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Séminaire de probabilités XXXI / J. Azéma, M. Emery, M. Yor (eds.)
(Lecture notes in mathematics ; 1655 . Institut de Mathématiques, Université de Strasbourg / adviser, J.-L. Loday)
Publisher | Berlin : Springer |
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Year | c1997 |
Codes | ID=2000671432 NCID=BA30226356 |
Online Material | https://jg8gn6xr5x.search.serialssolutions.com/?isbn=3540626344 |
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Language | English,French |
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Size | viii, 328 p. : ill. ; 24 cm |
Other titles | variant access title:Séminaire de probabilités trente-et-un |
Contents | Branching processes, the Ray-Knight theorem, and sticky Brownian motion / Jonathan Warren Integration by parts and Cameron-Martin formulas for the free path space of a compact Riemannian manifold / R. Léandre and J.R. Norris The change of variables formula on Wiener space / A.S. Üstünel and M. Zakai Classification des Semi-Groupes de diffusion sur IR associés à une famille de polynômes orthogonaux / Olivier Mazet A differentiable isomorphism between Wiener space and path group / Shizan Fang and Jacques Franchi On martingales which are finite sums of independent random variables with time dependent coefficients / Jean Jacod and Víctor Pérez-Abreu Oscillation presque sûre de martingales continues / Jean-Marc Azaïs, Mario Wschebor A note on Cramer's theorem / Gao Fuqing The hypercontractivity of Ornstein-Uhlenbeck semigroup with drift, revisited / Sheng-Wu He and Jia-Gang Wang Une preuve standard du principe d'invariance de stoll / B. Cadre Marches aléatoires auto-évitantes et mesures de polymère / Jean-François Le Gall On the tails of the supremum and the quadratic variation of strictly local martingales / K.D. Elworthy, X.M. Li, M. Yor On Wald's equation : discrete time case / Leonid I. Galtchouk and Alexandre A. Novikov Remarques sur l'hypercontractivité et l'évolution de l'entropie pour des chaînes de Markov finies / Laurent Miclo Comportement des temps d'atteinte d'une diffusion fortement rentrante / Mǎdǎlina Deaconu, Sophie Wantz Closed sets supporting a continuous divergent martingale / by M. Émery Some polar sets for the Brownian sheet / by Davar Khoshnevisan A counter-example concerning a condition of Ogawa integrability / Pietro Majer, Maria Elvira Mancino The multiplicity of stochastic processes / Yukuang Chiu Theoremes limites pour les temps locaux d'un processus stable symetrique / Nathalie Eisenbaum An Itô type isometry for loops in R[d] via the Brownian bridge / Pierre Gosselin and Tilmann Wurzbacher On continuous conditional Gaussian martingales and stable convergence in law / Jean Jacod Simple examples of non-generating Girsanov processes / J. Feldman and M. Smorodinsky Formule d'Ito généralisée pour le mouvement brownien linéaire : d'après Föllmer, Protter et Shiryaev / par P.A. Meyer On the martingales obtained by an extension due to Saisho, Tanemura and Yor of Pitman's theorem / Koichiro Takaoka Some remarks on Pitman's theorem / Bernhard Rauscher On the lengths of excursions of some Markov processes / Jim Pitman and Marc Yor On the relative lengths of excursions derived from a stable subordinator / Jim Pitman and Marc Yor Some remarks about the joint Law of Brownian motion and its supremum / Marc Yor A characterization of Markov solutions for stochastic differential equations with jumps / Anne Estrade Diffeomorphisms of the circle and the based stochastic loop space / R. Léandre |
Notes | Includes bibliographical references |
Authors | Azéma, J., 1939- Emery, Michel, 1949- Yor, Marc, 1950- *Séminaire de probabilités (31th) |
Subjects | LCSH:Probabilities -- addresses, essays, lectures All Subject Search |
Classification | LCC:QA3.L28 DC:519/.1/08 NDC9:417.1 NDC8:410.8 NDC8:417.1 |
Vol | : pbk ; ISBN:3540626344 |
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Location | Volume | Call No. | Barcode No. | Status | Comments | ISBN | Printed | Reserve | Restriction | Copy | eDDS | |
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Sci. Math. Lib. Foreign Book | : pbk | /SE 52 | 2070402507 |
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3540626344 | 1997 |
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Sci. Math. Lib. Foreign Book |
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/SE 52 | 2091002245 |
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1997 |
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