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  • Conference proceedings
  • © 1973

Séminaire de Probabilités VII

Université de Strasbourg 1971/72

Part of the book series: Lecture Notes in Mathematics (LNM, volume 321)

Part of the book sub series: Séminaire de Probabilités (SEMPROBAB)

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Table of contents (33 papers)

  1. Front Matter

  2. A Semi-Markovian Model for the Brownian Motion

    • C. Dellacherie, P. A. Meyer, M. Weil
    Pages VII-VIII
  3. Un crible généralisé

    • C. Dellacherie
    Pages 33-35
  4. Temps d'arrêt totalement inaccessibles

    • C. Dellacherie
    Pages 36-37
  5. Processus de diffusion dans Rn

    • N. Karoui, H. Reinhard
    Pages 95-117
  6. Une note sur les martingales faibles

    • N. Kazamaki
    Pages 118-121
  7. Processus de Galton-Watson

    • E. Khalili-Françon
    Pages 122-135
  8. Le dual de "H" est "BMO" (cas continu)

    • P. A. Meyer
    Pages 136-145
  9. Reduites et jeux de hasard

    • P. A. Meyer, M. Traki
    Pages 155-171

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Bibliographic Information

  • Book Title: Séminaire de Probabilités VII

  • Book Subtitle: Université de Strasbourg 1971/72

  • Editors: C. Dellacherie, P. A. Meyer, M. Weil

  • Series Title: Lecture Notes in Mathematics

  • DOI: https://doi.org/10.1007/BFb0071387

  • Publisher: Springer Berlin, Heidelberg

  • eBook Packages: Springer Book Archive

  • Copyright Information: Springer-Verlag GmbH Germany, part of Springer Nature 1973

  • Softcover ISBN: 978-3-540-06287-5Published: 27 April 1973

  • eBook ISBN: 978-3-540-40023-3Published: 15 November 2006

  • Series ISSN: 0075-8434

  • Series E-ISSN: 1617-9692

  • Edition Number: 1

  • Number of Pages: VIII, 326

  • Topics: Mathematics

Buying options

eBook USD 34.99
Price excludes VAT (Canada)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book USD 46.00
Price excludes VAT (Canada)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Learn about institutional subscriptions