1 Table of Contents: “...Prerequisites -- Local times of continuous semimartingales -- Excursion theory for Brownian paths...”

2 Subjects: “...Probability Theory and Stochastic Processes...”

3 Table of Contents: “...?) et theoreme de Girsanov -- Grossissement de filtration et processus d'Ornstein-Uhlenbeck generalise...”

4 Table of Contents: “... of Certain Lévy Processes Stochastics and Stochastic Rep. 47 (1994), 71–101 (with P. Carmona and F. Petit...”

5 Table of Contents: “... Method -- The Sato Process Method -- The Stochastic Differential Equation Method -- The Skorokhod...”

6 Table of Contents: “...Preface to the Second Edition -- Preface to the First Edition -- 1. Measure theory and probability...”

7 Table of Contents: “... sousmartingale par une martingale -- Closedness of some spaces of stochastic integrals -- Homogeneous diffusions...”

8 Table of Contents: “...Processus de Lévy: R.A. Doney: Tanaka's construction for random walks and Lévy processes -- R.A...”

9 Table of Contents: “...Stochastic calculus and the continuity of local times of Lévy processes -- Large deviations...”

10 Table of Contents: “...: Application de la théorie des excursions à l'intégrale du mouvement Brownien -- T. Mountford: Brownian sheet...”

11 Table of Contents: “... of Ogawa integrability -- The multiplicity of stochastic processes -- Theoremes limites pour les temps...”

12 Table of Contents: “... -- Some remarks on the theory of stochastic integration -- Sur la méthode de L. Schwartz pour les é.d.s...”

13 Table of Contents: “...0. Preliminaries -- I. Introduction -- II. Martingales -- III. Markov Processes -- IV. Stochastic...”

14 Table of Contents: “... construction of stable processes -- 10.3 Distributions of principal values of Brownian local times, taken...”

15 Table of Contents: “... -- Minimization of the Kullback information for some Markov processes -- Sur les processus croissants de type...”

16 Table of Contents: “... excursions from extremes -- Controle de processus de Markov -- Pathwise approximations of processes based...”

17 Table of Contents: “... Doob -- Théorie des Processus de Production -- Modèles simples de la théorie du poteniel non linéaire...”

18 Table of Contents: “... processes and Ray-Knight theorems for Brownian local times -- An explanation and some extensions...”

19 Table of Contents: “... processes -- Sur les fermes aleatoires -- The gauge and conditional gauge theorem -- Sur l'arrêt optimal de...”

20 Table of Contents: “... additional remarks on fock space stochastic calculus -- Sur la construction de certaines diffusions -- Sur la...”