Séminaire de Probabilités XXXII

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

Part of the Lecture Notes in Mathematics book series (LNM, volume 1686)

Table of contents

  1. Front Matter
    Pages N2-VI
  2. C. Dellacherie, A. Iwanik
    Pages 1-5
  3. C. Stricker, J. A. Yan
    Pages 56-66
  4. Tahir Choulli, Christophe Stricker
    Pages 67-72
  5. Peter Grandits, Leszek Krawczyk
    Pages 73-85
  6. Matthias K. Heck
    Pages 86-107
  7. S. Amghibech
    Pages 128-136
  8. R. Mikulevicius, B. L. Rozovskii
    Pages 137-165
  9. Khaled Bahlali, Brahim Mezerdi, Youssef Ouknine
    Pages 166-187
  10. Marc Arnaudon, Anton Thalmaier
    Pages 188-214
  11. R. A. Doney, J. Warren, M. Yor
    Pages 237-249
  12. David G. Hobson
    Pages 250-263
  13. M. T. Barlow, M. Émery, F. B. Knight, S. Song, M. Yor
    Pages 264-305

About these proceedings

Introduction

All the papers in the volume are original research papers, discussing fundamental properties of stochastic processes. The topics under study (martingales, filtrations, path properties, etc.) represent an important part of the current research performed in 1996-97 by various groups of probabilists in France and abroad.

Keywords

Bessel process Brownian motion Martingale diffusion process filtration local time stochastic process

Bibliographic information

  • DOI https://doi.org/10.1007/BFb0101744
  • Copyright Information Springer-Verlag Berlin Heidelberg 1998
  • Publisher Name Springer, Berlin, Heidelberg
  • eBook Packages Springer Book Archive
  • Print ISBN 978-3-540-64376-0
  • Online ISBN 978-3-540-69762-6
  • Series Print ISSN 0075-8434
  • Series Online ISSN 1617-9692
  • About this book