Séminaire de Probabilités XXVIII

  • Editors
  • Jacques Azéma
  • Marc Yor
  • Paul André Meyer

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

Table of contents

  1. Front Matter
    Pages I-VI
  2. J. Jacod, A. V. Skorohod
    Pages 21-35
  3. Annie Millet, Marta Sanz-Solé
    Pages 36-48
  4. Gladys Bobadilla, Rolando Rebolledo, Eugenio Saavedra
    Pages 113-115
  5. Jean-Pascal Ansel
    Pages 181-188
  6. P. Monat, C. Stricker
    Pages 189-194

About these proceedings

Introduction

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

  • DOI https://doi.org/10.1007/BFb0073829
  • Copyright Information Springer-Verlag Berlin Heidelberg 1994
  • Publisher Name Springer, Berlin, Heidelberg
  • eBook Packages Springer Book Archive
  • Print ISBN 978-3-540-58331-8
  • Online ISBN 978-3-540-48656-5
  • Series Print ISSN 0075-8434
  • Series Online ISSN 1617-9692
  • About this book