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Seminaire de Probabilites XXVII

  • Conference proceedings
  • © 1993

Overview

Authors:
  1. Jacques Azéma
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  2. Marc Yor
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  3. Paul André Meyer
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Part of the book series: Lecture Notes in Mathematics (LNM, volume 1557)

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

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Table of contents (28 papers)

  1. Front Matter

    Pages I-VI
    Download chapter PDF

  2. Principle of superposition and interference of diffusion processes

    • Masao Nagasawa
    Pages 1-14

  3. Espaces de Lebesgue

    • Thierry de la Rue
    Pages 15-21

  4. Unicité et existence de la loi minimale

    • J. P. Ansel, C. Stricker
    Pages 22-29

  5. Décomposition de Kunita-Watanabe

    • J. P. Ansel, C. Stricker
    Pages 30-32

  6. Une preuve simple du théorème de Shimura Sur les points méandre du mouvement brownien plan

    • J. Bertoin
    Pages 33-35

  7. Some remarks on mutual windings

    • Frank Knight
    Pages 36-43

  8. Sufficient statistics for the Brownian sheet

    • Oliver Brockhaus
    Pages 44-52

  9. Moyennes mobiles et semimartingales

    • T. Jeulin, M. Yor
    Pages 53-77

  10. On the maximum of a diffusion process in a drifted Brownian environment

    • Kiyoshi Kawazu, Hiroshi Tanaka
    Pages 78-85

  11. Hypercontractivité pour les fermions, d'après Carlen-Lieb

    • Yaozhong HU
    Pages 86-96

  12. Représentation de martingales d'opérateurs d'après Parthasarathy-Sinha

    • P. A. Meyer
    Pages 97-105

  13. Les systèmes-produits et l'espace de Fock d'après W. Arveson

    • P. A. Meyer
    Pages 106-113

  14. Représentation des fonctions conditionnellement de type positif d'après V.P. Belavkin

    • P. A. Meyer
    Pages 114-121

  15. On the Lévy transformation of brownian motions and continuous martingales

    • L. E. Dubins, M. Émery, M. Yor
    Pages 122-132

  16. Le théorème d'arrêt en une fin d'ensemble prévisible

    • J. Azéma, T. Jeulin, F. Knight, M. Yor
    Pages 133-158

  17. Conditional expectations for derivatives of certain stochastic flows

    • K. D. Elworthy, M. Yor
    Pages 159-172

  18. Some remarks on A(t, B t)

    • John B. Walsh
    Pages 173-176

  19. Excursion laws and exceptional points on brownian paths

    • Krzysztof Burdzy
    Pages 177-181

  20. Propriétés asymptotiques des semi-martingales à valeurs dans des variétés à bord continu

    • Marc Arnaudon
    Pages 182-201
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Keywords

About this book

This volume represents a part of the main result obtained by a group of French probabilists, together with the contributions of a number of colleagues, mainly from the USA and Japan. All the papers present new results obtained during the academic year 1991-1992. The main themes of the papers are: quantum probability (P.A. Meyer and S. Attal), stochastic calculus (M. Nagasawa, J.B. Walsh, F. Knight, to name a few authors), fine properties of Brownian motion (Bertoin, Burdzy, Mountford), stochastic differential geometry (Arnaudon, Elworthy), quasi-sure analysis (Lescot, Song, Hirsch). Taken all together, the papers contained in this volume reflect the main directions of the most up-to-date research in probability theory. FROM THE CONTENTS: J.P. Ansal, C. Stricker: Unicite et existence de la loi minimale.- K. Kawazu, H. Tanaka: On the maximum of a diffusion process in a drifted Brownian environment.- P.A. Meyer: Representation de martingales d'operateurs, d'apres Parthasarathy-Sinha.- K. Burdzy: Excursion laws and exceptional points on Brownian paths.- X. Fernique: Convergence en loi de variables aleatoires et de fonctions aleatoires, proprietes de compacite des lois, II.- M. Nagasawa: Principle ofsuperposition and interference of diffusion processes.- F. Knight: Some remarks on mutual windings.- S. Song: Inegalites relatives aux processus d'Ornstein-Ulhenbeck a n-parametres et capacite gaussienne c (n,2).- S. Attal, P.A. Meyer: Interpretation probabiliste et extension des integrales stochastiques non commutatives.- J. Azema, Th. Jeulin, F. Knight,M. Yor: Le theoreme d'arret en une fin d'ensemble previsible.

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