Skip to main content
  • Conference proceedings
  • © 1993

Seminaire de Probabilites XXVII

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

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

Buying options

eBook USD 39.99
Price excludes VAT (USA)
  • ISBN: 978-3-540-48034-1
  • Instant PDF download
  • Readable on all devices
  • Own it forever
  • Exclusive offer for individuals only
  • Tax calculation will be finalised during checkout
Softcover Book USD 52.00
Price excludes VAT (USA)

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

Table of contents (28 papers)

  1. Front Matter

    Pages I-VI
  2. Espaces de Lebesgue

    • Thierry de la Rue
    Pages 15-21
  3. Unicité et existence de la loi minimale

    • J. P. Ansel, C. Stricker
    Pages 22-29
  4. Décomposition de Kunita-Watanabe

    • J. P. Ansel, C. Stricker
    Pages 30-32
  5. Some remarks on mutual windings

    • Frank Knight
    Pages 36-43
  6. Sufficient statistics for the Brownian sheet

    • Oliver Brockhaus
    Pages 44-52
  7. Moyennes mobiles et semimartingales

    • T. Jeulin, M. Yor
    Pages 53-77
  8. Le théorème d'arrêt en une fin d'ensemble prévisible

    • J. Azéma, T. Jeulin, F. Knight, M. Yor
    Pages 133-158
  9. Some remarks on A(t, B t)

    • John B. Walsh
    Pages 173-176

About this book

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

Buying options

eBook USD 39.99
Price excludes VAT (USA)
  • ISBN: 978-3-540-48034-1
  • Instant PDF download
  • Readable on all devices
  • Own it forever
  • Exclusive offer for individuals only
  • Tax calculation will be finalised during checkout
Softcover Book USD 52.00
Price excludes VAT (USA)