NDLI: Séminaire De Probabilités Xxvii [ressource Électronique

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Séminaire De Probabilités Xxvii [ressource Électronique

Content Provider	World eBook Library
Author	Azéma, Jacques Auteur,
Organization	World Library Foundation
Copyright Year	1993
Description	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.Content: Front Matter....Pages -Principle of superposition and interference of diffusion processes....Pages 1-14Espaces de Lebesgue....Pages 15-21Unicit et existence de la loi minimale....Pages 22-29Dcomposition de Kunita-Watanabe....Pages 30-32Une preuve simple du thorme de Shimura Sur les points mandre du mouvement brownien plan....Pages 33-35Some remarks on mutual windings....Pages 36-43Sufficient statistics for the Brownian sheet....Pages 44-52Moyennes mobiles et semimartingales....Pages 53-77On the maximum of a diffusion process in a drifted Brownian environment....Pages 78-85Hypercontractivit pour les fermions, d'aprs Carlen-Lieb....Pages 86-96Reprsentation de martingales d'oprateurs d'aprs Parthasarathy-Sinha....Pages 97-105Les systmes-produits et l'espace de Fock d'aprs W. Arveson....Pages 106-113Reprsentation des fonctions conditionnellement de type positif d'aprs V.P. Belavkin....Pages 114-121On the Lvy transformation of brownian motions and continuous martingales....Pages 122-132Le thorme d'arrt en une fin d'ensemble prvisible....Pages 133-158Conditional expectations for derivatives of certain stochastic flows....Pages 159-172Excursion laws and exceptional points on brownian paths....Pages 173-176Proprits asymptotiques des semi-martingales valeurs dans des varits bord continu....Pages 177-181Une remarque sur un thorme de Bourgain....Pages 182-201Convergence en loi de variables alatoires et de fonctions alatoires, proprits de compacit des lois, II....Pages 202-206Estimates of the Hausdorff dimension of the boundary of positive Brownian sheet components....Pages 207-215Un cheoreme de desintegration en axacuse quasi-sure....Pages 216-232Reprsentation du processus d'Ornstein-Uhlenbeck n paramtres....Pages 233-255Interprtation probabiliste et extension des intgrales stochastiques non commutatives....Pages 256-275....Pages 276-301
Starting Page	1
Ending Page	332
Page Count	332
File Format	PDF
Language	English
Publisher	Springer-Verlag
Publisher Date	1993-01-01
Publisher Place	Berlin, Heidelberg
Access Restriction	Subscribed
Subject Keyword	Distribution (Probability Theory Mathematical Physics Mathematics
Content Type	Text
Resource Type	Book

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