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| 008 |
140122 ||| eng |
| 020 |
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|a 9783540683520
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| 100 |
1 |
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|a Azema, Jacques
|e [editor]
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| 245 |
0 |
0 |
|a Seminaire de Probabilites XXXI
|h Elektronische Ressource
|c edited by Jacques Azema, Michel Emery, Marc Yor
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| 250 |
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|a 1st ed. 1997
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| 260 |
|
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|a Berlin, Heidelberg
|b Springer Berlin Heidelberg
|c 1997, 1997
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| 300 |
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|a X, 334 p
|b online resource
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| 505 |
0 |
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|a Remarques sur l’hypercontractivité et l’évolution de l’entropie pour des chaînes 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 Itô 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 généralisée pour le mouvement brownien linéaire -- 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 --
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| 505 |
0 |
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|a 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 associés à une famille de polynômes 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 sûre 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 aléatoires auto-évitantes et mesures de polymère -- On the tails of the supremum and the quadratic variation of strictly local martingales -- On Wald’s equation. Discrete time case --
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| 505 |
0 |
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|a 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’équations différentielles stochastiques vers une diffusion -- Projection d’une diffusion réelle sur sa filtration lente
|
| 653 |
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|a Probability Theory
|
| 653 |
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|a Probabilities
|
| 700 |
1 |
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|a Emery, Michel
|e [editor]
|
| 700 |
1 |
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|a Yor, Marc
|e [editor]
|
| 041 |
0 |
7 |
|a eng
|2 ISO 639-2
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| 989 |
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|b SBA
|a Springer Book Archives -2004
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| 490 |
0 |
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|a Séminaire de Probabilités
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| 028 |
5 |
0 |
|a 10.1007/BFb0119286
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| 856 |
4 |
0 |
|u https://doi.org/10.1007/BFb0119286?nosfx=y
|x Verlag
|3 Volltext
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| 082 |
0 |
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|a 519.2
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| 520 |
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|a 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
|