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  • Conference proceedings
  • © 1999

Seminaire de Probabilites XXXIII

Editors:

Part of the book series: Lecture Notes in Mathematics (LNM, volume 1709)

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

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Table of contents (26 papers)

  1. Front Matter

    Pages I-VIII
  2. Brownian filtrations are not stable under equivalent time-changes

    • M. Émery, W. Schachermayer
    Pages 267-276
  3. A remark on Tsirelson's stochastic differential equation

    • M. Émery, W. Schachermayer
    Pages 291-303
  4. A short proof of decomposition of strongly reduced martingales

    • Michał Morayne, Krzysztof Tabisz
    Pages 339-341
  5. Some remarks on L∞, H∞ and BMO

    • Peter Grandits
    Pages 342-348
  6. A bipolar theorem for

    • W. Brannath, W. Schachermayer
    Pages 349-354
  7. Barycentre canonique pour un espace métrique à courbure négative

    • Es-Sahib Aziz, Heinich Henri
    Pages 355-370
  8. Dualité du problème des marges et ses applications

    • Nacereddine Belili
    Pages 371-387

Keywords

  • Brownian bridge
  • Brownian filtration
  • Brownian motion
  • Markov chain
  • Martingale
  • Probability theory
  • Stochastic processes
  • Uniform integrability
  • algorithms
  • diffusion
  • filtration
  • local time
  • natural filtration
  • probability
  • stochastic process

Bibliographic Information

  • Book Title: Seminaire de Probabilites XXXIII

  • Editors: Jacques Azéma, Michel Émery, Michel Ledoux, Marc Yor

  • Series Title: Lecture Notes in Mathematics

  • DOI: https://doi.org/10.1007/BFb0096508

  • Publisher: Springer Berlin, Heidelberg

  • eBook Packages: Springer Book Archive

  • Copyright Information: Springer-Verlag Berlin Heidelberg 1999

  • Softcover ISBN: 978-3-540-66342-3Published: 19 October 1999

  • eBook ISBN: 978-3-540-48407-3Published: 14 November 2006

  • Series ISSN: 0075-8434

  • Series E-ISSN: 1617-9692

  • Edition Number: 1

  • Number of Pages: VIII, 418

  • Topics: Probability Theory, Computer Science

Buying options

eBook USD 39.99
Price excludes VAT (Canada)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book USD 54.99
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