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Séminaire de Probabilités X Université de Strasbourg
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Catalogue Information
Field name
Details
Dewey Class
510
Title
Séminaire de Probabilités X Université de Strasbourg ([EBook] /) / edited by P. A. Meyer.
Added Personal Name
Meyer, P. A.
editor.
Other name(s)
SpringerLink (Online service)
Publication
Berlin, Heidelberg : : Springer Berlin Heidelberg : : Imprint: Springer, , 1976.
Physical Details
593 p. : online resource.
Series
Lecture Notes in Mathematics
0075-8434 ; ; 511
ISBN
9783540381976
Contents note
La methode des semi-mrtingales en filtrage quand l'observation est un processus ponctuel marque -- One-dimensional potential embedding -- Un theoreme de representation des martingales pour les ensembles regeneratifs -- A simple remark on the conditioned square functions for martingale transforms -- Absolute continuity of Markov processes -- Germ-field Markov property for multiparameter processes -- La theorie de la prediction de F. Knight -- Sur la theorie de la prediction, et le probleme de decomposition des tribus F t+ o -- Generation of ?-fields by step processes -- Les inegalites classiques -- L'operateur carré du champ -- Correction aux “Inegalites de LITTLEWOOD-PALET” -- Les inegalites generales -- Semi-groupes de convolution symetriques -- A probabilistic approach to non-linear Dirichlet problem -- Skorokhod stopping times of minimal variance -- On the krickeberg decomposition of continuous martingales -- The Q-matrix problem -- On a stopped Brownian motion formula of H.M. Taylor -- On the uniqueness of solutions of stochastic differential equations with reflecting barrier conditions -- et notations generales -- Chapitre I. Integrales de stieltjes stochastiques -- Chapitre II. Martingales de carré integrable -- Chapitre III: La formule du changement de variables forme préliminaire -- Martingales locales changement de variables, formules exponentielles -- Les espaces H 1 et BMO -- Complements aux chapitres I–V -- Sur certains espaces de martingales localement de carre integrable -- Espaces fortement stables de martingales de carre integrable -- Representation des martingales comme integrales stochastiques des processus optionnels -- Decompositions des martingales locales et formules exponentielles -- Sur les integrales stochastiques optionnelles et une suite remarquable de formules exponentielles -- Sur la decomposition multiplicative des sousmartingales positives -- The Q-matrix problem 2: KOLMOGOROV backward equations -- Separabilite optionnelle, d'apres doob -- Note on pasting of two Markov processes -- A characterization of BMO-martingales -- Demonstration elementaire d'un theoreme de Novikov -- Corrections a des exposes de 1973/74 -- Sur la construction de noyaux boreliens -- Un point de priorite -- Complements aux exposes sur les ensembles analytiques et les temps d'Arret.
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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/BFb0101091
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Subject References:
Mathematics
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Mathematics, general
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Authors:
Meyer, P. A.
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SpringerLink (Online service)
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Series:
Lecture Notes in Mathematics
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Classification:
510
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