000 | 04260nam a22005055i 4500 | ||
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001 | 978-3-540-68352-0 | ||
003 | DE-He213 | ||
005 | 20160624101832.0 | ||
007 | cr nn 008mamaa | ||
008 | 121227s1997 gw | s |||| 0|eng d | ||
020 |
_a9783540683520 _9978-3-540-68352-0 |
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024 | 7 |
_a10.1007/BFb0119286 _2doi |
|
050 | 4 | _aQA273.A1-274.9 | |
050 | 4 | _aQA274-274.9 | |
072 | 7 |
_aPBT _2bicssc |
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072 | 7 |
_aPBWL _2bicssc |
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072 | 7 |
_aMAT029000 _2bisacsh |
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082 | 0 | 4 |
_a519.2 _223 |
245 | 1 | 0 |
_aSéminaire de Probabilités XXXI _h[electronic resource] / _cedited by Jacques Azéma, Marc Yor, Michel Emery. |
260 | 1 |
_aBerlin, Heidelberg : _bSpringer Berlin Heidelberg, _c1997. |
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264 | 1 |
_aBerlin, Heidelberg : _bSpringer Berlin Heidelberg, _c1997. |
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300 |
_aX, 334 p. _bonline resource. |
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336 |
_atext _btxt _2rdacontent |
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337 |
_acomputer _bc _2rdamedia |
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338 |
_aonline resource _bcr _2rdacarrier |
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347 |
_atext file _bPDF _2rda |
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490 | 1 |
_aLecture Notes in Mathematics, _x0075-8434 ; _v1655 |
|
505 | 0 | _aBranching processes, the Ray-Knight theorem, and sticky Brownian motion -- Integration by parts and Cameron-Martin formulas for the free path space of a compact Riemannian manifold -- The change of variables formula on Wiener space -- Classification des Semi-Groupes de diffusion sur IR associés à une famille de polynômes orthogonaux -- A differentiable isomorphism between Wiener space and path group -- On martingales which are finite sums of independent random variables with time dependent coefficients -- Oscillation presque sûre de martingales continues -- A note on Cramer’s theorem -- The hypercontractivity of Ornstein-Uhlenbeck semigroups with drift, revisited -- Une preuve standard du principe d’invariance de stoll -- Marches aléatoires auto-évitantes et mesures de polymère -- On the tails of the supremum and the quadratic variation of strictly local martingales -- On Wald’s equation. Discrete time case -- Remarques sur l’hypercontractivité et l’évolution de l’entropie pour des chaînes de Markov finies -- Comportement des temps d’atteinte d’une diffusion fortement rentrante -- Closed sets supporting a continuous divergent martingale -- Some polar sets for the Brownian sheet -- A counter-example concerning a condition of Ogawa integrability -- The multiplicity of stochastic processes -- Theoremes limites pour les temps locaux d’un processus stable symetrique -- An Itô type isometry for loops in Rd via the Brownian bridge -- On continuous conditional Gaussian martingales and stable convergence in law -- Simple examples of non-generating Girsanov processes -- Formule d’Ito généralisée pour le mouvement brownien linéaire -- On the martingales obtained by an extension due to Saisho, Tanemura and Yor of Pitman’s theorem -- Some remarks on Pitman’s theorem -- On the lengths of excursions of some Markov processes -- On the relative lengths of excursions derived from a stable subordinator -- Some remarks about the joint law of Brownian motion and its supremum -- A characterization of Markov solutions for stochastic differential equations with jumps -- Diffeomorphisms of the circle and the based stochastic loop space -- Vitesse de convergence en loi pour des solutions d’équations différentielles stochastiques vers une diffusion -- Projection d’une diffusion réelle sur sa filtration lente. | |
520 | _aThe 31 papers collected here present original research results obtained in 1995-96, on Brownian motion and, more generally, diffusion processes, martingales, Wiener spaces, polymer measures. | ||
650 | 0 | _aMathematics. | |
650 | 0 | _aDistribution (Probability theory). | |
650 | 1 | 4 | _aMathematics. |
650 | 2 | 4 | _aProbability Theory and Stochastic Processes. |
700 | 1 |
_aAzéma, Jacques. _eeditor. |
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700 | 1 |
_aYor, Marc. _eeditor. |
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700 | 1 |
_aEmery, Michel. _eeditor. |
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710 | 2 | _aSpringerLink (Online service) | |
773 | 0 | _tSpringer eBooks | |
776 | 0 | 8 |
_iPrinted edition: _z9783540626343 |
786 | _dSpringer | ||
830 | 0 |
_aLecture Notes in Mathematics, _x0075-8434 ; _v1655 |
|
856 | 4 | 0 | _uhttp://dx.doi.org/10.1007/BFb0119286 |
942 |
_2EBK1775 _cEBK |
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999 |
_c31069 _d31069 |