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Seminaire de Probabilites XXXI

  • Conference proceedings
  • © 1997

Overview

Editors:
  1. Jacques Azéma
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  2. Marc Yor
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  3. Michel Emery
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Part of the book series: Lecture Notes in Mathematics (LNM, volume 1655)

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

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Table of contents (33 papers)

  1. Front Matter

    Pages I-VIII
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  2. Branching processes, the Ray-Knight theorem, and sticky Brownian motion

    • Jonathan Warren
    Pages 1-15

  3. Integration by parts and Cameron-Martin formulas for the free path space of a compact Riemannian manifold

    • R. Léandre, J. R. Norris
    Pages 16-23

  4. The change of variables formula on Wiener space

    • A. S. Üstünel, M. Zakai
    Pages 24-39

  5. Classification des Semi-Groupes de diffusion sur IR associés à une famille de polynômes orthogonaux

    • Olivier Mazet
    Pages 40-53

  6. A differentiable isomorphism between Wiener space and path group

    • Shizan Fang, Jacques Franchi
    Pages 54-61

  7. On martingales which are finite sums of independent random variables with time dependent coefficients

    • Jean Jacod, Víctor Pérez-Abreu
    Pages 62-68

  8. Oscillation presque sûre de martingales continues

    • Jean-Marc Azaïs, Mario Wschebor
    Pages 69-76

  9. A note on Cramer’s theorem

    • Gao Fuqing
    Pages 77-79

  10. The hypercontractivity of Ornstein-Uhlenbeck semigroups with drift, revisited

    • Sheng-Wu He, Jia-Gang Wang
    Pages 80-84

  11. Une preuve standard du principe d’invariance de stoll

    • B. Cadre
    Pages 85-102

  12. Marches aléatoires auto-évitantes et mesures de polymère

    • Jean-François Le Gall
    Pages 103-112

  13. On the tails of the supremum and the quadratic variation of strictly local martingales

    • K. D. Elworthy, X. M. Li, M. Yor
    Pages 113-125

  14. On Wald’s equation. Discrete time case

    • Leonid I. Galtchouk, Alexandre A. Novikov
    Pages 126-135

  15. Remarques sur l’hypercontractivité et l’évolution de l’entropie pour des chaînes de Markov finies

    • Laurent Miclo
    Pages 136-167

  16. Comportement des temps d’atteinte d’une diffusion fortement rentrante

    • Mädälina Deaconu, Sophie Wantz
    Pages 168-175

  17. Closed sets supporting a continuous divergent martingale

    • M. Émery
    Pages 176-189

  18. Some polar sets for the Brownian sheet

    • Davar Khoshnevisan
    Pages 190-197

  19. A counter-example concerning a condition of Ogawa integrability

    • Pietro Majer, Maria Elvira Mancino
    Pages 198-206

  20. The multiplicity of stochastic processes

    • Yukuang Chiu
    Pages 207-215
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Keywords

About this book

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.

Bibliographic Information

  • Book Title: Seminaire de Probabilites XXXI

  • Editors: Jacques Azéma, Marc Yor, Michel Emery

  • Series Title: Lecture Notes in Mathematics

  • DOI: https://doi.org/10.1007/BFb0119286

  • Publisher: Springer Berlin, Heidelberg

  • eBook Packages: Springer Book Archive

  • Copyright Information: Springer-Verlag Berlin Heidelberg 1997

  • Softcover ISBN: 978-3-540-62634-3Published: 14 April 1997

  • eBook ISBN: 978-3-540-68352-0Published: 01 May 2008

  • Series ISSN: 0075-8434

  • Series E-ISSN: 1617-9692

  • Edition Number: 1

  • Number of Pages: X, 334

  • Topics: Probability Theory and Stochastic Processes

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