Office of Academic Resources
Chulalongkorn University
Chulalongkorn University

Home / Help

TitleSรฉminaire de Probabilitรฉs XXX [electronic resource] / edited by Jacques Azรฉma, Marc Yor, Michel Emery
ImprintBerlin, Heidelberg : Springer Berlin Heidelberg, 1996
Connect tohttp://dx.doi.org/10.1007/BFb0094636
Descript VIII, 388 p. online resource

SUMMARY

The volume consists entirely of research papers, principally in stochastic calculus, martingales, and Brownian motion, and gathers an important part of the works done in the main probability groups in France (Paris, Strasbourg, Toulouse, Besanรงon, Grenoble,...) together with closely related works done by some probabilists elsewhere (Switzerland, India, Austria,...)


CONTENT

Remarques sur lโ{128}{153}intรฉgrale de Riemann gรฉnรฉralisรฉe -- Deux applications de la dรฉcomposition de Galtchouk-Kunita-Watanabe -- Comparaison des lois stationnaire et quasi-stationnaire dโ{128}{153}un processus de Markov et application ร  la fiabilitรฉ -- The asymptotic composition of supercritical, multi-type branching populations -- Un lien entre rรฉseaux de neurones et systรจmes de particules: Un modele de rรฉtinotopie -- Cohomologie de Bismut-Nualart-Pardoux et cohomologie de Hochschild entiere -- Un contre-exemple touchant ร  lโ{128}{153}indรฉpendance -- An asymptotic evaluation of heat kernel for short time -- Meyerโ{128}{153}s Topology and Brownian motion in a composite medium -- Continuous Maassen kernels and the inverse oscillator -- Sur le modรจle dโ{128}{153}Heisenberg -- Sur les inรฉgalitรฉs GKS -- How long does it take a transient Bessel process to reach its future infimum? -- Strong and weak order of time discretization schemes of stochastic differential equations -- Projection dโ{128}{153}une diffusion sur sa filtration lente -- Une propriรฉtรฉ des martingales pures -- Une dรฉmonstration รฉlรฉmentaire dโ{128}{153}une identitรฉ de Biane et Yor -- First order calculus and last entrance times -- Minimization of the Kullback information for some Markov processes -- Sur les processus croissants de type injectif -- A characterisation of the closure of H ? in BMO -- On a conjecture of Kazamaki -- Hirschโ{128}{153}s integral test for the iterated Brownian motion -- Rectifications ร  โ{128}{156}Semi-martingales banachiques, le thรฉorรจme des trois opรฉrateursโ{128}{157} (Sรฉminaire XXVIII, L.N.M. 1583, 1994, pages 1โ{128}{147}20)


Mathematics Probabilities Mathematics Probability Theory and Stochastic Processes



Location



Office of Academic Resources, Chulalongkorn University, Phayathai Rd. Pathumwan Bangkok 10330 Thailand

Contact Us

Tel. 0-2218-2929,
0-2218-2927 (Library Service)
0-2218-2903 (Administrative Division)
Fax. 0-2215-3617, 0-2218-2907

Social Network

  line

facebook   instragram