| NCID | BA30226356 |
| タイトル | Séminaire de probabilités XXXI / J. Azéma, M. Emery, M. Yor (eds.) |
| 出版者 | Berlin : Springer , c1997 |
| 形態 | viii, 328 p. : ill. ; 24 cm |
| 別書名 | Séminaire de probabilités trente-et-un
|
| 内容注記 | Branching processes, the Ray-Knight theorem, and sticky Brownian motion / Jonathan Warren
Integration by parts and Cameron-Martin formulas for the free path space of a compact Riemannian manifold / R. Léandre and J.R. Norris
The change of variables formula on Wiener space / A.S. Üstünel and M. Zakai
Classification des Semi-Groupes de diffusion sur IR associés à une famille de polynômes orthogonaux / Olivier Mazet
A differentiable isomorphism between Wiener space and path group / Shizan Fang and Jacques Franchi
On martingales which are finite sums of independent random variables with time dependent coefficients / Jean Jacod and Víctor Pérez-Abreu
Oscillation presque sûre de martingales continues / Jean-Marc Azaïs, Mario Wschebor
A note on Cramer's theorem / Gao Fuqing
The hypercontractivity of Ornstein-Uhlenbeck semigroup with drift, revisited / Sheng-Wu He and Jia-Gang Wang
Une preuve standard du principe d'invariance de stoll / B. Cadre
Marches aléatoires auto-évitantes et mesures de polymère / Jean-François Le Gall
On the tails of the supremum and the quadratic variation of strictly local martingales / K.D. Elworthy, X.M. Li, M. Yor
On Wald's equation : discrete time case / Leonid I. Galtchouk and Alexandre A. Novikov
Remarques sur l'hypercontractivité et l'évolution de l'entropie pour des chaînes de Markov finies / Laurent Miclo
Comportement des temps d'atteinte d'une diffusion fortement rentrante / Mǎdǎlina Deaconu, Sophie Wantz
Closed sets supporting a continuous divergent martingale / by M. Émery
Some polar sets for the Brownian sheet / by Davar Khoshnevisan
A counter-example concerning a condition of Ogawa integrability / Pietro Majer, Maria Elvira Mancino
The multiplicity of stochastic processes / Yukuang Chiu
Theoremes limites pour les temps locaux d'un processus stable symetrique / Nathalie Eisenbaum
An Itô type isometry for loops in R[d] via the Brownian bridge / Pierre Gosselin and Tilmann Wurzbacher
On continuous conditional Gaussian martingales and stable convergence in law / Jean Jacod
Simple examples of non-generating Girsanov processes / J. Feldman and M. Smorodinsky
Formule d'Ito généralisée pour le mouvement brownien linéaire : d'après Föllmer, Protter et Shiryaev / par P.A. Meyer
On the martingales obtained by an extension due to Saisho, Tanemura and Yor of Pitman's theorem / Koichiro Takaoka
Some remarks on Pitman's theorem / Bernhard Rauscher
On the lengths of excursions of some Markov processes / Jim Pitman and Marc Yor
On the relative lengths of excursions derived from a stable subordinator / Jim Pitman and Marc Yor
Some remarks about the joint Law of Brownian motion and its supremum / Marc Yor
A characterization of Markov solutions for stochastic differential equations with jumps / Anne Estrade
Diffeomorphisms of the circle and the based stochastic loop space / R. Léandre
|
| 注記 | Includes bibliographical references |
| シリーズ名 | Lecture notes in mathematics ; 1655[Institut de Mathématiques, Université de Strasbourg]
|
| 分類 | LCC:QA3.L28
DC:519/.1/08
NDC9:417.1
NDC8:410.8
NDC8:417.1 |
| 件名 | LCSH:Probabilities -- addresses,essays,lectures
|
| 著者情報 | Azéma, J., 1939-
Emery, Michel, 1949-
Yor, Marc, 1950-
Séminaire de probabilités
|
| 和洋区分 | 洋 |
| 標題言語 | フランス語 |
| 本文言語 | 英語,フランス語 |
| 出版国 | ドイツ = ドイツ連邦共和国 |
| ISBN | 3540626344(: pbk)
|
| 番号 | LCCN : 67019618 |