Seminaire de Probabilites XXIX
Springer Berlin (Verlag)
978-3-540-60219-4 (ISBN)
On quantum extensions of the Azéma martingale semigroup.- An inequality for the predictable projection of an adapted process.- A martingale proof of the Khinchin iterated logarithm Law for Wiener processes.- Intertwining of Markov semi-groups, some examples.- Some remarks on perturbed reflecting Brownian motion.- Onsager-Machlup functionals for solutions of stochastic boundary value problems.- Sur quelques filtrations et transformations browniennes.- Barycentres convexes et approximations des martingales continues dans les variétés.- Équations différentielles stochastiques multivoques.- On the predictable representation property for superprocesses.- Chaoticity on a stochastic interval [0, T].- On the rate of growth of subordinators with slowly varying Laplace exponent.- Une propriété de Markov pour les processus indexés par ?.- Non-linear Wiener-Hopf theory, 1: an appetizer.- From an example of Lévy's.- A horizontal levy process on the bundle of orthonormal frames over a complete Reimannian manifold.- Some Markov properties of stochastic differential equations with jumps.- Chaos multiplicatif: un traitement simple et complet de la fonction de partition.- On the hypercontractivity of Ornstein-Uhlenbeck semigroups with drift.- On the differentiability of functions of an operator.- The gap between the past supremum and the future infimum of a transient bessel process.- The level sets of iterated Brownian motion.- On the Spitzer and Chung laws of the iterated logarithm for Brownian motion.- On the existence of disintegrations.- A counterexample for the Markov property of local time for diffusions on graphs.- Une version sans conditionnement du theoreme d'isomorphisme de Dynkin.- Sur la représentation des F t ? = ?{B s ? , s?t})-martingales.-C-semigroups on Banach spaces and functional inequalities.
| Erscheint lt. Verlag | 18.9.1995 |
|---|---|
| Reihe/Serie | Lecture Notes in Mathematics | Séminaire de Probabilités |
| Zusatzinfo | VI, 334 p. |
| Verlagsort | Berlin |
| Sprache | englisch |
| Maße | 155 x 235 mm |
| Gewicht | 446 g |
| Themenwelt | Mathematik / Informatik ► Mathematik ► Geometrie / Topologie |
| Mathematik / Informatik ► Mathematik ► Wahrscheinlichkeit / Kombinatorik | |
| Schlagworte | adapted process • Bessel process • Brownian motion • Differential Equations • Filtration • Hardcover, Softcover / Mathematik/Wahrscheinlichkeitstheorie, Stochastik, Mathem • local time • manifold • Markov process • Markov Processes • Markov Property • Martingale • Onsager-Machlup function • stichastic calculus • Wahrscheinlichkeitstheorie |
| ISBN-10 | 3-540-60219-4 / 3540602194 |
| ISBN-13 | 978-3-540-60219-4 / 9783540602194 |
| Zustand | Neuware |
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