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Seminaire de Probabilites XXVIII

  • Conference proceedings
  • © 1994

Overview

Editors:
  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 1583)

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

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About this book

In this volume of original research papers, the main topics discussed relate to the asymptotic windings of planar Brownian motion, structure equations, closure properties of stochastic integrals. The contents of the volume represent an important fraction of research undertaken by French probabilists and their collaborators from abroad during the academic year 1992-1993.

Keywords

Table of contents (28 papers)

  1. Front Matter

    Pages I-VI
    Download chapter PDF

  2. Semi-martingales banachiques: Le théorème des trois opérateurs

    • Laurent Schwartz
    Pages 1-20

  3. Jumping filtrations and martingales with finite variation

    • J. Jacod, A. V. Skorohod
    Pages 21-35

  4. A simple proof of the support theorem for diffusion processes

    • Annie Millet, Marta Sanz-Solé
    Pages 36-48

  5. Petites perturbations de systèmes dynamiques et Algèbres de Lie Nilpotentes. Une extension des estimations de Doss & Stroock

    • T. J. Rabeherimanana, S. N. Smirnov
    Pages 49-72

  6. Orthogonalité et uniforme intégrabilité de martingales Etude d'une classe d'exemples

    • Pierre Vallois
    Pages 73-91

  7. Remarques sur les inegalites de Burkholder-Davis-Gundy

    • P. Monat
    Pages 92-97

  8. Sur une transformation du mouvement brownien due à Jeulin et Yor

    • P. A. Meyer
    Pages 98-101

  9. Exact rates of convergence to the local times of symmetric lévy processes

    • Michael B. Marcus, Jay Rosen
    Pages 102-109

  10. Deux contre-exemples sur la convergence d'intégrales anticipatives

    • Luca Pratelli
    Pages 110-112

  11. Corrections à: “Sur la convergence d'intégrales anticipatives”

    • Gladys Bobadilla, Rolando Rebolledo, Eugenio Saavedra
    Pages 113-115

  12. On conditioning random walks in an exponential family to stay nonnegative

    • J. Bertoin, R. A. Doney
    Pages 116-121

  13. Liminf behaviours of the windings and Lévy's stochastic areas of planar Brownian motion

    • Z. Shi
    Pages 122-137

  14. Asymptotic windings of planar Brownian motion revisited via the Ornstein-Uhlenbeck process

    • Jean Bertoin, Wendelin Werner
    Pages 138-152

  15. Rate of explosion of the Amperean area of the planar Brownian loop

    • Wendelin Werner
    Pages 153-163

  16. Comportement asymptotique du nombre de tours effectués par la trajectoire brownienne plane

    • Jean Bertoin, Wendelin Werner
    Pages 164-171

  17. Exponential moments for the renormalized self-intersection local time of planar brownian motion

    • Jean-François Le Gall
    Pages 172-180

  18. Remarques sur le prix des actifs contingents

    • Jean-Pascal Ansel
    Pages 181-188

  19. Fermeture de GT(Θ) et de L2(ℱ0)+GT(Θ)

    • P. Monat, C. Stricker
    Pages 189-194

  20. Sur l'utilisation de processus de markov dans le modele d'ising: attractivite et couplage

    • Sophie Maille
    Pages 195-235
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