
Seminaire de Probabilites XXXI
Springer (Publisher)
Published on 14. April 1997
Book
Paperback/Softback
X, 334 pages
978-3-540-62634-3 (ISBN)
Description
The 31 papers collected here present original research results obtained in 1995-96, on Brownian motion and, more generally, diffusion processes, martingales, Wiener spaces, polymer measures.
More details
Series
Edition
1997 ed.
Language
English
Place of publication
Berlin
Germany
Publishing group
Springer Berlin
Target group
Professional and scholarly
Research
Illustrations
X, 334 p.
Dimensions
Height: 233 mm
Width: 155 mm
Thickness: 19 mm
Weight
518 gr
ISBN-13
978-3-540-62634-3 (9783540626343)
DOI
10.1007/BFb0119286
Schweitzer Classification
Persons
Content
Branching processes, the Ray-Knight theorem, and sticky Brownian motion.- Integration by parts and Cameron-Martin formulas for the free path space of a compact Riemannian manifold.- The change of variables formula on Wiener space.- Classification des Semi-Groupes de diffusion sur IR associés à une famille de polynômes orthogonaux.- A differentiable isomorphism between Wiener space and path group.- On martingales which are finite sums of independent random variables with time dependent coefficients.- Oscillation presque sûre de martingales continues.- A note on Cramer's theorem.- The hypercontractivity of Ornstein-Uhlenbeck semigroups with drift, revisited.- Une preuve standard du principe d'invariance de stoll.- Marches aléatoires auto-évitantes et mesures de polymère.- On the tails of the supremum and the quadratic variation of strictly local martingales.- On Wald's equation. Discrete time case.- Remarques sur l'hypercontractivité et l'évolution de l'entropie pour des chaînes de Markov finies.- Comportement des temps d'atteinte d'une diffusion fortement rentrante.- Closed sets supporting a continuous divergent martingale.- Some polar sets for the Brownian sheet.- A counter-example concerning a condition of Ogawa integrability.- The multiplicity of stochastic processes.- Theoremes limites pour les temps locaux d'un processus stable symetrique.- An Itô type isometry for loops in Rd via the Brownian bridge.- On continuous conditional Gaussian martingales and stable convergence in law.- Simple examples of non-generating Girsanov processes.- Formule d'Ito généralisée pour le mouvement brownien linéaire.- On the martingales obtained by an extension due to Saisho, Tanemura and Yor of Pitman's theorem.- Some remarks on Pitman's theorem.-On the lengths of excursions of some Markov processes.- On the relative lengths of excursions derived from a stable subordinator.- Some remarks about the joint law of Brownian motion and its supremum.- A characterization of Markov solutions for stochastic differential equations with jumps.- Diffeomorphisms of the circle and the based stochastic loop space.- Vitesse de convergence en loi pour des solutions d'équations différentielles stochastiques vers une diffusion.- Projection d'une diffusion réelle sur sa filtration lente.