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TitleSรฉminaire de Probabilitรฉs XXXI [electronic resource] / edited by Jacques Azรฉma, Marc Yor, Michel Emery
ImprintBerlin, Heidelberg : Springer Berlin Heidelberg, 1997
Connect tohttp://dx.doi.org/10.1007/BFb0119286
Descript X, 334 p. online resource

SUMMARY

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


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 associรฉs ร  une famille de polynรดmes 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 sรปre de martingales continues -- A note on Cramerโ{128}{153}s theorem -- The hypercontractivity of Ornstein-Uhlenbeck semigroups with drift, revisited -- Une preuve standard du principe dโ{128}{153}invariance de stoll -- Marches alรฉatoires auto-รฉvitantes et mesures de polymรจre -- On the tails of the supremum and the quadratic variation of strictly local martingales -- On Waldโ{128}{153}s equation. Discrete time case -- Remarques sur lโ{128}{153}hypercontractivitรฉ et lโ{128}{153}รฉvolution de lโ{128}{153}entropie pour des chaรฎnes de Markov finies -- Comportement des temps dโ{128}{153}atteinte dโ{128}{153}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 dโ{128}{153}un processus stable symetrique -- An Itรด 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 dโ{128}{153}Ito gรฉnรฉralisรฉe pour le mouvement brownien linรฉaire -- On the martingales obtained by an extension due to Saisho, Tanemura and Yor of Pitmanโ{128}{153}s theorem -- Some remarks on Pitmanโ{128}{153}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 dโ{128}{153}รฉquations diffรฉrentielles stochastiques vers une diffusion -- Projection dโ{128}{153}une diffusion rรฉelle sur sa filtration lente


Mathematics Probabilities Mathematics Probability Theory and Stochastic Processes



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