Seminaire de Probabilites XXXI by Jacques Azema
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.
Seminaire de Probabilites XXXI
Seminaire de Probabilites XXXI
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.
Seminaire de Probabilites XXXI Summary
Table of Contents
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 associes a une famille de polynomes 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 sure 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 aleatoires auto-evitantes et mesures de polymere.- On the tails of the supremum and the quadratic variation of strictly local martingales.- On Wald's equation. Discrete time case.- Remarques sur l'hypercontractivite et l'evolution de l'entropie pour des chaines 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 Ito 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 generalisee pour le mouvement brownien lineaire.- 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'equations differentielles stochastiques vers une diffusion.- Projection d'une diffusion reelle sur sa filtration lente.
Additional information
NLS9783540626343
9783540626343
3540626344
Seminaire de Probabilites XXXI by Jacques Azema
New
Paperback
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
1997-04-14
334
N/A
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