Name: Seminaire de Probabilites XXVIII By Jacques Azema
SKU: 9783540583318
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Seminaire de Probabilites XXVIII Summary

Seminaire de Probabilites XXVIII by Jacques Azema

In this volume of original research papers, the main topics discussed relate to the asymptotic windings of planar Brownian motion, structure equations, closure properties of stochastic integrals. The contents of the volume represent an important fraction of research undertaken by French probabilists and their collaborators from abroad during the academic year 1992-1993.

Semi-martingales banachiques: Le theoreme des trois operateurs.- Jumping filtrations and martingales with finite variation.- A simple proof of the support theorem for diffusion processes.- Petites perturbations de systemes dynamiques et Algebres de Lie Nilpotentes. Une extension des estimations de Doss & Stroock.- Orthogonalite et uniforme integrabilite de martingales Etude d'une classe d'exemples.- Remarques sur les inegalites de Burkholder-Davis-Gundy.- Sur une transformation du mouvement brownien due a Jeulin et Yor.- Exact rates of convergence to the local times of symmetric levy processes.- Deux contre-exemples sur la convergence d'integrales anticipatives.- Corrections a: Sur la convergence d'integrales anticipatives.- On conditioning random walks in an exponential family to stay nonnegative.- Liminf behaviours of the windings and Levy's stochastic areas of planar Brownian motion.- Asymptotic windings of planar Brownian motion revisited via the Ornstein-Uhlenbeck process.- Rate of explosion of the Amperean area of the planar Brownian loop.- Comportement asymptotique du nombre de tours effectues par la trajectoire brownienne plane.- Exponential moments for the renormalized self-intersection local time of planar brownian motion.- Remarques sur le prix des actifs contingents.- Fermeture de GT(?) et de L2(?0)+GT(?).- Sur l'utilisation de processus de markov dans le modele d'ising: attractivite et couplage.- Sur l'equation de structure d[X,X]t=dt?X t? + dXt.- Equations de structure pour des martingales vectorielles.- Vitesse de convergence en loi pour des solutions d'equations differentielles stochastiques vers une diffusion.- Grandes deviations de Freidlin-Wentzell en norme hoelderienne / Freidlin-Wentzell large deviations in hoelder norm.- Esperances conditionnelles et C-martingales dans les varietes.- A remark on stochastic integration.- Some operator inequalities.- Quelques cas de representation chaotique.- Erratum to some remarks on mutual windings.

Additional information

Sku

NLS9783540583318

ISBN 13

9783540583318

ISBN 10

3540583319

Title

Seminaire de Probabilites XXVIII by Jacques Azema

Author

Jacques Azema

Series

Seminaire de Probabilites

Condition

New

Binding type

Paperback

Publisher

Springer-Verlag Berlin and Heidelberg GmbH & Co. KG

Year published

1994-08-26

Number of pages

338

Prizes

N/A

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Seminaire de Probabilites XXVIII Jacques Azema

Seminaire de Probabilites XXVIII by Jacques Azema

Summary

Seminaire de Probabilites XXVIII Summary

Seminaire de Probabilites XXVIII by Jacques Azema

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