Book Volume 2137 2015

In Memoriam Marc Yor - Séminaire de Probabilités XLVII

Editors:

ISBN: 978-3-319-18584-2 (Print) 978-3-319-18585-9 (Online)

Table of contents (26 chapters)

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  1. Front Matter

    Pages i-l

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    Chapter

    Pages 1-15

    Integral Representations of Certain Measures in the One-Dimensional Diffusions Excursion Theory

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    Chapter

    Pages 17-35

    Sticky Particles and Stochastic Flows

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    Chapter

    Pages 37-47

    Infinitesimal Invariance for the Coupled KPZ Equations

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    Chapter

    Pages 49-88

    Patterns in Random Walks and Brownian Motion

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    Chapter

    Pages 89-105

    Bessel Processes, the Brownian Snake and Super-Brownian Motion

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    Chapter

    Pages 107-126

    On Inversions and Doob h-Transforms of Linear Diffusions

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    Chapter

    Pages 127-156

    On h-Transforms of One-Dimensional Diffusions Stopped upon Hitting Zero

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    Chapter

    Pages 157-185

    h-Transforms and Orthogonal Polynomials

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    Chapter

    Pages 187-218

    On an Optional Semimartingale Decomposition and the Existence of a Deflator in an Enlarged Filtration

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    Chapter

    Pages 219-225

    Martingale Marginals Do Not Always Determine Convergence

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    Chapter

    Pages 227-247

    Martingale Inequalities for the Maximum via Pathwise Arguments

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    Chapter

    Pages 249-262

    Polynomials Associated with Finite Markov Chains

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    Chapter

    Pages 263-297

    On σ-Finite Measures Related to the Martin Boundary of Recurrent Markov Chains

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    Chapter

    Pages 299-320

    Loop Measures Without Transition Probabilities

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    Chapter

    Pages 321-338

    The Joint Law of the Extrema, Final Value and Signature of a Stopped Random Walk

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    Chapter

    Pages 339-367

    Convergence Towards Linear Combinations of Chi-Squared Random Variables: A Malliavin-Based Approach

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    Chapter

    Pages 369-425

    Mod-Gaussian Convergence and Its Applications for Models of Statistical Mechanics

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    Chapter

    Pages 427-441

    On Sharp Large Deviations for the Bridge of a General Diffusion

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    Chapter

    Pages 443-466

    Large Deviations for Clocks of Self-similar Processes

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    Chapter

    Pages 467-496

    Stochastic Bäcklund Transformations

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