Details

Autor(en) / Beteiligte

• Az©♭ma, Jacques[Herausgeber]
• Yor, Marc[Herausgeber]
• Emery, Michel[Herausgeber]

Titel

S©♭minaire de Probabilit©♭s XXXI

Ist Teil von

• Lecture Notes in Mathematics : 1655

Ort / Verlag

Berlin, Heidelberg : Springer Berlin Heidelberg

Erscheinungsjahr

1997

Beschreibungen/Notizen

• Branching processes, the Ray-Knight theorem, and sticky Brownian motion -- Integration by parts and Cameron-Martin formulas for the free path space of a compact Riemannian manifold -- The change of variables formula on Wiener space -- Classification des Semi-Groupes de diffusion sur IR associ©♭s ©� une famille de polyn©þmes orthogonaux -- A differentiable isomorphism between Wiener space and path group -- On martingales which are finite sums of independent random variables with time dependent coefficients -- Oscillation presque s©�re de martingales continues -- A note on Cramer�́�s theorem -- The hypercontractivity of Ornstein-Uhlenbeck semigroups with drift, revisited -- Une preuve standard du principe d�́�invariance de stoll -- Marches al©♭atoires auto-©♭vitantes et mesures de polym©·re -- On the tails of the supremum and the quadratic variation of strictly local martingales -- On Wald�́�s equation. Discrete time case --^
• Remarques sur l�́�hypercontractivit©♭ et l�́�©♭volution de l�́�entropie pour des cha©ʼnes de Markov finies -- Comportement des temps d�́�atteinte d�́�une diffusion fortement rentrante -- Closed sets supporting a continuous divergent martingale -- Some polar sets for the Brownian sheet -- A counter-example concerning a condition of Ogawa integrability -- The multiplicity of stochastic processes -- Theoremes limites pour les temps locaux d�́�un processus stable symetrique -- An It©þ type isometry for loops in Rd via the Brownian bridge -- On continuous conditional Gaussian martingales and stable convergence in law -- Simple examples of non-generating Girsanov processes -- Formule d�́�Ito g©♭n©♭ralis©♭e pour le mouvement brownien lin©♭aire -- On the martingales obtained by an extension due to Saisho, Tanemura and Yor of Pitman�́�s theorem -- Some remarks on Pitman�́�s theorem -- On the lengths of excursions of some Mark
• On the relative lengths of excursions derived from a stable subordinator -- Some remarks about the joint law of Brownian motion and its supremum -- A characterization of Markov solutions for stochastic differential equations with jumps -- Diffeomorphisms of the circle and the based stochastic loop space -- Vitesse de convergence en loi pour des solutions d�́�©♭quations diff©♭rentielles stochastiques vers une diffusion -- Projection d�́�une diffusion r©♭elle sur sa filtration lente
• The 31 papers collected here present original research results obtained in 1995-96, on Brownian motion and, more generally, diffusion processes, martingales, Wiener spaces, polymer measures