Séminaire de Probabilités XLIV

Editors:

ISBN: 978-3-642-27460-2 (Print) 978-3-642-27461-9 (Online)

Table of contents (20 chapters)

  1. Front Matter

    Pages i-viii

  2. No Access

    Book Chapter

    Pages 1-39

    Context Trees, Variable Length Markov Chains and Dynamical Sources

  3. No Access

    Book Chapter

    Pages 41-59

    Martingale Property of Generalized Stochastic Exponentials

  4. No Access

    Book Chapter

    Pages 61-74

    Some Classes of Proper Integrals and Generalized Ornstein–Uhlenbeck Processes

  5. No Access

    Book Chapter

    Pages 75-103

    Martingale Representations for Diffusion Processes and Backward Stochastic Differential Equations

  6. No Access

    Book Chapter

    Pages 105-139

    Quadratic Semimartingale BSDEs Under an Exponential Moments Condition

  7. No Access

    Book Chapter

    Pages 141-148

    The Derivative of the Intersection Local Time of Brownian Motion Through Wiener Chaos

  8. No Access

    Book Chapter

    Pages 149-166

    On the Occupation Times of Brownian Excursions and Brownian Loops

  9. No Access

    Book Chapter

    Pages 167-190

    Discrete Approximations to Solution Flows of Tanaka’s SDE Related to Walsh Brownian Motion

  10. No Access

    Book Chapter

    Pages 191-206

    Spectral Distribution of the Free Unitary Brownian Motion: Another Approach

  11. No Access

    Book Chapter

    Pages 207-213

    Another Failure in the Analogy Between Gaussian and Semicircle Laws

  12. No Access

    Book Chapter

    Pages 215-246

    Global Solutions to Rough Differential Equations with Unbounded Vector Fields

  13. No Access

    Book Chapter

    Pages 247-269

    Asymptotic Behavior of Oscillatory Fractional Processes

  14. No Access

    Book Chapter

    Pages 271-277

    Time Inversion Property for Rotation Invariant Self-similar Diffusion Processes

  15. No Access

    Book Chapter

    Pages 279-280

    On Peacocks: A General Introduction to Two Articles

  16. No Access

    Book Chapter

    Pages 281-315

    Some Examples of Peacocks in a Markovian Set-Up

  17. No Access

    Book Chapter

    Pages 317-374

    Peacocks Obtained by Normalisation: Strong and Very Strong Peacocks

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    Book Chapter

    Pages 375-399

    Branching Brownian Motion: Almost Sure Growth Along Scaled Paths

  19. No Access

    Book Chapter

    Pages 401-407

    On the Delocalized Phase of the Random Pinning Model

  20. No Access

    Book Chapter

    Pages 409-428

    Large Deviations for Gaussian Stationary Processes and Semi-Classical Analysis

  21. No Access

    Book Chapter

    Pages 429-465

    Girsanov Theory Under a Finite Entropy Condition

  22. Back Matter

    Pages 467-469