Skip to main content
  • Conference proceedings
  • © 1994

Seminaire de Probabilites XXVIII

Part of the book series: Lecture Notes in Mathematics (LNM, volume 1583)

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

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

This is a preview of subscription content, access via your institution.

Table of contents (28 papers)

  1. Front Matter

    Pages I-VI
  2. Jumping filtrations and martingales with finite variation

    • J. Jacod, A. V. Skorohod
    Pages 21-35
  3. A simple proof of the support theorem for diffusion processes

    • Annie Millet, Marta Sanz-Solé
    Pages 36-48
  4. Corrections à: “Sur la convergence d'intégrales anticipatives”

    • Gladys Bobadilla, Rolando Rebolledo, Eugenio Saavedra
    Pages 113-115
  5. Remarques sur le prix des actifs contingents

    • Jean-Pascal Ansel
    Pages 181-188
  6. Fermeture de GT(Θ) et de L2(ℱ0)+GT(Θ)

    • P. Monat, C. Stricker
    Pages 189-194

About this book

In this volume of original research papers, the main topics discussed relate to the asymptotic windings of planar Brownian motion, structure equations, closure properties of stochastic integrals. The contents of the volume represent an important fraction of research undertaken by French probabilists and their collaborators from abroad during the academic year 1992-1993.

Keywords

  • Brownian motion
  • Lévy process
  • Martingale
  • Ornstein-Uhlenbeck process
  • diffusion process
  • filtration
  • linear optimization
  • local time
  • random walk

Bibliographic Information

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