Lecture Notes in Mathematics

Seminaire de Probabilites XXVII

Editors: Azema, Jaques, Meyer, Paul A., Yor, Marc (Eds.)

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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.

Table of contents (28 chapters)

  • Principle of superposition and interference of diffusion processes

    Nagasawa, Masao

    Pages 1-14

  • Espaces de Lebesgue

    Rue, Thierry

    Pages 15-21

  • Unicité et existence de la loi minimale

    Ansel, J. P. (et al.)

    Pages 22-29

  • Décomposition de Kunita-Watanabe

    Ansel, J. P. (et al.)

    Pages 30-32

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

    Bertoin, J.

    Pages 33-35

Buy this book

eBook $39.99
price for USA in USD (gross)
  • ISBN 978-3-540-48034-1
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover $52.00
price for USA in USD
  • ISBN 978-3-540-57282-4
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
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Bibliographic Information

Bibliographic Information
Book Title
Seminaire de Probabilites XXVII
Editors
  • Jaques Azema
  • Paul A. Meyer
  • Marc Yor
Series Title
Lecture Notes in Mathematics
Series Volume
1557
Copyright
1993
Publisher
Springer-Verlag Berlin Heidelberg
Copyright Holder
Springer-Verlag Berlin Heidelberg
eBook ISBN
978-3-540-48034-1
DOI
10.1007/BFb0087956
Softcover ISBN
978-3-540-57282-4
Series ISSN
0075-8434
Edition Number
1
Number of Pages
VI, 330
Topics