Seminaire de Probabilites XXXIV

1. Front Matter

   Pages N2-VI

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2. Branching and interacting particle systems approximations of feynman-kac formulae with applications to non-linear filtering

   • P. Del Moral, L. Miclo

   Pages 1-145

3. Exponential inequalities for bessel processes

   • Nathalie Eisenbaum

   Pages 146-150

4. On sums of iid random variables indexed by N parameters

   • D. Khoshnevisan

   Pages 151-156

5. Series of iterated quantum stochastic integrals

   • Stéphane Attal, Robin L. Hudson

   Pages 157-170

6. p-variation for families of local times on lines

   • Jay Rosen, Haya Kaspi

   Pages 171-184

7. Large deviations for some poisson random integrals

   • Zbigniew J. Jurek, Liming Wu

   Pages 185-197

8. Formes de Dirichlet sur un Espace de Wiener-Poisson. Application au grossissement de filtration

   • Laurent Denis, Axel Grorud, Monique Pontier

   Pages 198-217

9. Saturations of gambling houses

   • A. Maitra, W. Sudderth

   Pages 218-238

10. Convergence of a ‘gibbs-boltzmann’ random measure for a typed branching diffusion

    • Simon C. Harris

    Pages 239-256

11. Time dependent subordination and markov processes with jumps

    • Masao Nagasawa, Hiroshi Tanaka

    Pages 257-288

12. Marked excursions and random trees

    • David G. Hobson

    Pages 289-301

13. Laws of the iterated logarithm for the Brownian snake

    • Laurent Serlet

    Pages 302-312

14. On the Onsager-Machlup functional for elliptic diffusion processes

    • Mireille Capitaine

    Pages 313-328

15. A unified approach to several inequalities for gaussian and diffusion measures

    • Yaozhong Hu

    Pages 329-335

16. Trous spectraux pour certains algorithmes de Métropolis sur ℝ

    • Laurent Miclo, Cyril Roberto

    Pages 336-352

17. Comportement asymptotique des fonctions harmoniques sur les arbres

    • Frédéric Mouton

    Pages 353-373

18. Asymptotic estimates for the first hitting time of fluctuating additive functionals of Brownian motion

    • Y. Isozaki, S. Kotani

    Pages 374-387

19. Monotonicity property for a class of semilinear partial differential equations

    • Siva Athreya

    Pages 388-392

20. Fast sets and points for fractional Brownian motion

    • Davar Khoshnevisan, Zhan Shi

    Pages 393-416

This volume contains 19 contributions to various subjects in the theory of (commutative and non-commutative) stochastic processes. It also provides a 145-page graduate course on branching and interacting particle systems, with applications to non-linear filtering, by P. del Moral and L. Miclo.

• Bessel process
• Brownian motion
• Feynman-Kac formula
• Markov process
• Martingale
• Random variable
• Stochastic processes
• Variance
• diffusion process
• filtration
• hitting time
• interacting particle system
• local time
• random measure
• stochastic process

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