastic integrals.- Homogeneous diffusions on the Sierpinski gasket.- Almost sure path properties of Branching Diffusion Processes.- Criteria of regularity at the end of a tree.- Normalized stochastic integrals in topological vector spaces.- Pathwise uniqueness and approximation of solutions of stochastic differential equations.- Stability of stochastic differential equations in manifolds.- Propagation trajectorielle du chaos pour les lois de conservation scalaire.- Some calculations for perturbed Brownian motion.- Perturbed bessel processes.- The maximum maximum of a martingale.- Autour d'un théorème de tsirelson sur des filtrations Browniennes et non Browniennes.- Sur un théorème de tsirelson relatif à des mouvements browniens corrélés et à la nullité de certains temps locaux.- A remark on Slutsky's theorem.- Quelques calculs de compensateurs impliquant l'injectivité de certains processus croissants.- The Brownian Burglar: conditioning Brownian motion by its local time process.- On the upcrossing chains of stopped Brownian motion.- Le théorème de ray-knight à temps fixe.- Point le plus visité par un mouvement brownien avec dérive.- Brownian motion, excursions, and matrix factors.- Surles temps de coupure des marches aléatoires réfléchies.