Séminaire de Probabilités XXVII

  • Authors
  • Jacques Azéma
  • Marc Yor
  • Paul André Meyer
Conference proceedings

Part of the Lecture Notes in Mathematics book series (LNM, volume 1557)

Table of contents

  1. Front Matter
    Pages I-VI
  2. Thierry de la Rue
    Pages 15-21
  3. J. P. Ansel, C. Stricker
    Pages 22-29
  4. J. P. Ansel, C. Stricker
    Pages 30-32
  5. Frank Knight
    Pages 36-43
  6. Oliver Brockhaus
    Pages 44-52
  7. T. Jeulin, M. Yor
    Pages 53-77
  8. J. Azéma, T. Jeulin, F. Knight, M. Yor
    Pages 133-158
  9. John B. Walsh
    Pages 173-176

About these proceedings

Introduction

This volume represents a part of the main result obtained by a group of French probabilists, together with the contributions of a number of colleagues, mainly from the USA and Japan. All the papers present new results obtained during the academic year 1991-1992. The main themes of the papers are: quantum probability (P.A. Meyer and S. Attal), stochastic calculus (M. Nagasawa, J.B. Walsh, F. Knight, to name a few authors), fine properties of Brownian motion (Bertoin, Burdzy, Mountford), stochastic differential geometry (Arnaudon, Elworthy), quasi-sure analysis (Lescot, Song, Hirsch). Taken all together, the papers contained in this volume reflect the main directions of the most up-to-date research in probability theory. FROM THE CONTENTS: J.P. Ansal, C. Stricker: Unicite et existence de la loi minimale.- K. Kawazu, H. Tanaka: On the maximum of a diffusion process in a drifted Brownian environment.- P.A. Meyer: Representation de martingales d'operateurs, d'apres Parthasarathy-Sinha.- K. Burdzy: Excursion laws and exceptional points on Brownian paths.- X. Fernique: Convergence en loi de variables aleatoires et de fonctions aleatoires, proprietes de compacite des lois, II.- M. Nagasawa: Principle ofsuperposition and interference of diffusion processes.- F. Knight: Some remarks on mutual windings.- S. Song: Inegalites relatives aux processus d'Ornstein-Ulhenbeck a n-parametres et capacite gaussienne c (n,2).- S. Attal, P.A. Meyer: Interpretation probabiliste et extension des integrales stochastiques non commutatives.- J. Azema, Th. Jeulin, F. Knight,M. Yor: Le theoreme d'arret en une fin d'ensemble previsible.

Keywords

Brownian motion Martingale Probability theory Semimartingale diffusion process quantum probability stochastic calculus

Bibliographic information

  • DOI https://doi.org/10.1007/BFb0087956
  • Copyright Information Springer-Verlag Berlin Heidelberg 1993
  • Publisher Name Springer, Berlin, Heidelberg
  • eBook Packages Springer Book Archive
  • Print ISBN 978-3-540-57282-4
  • Online ISBN 978-3-540-48034-1
  • Series Print ISSN 0075-8434
  • Series Online ISSN 1617-9692
  • About this book