Séminaire de Probabilités XLIV

1. Front Matter

   Pages i-viii

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2. Context Trees, Variable Length Markov Chains and Dynamical Sources

   • Peggy Cénac, Brigitte Chauvin, Frédéric Paccaut, Nicolas Pouyanne

   Pages 1-39

3. Martingale Property of Generalized Stochastic Exponentials

   • Aleksandar Mijatović, Nika Novak, Mikhail Urusov

   Pages 41-59

4. Some Classes of Proper Integrals and Generalized Ornstein–Uhlenbeck Processes

   • Andreas Basse-O’Connor, Svend-Erik Graversen, Jan Pedersen

   Pages 61-74

5. Martingale Representations for Diffusion Processes and Backward Stochastic Differential Equations

   • Zhongmin Qian, Jiangang Ying

   Pages 75-103

6. Quadratic Semimartingale BSDEs Under an Exponential Moments Condition

   • Markus Mocha, Nicholas Westray

   Pages 105-139

7. The Derivative of the Intersection Local Time of Brownian Motion Through Wiener Chaos

   • Greg Markowsky

   Pages 141-148

8. On the Occupation Times of Brownian Excursions and Brownian Loops

   • Hao Wu

   Pages 149-166

9. Discrete Approximations to Solution Flows of Tanaka’s SDE Related to Walsh Brownian Motion

   • Hatem Hajri

   Pages 167-190

10. Spectral Distribution of the Free Unitary Brownian Motion: Another Approach

    • Nizar Demni, Taoufik Hmidi

    Pages 191-206

11. Another Failure in the Analogy Between Gaussian and Semicircle Laws

    • Nathalie Eisenbaum

    Pages 207-213

12. Global Solutions to Rough Differential Equations with Unbounded Vector Fields

    • Antoine Lejay

    Pages 215-246

13. Asymptotic Behavior of Oscillatory Fractional Processes

    • Renaud Marty, Knut Sølna

    Pages 247-269

14. Time Inversion Property for Rotation Invariant Self-similar Diffusion Processes

    • Juha Vuolle-Apiala

    Pages 271-277

15. On Peacocks: A General Introduction to Two Articles

    • Antoine-Marie Bogso, Christophe Profeta, Bernard Roynette

    Pages 279-280

16. Some Examples of Peacocks in a Markovian Set-Up

    • Antoine-Marie Bogso, Christophe Profeta, Bernard Roynette

    Pages 281-315

17. Peacocks Obtained by Normalisation: Strong and Very Strong Peacocks

    • Antoine-Marie Bogso, Christophe Profeta, Bernard Roynette

    Pages 317-374

18. Branching Brownian Motion: Almost Sure Growth Along Scaled Paths

    • Simon C. Harris, Matthew I. Roberts

    Pages 375-399

19. On the Delocalized Phase of the Random Pinning Model

    • Jean-Christophe Mourrat

    Pages 401-407

20. Large Deviations for Gaussian Stationary Processes and Semi-Classical Analysis

    • Bernard Bercu, Jean-François Bony, Vincent Bruneau

    Pages 409-428

As usual, some of the contributions to this 44th Séminaire de Probabilités were presented during the Journées de Probabilités held in Dijon in June 2010. The remainder were spontaneous submissions or were solicited by the editors. The traditional and historical themes of the Séminaire are covered, such as stochastic calculus, local times and excursions, and martingales. Some subjects already touched on in the previous volumes are still here: free probability, rough paths, limit theorems for general processes (here fractional Brownian motion and polymers), and large deviations.
Lastly, this volume explores new topics, including variable length Markov chains and peacocks. We hope that the whole volume is a good sample of the main streams of current research on probability and stochastic processes, in particular those active in France.

• 60-XX, 60JXX, 60J60, 60J10, 60J65, 60J55, 46L54
• asymptotic results on stochastic processes
• free probability
• stochastic processes
• variable length Markov chain

• , Laboratoire de Mathématiques, Université de Versailles-St-Quentin, Versailles, France

  Catherine Donati-Martin

• IECN, Campus scientifique, BP 239, Nancy-Université, INRIA, Vandoeuvre-lès-Nancy, France

  Antoine Lejay

• Laboratoire de Mathématiques, Université de Versailles-St-Quentin, Versailles, France

  Alain Rouault

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