Shortcuts
Please wait while page loads.
SISSA Library . Default .
PageMenu- Main Menu-
Page content

Catalogue Display

Séminaire de Probabilités XXXI

Séminaire de Probabilités XXXI
British LibraryResolver for RSN-44155
Google ScholarResolver for RSN-44155
WorldCat Resolver for RSN-44155
Catalogo Nazionale SBNResolver for RSN-44155
GoogleBooksResolver for RSN-44155
ICTP LibraryResolver for RSN-44155
.
Share Link
Catalogue Information
Field name Details
Dewey Class 519.2
Title Séminaire de Probabilités XXXI ([EBook] /) / edited by Jacques Azéma, Marc Yor, Michel Emery.
Added Personal Name Azéma, Jacques editor.
Yor, Marc editor.
Émery, Michel editor.
Other name(s) SpringerLink (Online service)
Publication Berlin, Heidelberg : : Springer Berlin Heidelberg : : Imprint: Springer, , 1997.
Physical Details X, 334 p. : online resource.
Series Lecture Notes in Mathematics 0075-8434 ; ; 1655
ISBN 9783540683520
Summary Note 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.:
Contents note 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 -- 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 -- 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.
System details note Online access to this digital book is restricted to subscription institutions through IP address (only for SISSA internal users)
Internet Site http://dx.doi.org/10.1007/BFb0119286
Links to Related Works
Subject References:
Authors:
Corporate Authors:
Series:
Classification:
.
ISBD Display Catalogue Record 44155
.
Tag Display Catalogue Record 44155
.
Related Works Catalogue Record 44155
.
Marc XML Catalogue Record 44155
.
Add Title to Basket Catalogue Record 44155
.
Catalogue Information 44155 Beginning of record . Catalogue Information 44155 Top of page .
Download Title Catalogue Record 44155

Reviews


This item has not been rated.    Add a Review and/or Rating44155
Quick Search