Séminaire de Probabilités XLVIII

1. Front Matter

   Pages i-viii

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2. Root to Kellerer

   • Mathias Beiglböck, Martin Huesmann, Florian Stebegg

   Pages 1-12

3. Peacocks Parametrised by a Partially Ordered Set

   • Nicolas Juillet

   Pages 13-32

4. Convex Order for Path-Dependent Derivatives: A Dynamic Programming Approach

   • Gilles Pagès

   Pages 33-96

5. Stability Problem for One-Dimensional Stochastic Differential Equations with Discontinuous Drift

   • Dai Taguchi

   Pages 97-121

6. The Maximum of the Local Time of a Diffusion Process in a Drifted Brownian Potential

   • Alexis Devulder

   Pages 123-177

7. A Link Between Bougerol’s Identity and a Formula Due to Donati-Martin, Matsumoto and Yor

   • Mátyás Barczy, Peter Kern

   Pages 179-188

8. Large Deviation Principle for Bridges of Sub-Riemannian Diffusion Processes

   • Ismaël Bailleul

   Pages 189-198

9. Dévissage of a Poisson Boundary Under Equivariance and Regularity Conditions

   • Jürgen Angst, Camille Tardif

   Pages 199-229

10. Weitzenböck and Clark-Ocone Decompositions for Differential Forms on the Space of Normal Martingales

    • Nicolas Privault

    Pages 231-265

11. On the Range of Exponential Functionals of Lévy Processes

    • Anita Behme, Alexander Lindner, Makoto Maejima

    Pages 267-303

12. t-Martin Boundary of Killed Random Walks in the Quadrant

    • Cédric Lecouvey, Kilian Raschel

    Pages 305-323

13. On the Harmonic Measure of Stable Processes

    • Christophe Profeta, Thomas Simon

    Pages 325-345

14. On High Moments of Strongly Diluted Large Wigner Random Matrices

    • Oleskiy Khorunzhiy

    Pages 347-399

15. Dyson Processes on the Octonion Algebra

    • Songzi Li

    Pages 401-421

16. Necessary and Sufficient Conditions for the Existence of α-Determinantal Processes

    • Franck Maunoury

    Pages 423-444

17. Filtrations of the Erased-Word Processes

    • Stéphane Laurent

    Pages 445-458

18. Projections, Pseudo-Stopping Times and the Immersion Property

    • Anna Aksamit, Libo Li

    Pages 459-467

19. Stationary Random Fields on the Unitary Dual of a Compact Group

    • David Applebaum

    Pages 469-480

20. On the Spatial Markov Property of Soups of Unoriented and Oriented Loops

    • Wendelin Werner

    Pages 481-503

In addition to its further exploration of the subject of peacocks, introduced in recent Séminaires de Probabilités, this volume continues the series’ focus on current research themes in traditional topics such as stochastic calculus, filtrations and random matrices. Also included are some particularly interesting articles involving harmonic measures, random fields and loop soups. The featured contributors are Mathias Beiglböck, Martin Huesmann and Florian Stebegg, Nicolas Juillet,  Gilles Pags, Dai Taguchi, Alexis Devulder,  Mátyás Barczy and Peter Kern,  I. Bailleul, Jürgen Angst and Camille Tardif,  Nicolas Privault, Anita Behme, Alexander Lindner and Makoto Maejima, Cédric Lecouvey and Kilian Raschel, Christophe Profeta and Thomas Simon, O. Khorunzhiy and Songzi Li, Franck Maunoury,  Stéphane Laurent,  Anna Aksamit and Libo Li, David Applebaum, and Wendelin Werner.

• 60G, 60J, 60K
• Peacocks
• Diffusion
• Theory of filtration
• Random matrices
• Random fields

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

  Catherine Donati-Martin

• Campus scientifique, IECL, Vandoeuvre-les-Nancy CEDEX, France

  Antoine Lejay

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

  Alain Rouault

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