Skip to main content
  • Conference proceedings
  • © 1995

Seminaire de Probabilites XXIX

Editors:

Part of the book series: Lecture Notes in Mathematics (LNM, volume 1613)

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

Buying options

eBook USD 44.99
Price excludes VAT (USA)
  • ISBN: 978-3-540-44744-3
  • 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 59.00
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. On quantum extensions of the Azéma martingale semigroup

    • A. M. Chebotarev, F. Fagnola
    Pages 1-16
  3. Onsager-Machlup functionals for solutions of stochastic boundary value problems

    • Mireille Chaleyat-Maurel, David Nualart
    Pages 44-55
  4. Sur quelques filtrations et transformations browniennes

    • S. Attal, K. Burdzy, M. Émery, Y. Hu
    Pages 56-69
  5. Chaoticity on a stochastic interval [0, T]

    • A. Dermoune
    Pages 117-124
  6. On the rate of growth of subordinators with slowly varying Laplace exponent

    • Jean Bertoin, Ma.-Emilia Caballero
    Pages 125-132
  7. Non-linear Wiener-Hopf theory, 1: an appetizer

    • David Williams
    Pages 155-161
  8. From an example of Lévy’s

    • Yukuang Chiu
    Pages 162-165

About this book

All the papers included in this volume are original research papers. They represent an important part of the work of French probabilists and colleagues with whom they are in close contact throughout the world. The main topics of the papers are martingale and Markov processes studies.

Keywords

  • Bessel process
  • Brownian motion
  • Markov process
  • Markov processes
  • Markov property
  • Martingale
  • Onsager-Machlup function
  • adapted process
  • differential equations
  • filtration
  • local time
  • manifold
  • stichastic calculus

Bibliographic Information

  • Book Title: Seminaire de Probabilites XXIX

  • Editors: Jacques Azéma, Michel Emery, Paul André Meyer, Marc Yor

  • Series Title: Lecture Notes in Mathematics

  • DOI: https://doi.org/10.1007/BFb0094193

  • Publisher: Springer Berlin, Heidelberg

  • eBook Packages: Springer Book Archive

  • Copyright Information: Springer-Verlag GmbH Germany, part of Springer Nature 1995

  • Softcover ISBN: 978-3-540-60219-4Published: 18 September 1995

  • eBook ISBN: 978-3-540-44744-3Published: 14 November 2006

  • Series ISSN: 0075-8434

  • Series E-ISSN: 1617-9692

  • Edition Number: 1

  • Number of Pages: VI, 334

  • Topics: Probability Theory, Differential Geometry

Buying options

eBook USD 44.99
Price excludes VAT (USA)
  • ISBN: 978-3-540-44744-3
  • 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 59.00
Price excludes VAT (USA)