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Séminaire de probabilités XXXI
- フォーマット:
- 図書
- 責任表示:
- J. Azéma, M. Emery, M. Yor (eds.)
- 言語:
- 英語; フランス語
- 出版情報:
- Berlin : Springer, c1997
- 形態:
- viii, 328 p. : ill. ; 24 cm
- 著者名:
- シリーズ名:
- Lecture notes in mathematics ; 1655 . Institut de Mathématiques, Université de Strasbourg / adviser, J.-L. Loday <BA00146586>
- 目次情報:
-
Branching processes, the Ray-Knight theorem, and sticky Brownian motion Jonathan Warren Integration by parts and Cameron-Martin formulas for the free path space of a compact Riemannian manifold R. Léandre and J.R. Norris The change of variables formula on Wiener space A.S. Üstünel and M. Zakai Classification des Semi-Groupes de diffusion sur IR associés à une famille de polynômes orthogonaux Olivier Mazet A differentiable isomorphism between Wiener space and path group Shizan Fang and Jacques Franchi On martingales which are finite sums of independent random variables with time dependent coefficients Jean Jacod and Víctor Pérez-Abreu Oscillation presque sûre de martingales continues Jean-Marc Azaïs, Mario Wschebor A note on Cramer's theorem Gao Fuqing The hypercontractivity of Ornstein-Uhlenbeck semigroup with drift, revisited Sheng-Wu He and Jia-Gang Wang Une preuve standard du principe d'invariance de stoll B. Cadre Marches aléatoires auto-évitantes et mesures de polymère Jean-François Le Gall On the tails of the supremum and the quadratic variation of strictly local martingales K.D. Elworthy, X.M. Li, M. Yor On Wald's equation : discrete time case Leonid I. Galtchouk and Alexandre A. Novikov Remarques sur l'hypercontractivité et l'évolution de l'entropie pour des chaînes de Markov finies Laurent Miclo Comportement des temps d'atteinte d'une diffusion fortement rentrante Mǎdǎlina Deaconu, Sophie Wantz Closed sets supporting a continuous divergent martingale by M. Émery Some polar sets for the Brownian sheet by Davar Khoshnevisan A counter-example concerning a condition of Ogawa integrability Pietro Majer, Maria Elvira Mancino The multiplicity of stochastic processes Yukuang Chiu Theoremes limites pour les temps locaux d'un processus stable symetrique Nathalie Eisenbaum An Itô type isometry for loops in R[d] via the Brownian bridge Pierre Gosselin and Tilmann Wurzbacher On continuous conditional Gaussian martingales and stable convergence in law Jean Jacod Simple examples of non-generating Girsanov processes J. Feldman and M. Smorodinsky Formule d'Ito généralisée pour le mouvement brownien linéaire : d'après Föllmer, Protter et Shiryaev par P.A. Meyer On the martingales obtained by an extension due to Saisho, Tanemura and Yor of Pitman's theorem Koichiro Takaoka Some remarks on Pitman's theorem Bernhard Rauscher On the lengths of excursions of some Markov processes Jim Pitman and Marc Yor On the relative lengths of excursions derived from a stable subordinator Jim Pitman and Marc Yor Some remarks about the joint Law of Brownian motion and its supremum Marc Yor A characterization of Markov solutions for stochastic differential equations with jumps Anne Estrade Diffeomorphisms of the circle and the based stochastic loop space R. Léandre Branching processes, the Ray-Knight theorem, and sticky Brownian motion Jonathan Warren Integration by parts and Cameron-Martin formulas for the free path space of a compact Riemannian manifold R. Léandre and J.R. Norris The change of variables formula on Wiener space A.S. Üstünel and M. Zakai Classification des Semi-Groupes de diffusion sur IR associés à une famille de polynômes orthogonaux Olivier Mazet A differentiable isomorphism between Wiener space and path group Shizan Fang and Jacques Franchi On martingales which are finite sums of independent random variables with time dependent coefficients Jean Jacod and Víctor Pérez-Abreu - 書誌ID:
- BA30226356
- ISBN:
- 9783540626343 [3540626344] (: pbk)
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