Seminaire de Probabilites XXVII
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Seminaire de Probabilites XXVII: (1557 Lecture Notes in Mathematics)

Seminaire de Probabilites XXVII: (1557 Lecture Notes in Mathematics)


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About the 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:
Principle of superposition and interference of diffusion processes.- Espaces de Lebesgue.- Unicité et existence de la loi minimale.- Décomposition de Kunita-Watanabe.- Une preuve simple du théorème de Shimura Sur les points méandre du mouvement brownien plan.- Some remarks on mutual windings.- Sufficient statistics for the Brownian sheet.- Moyennes mobiles et semimartingales.- On the maximum of a diffusion process in a drifted Brownian environment.- Hypercontractivité pour les fermions, d'après Carlen-Lieb.- Représentation de martingales d'opérateurs d'après Parthasarathy-Sinha.- Les systèmes-produits et l'espace de Fock d'après W. Arveson.- Représentation des fonctions conditionnellement de type positif d'après V.P. Belavkin.- On the Lévy transformation of brownian motions and continuous martingales.- Le théorème d'arrêt en une fin d'ensemble prévisible.- Conditional expectations for derivatives of certain stochastic flows.- Some remarks on A(t, B t).- Excursion laws and exceptional points on brownian paths.- Propriétés asymptotiques des semi-martingales à valeurs dans des variétés à bord continu.- Une remarque sur un théorème de Bourgain.- Operateurs reguliers sur les espaces L p.- Convergence en loi de variables aléatoires et de fonctions aléatoires, propriétés de compacité des lois, II.- Estimates of the Hausdorff dimension of the boundary of positive Brownian sheet components.- Un cheoreme de desintegration en axacuse quasi-sure.- Inegalites relatives aux processus d'Ornnstein-Uhlenbeck a n-parametres et capacite gaussienne cn,2.- Représentation du processus d'Ornstein-Uhlenbeck à n paramètres.- Representation d'un semi-groupe d'operateurs sur un espace L 1 par des noyaux. Remarques sur deux articles de S.E. kuznetsov.-Interprétation probabiliste et extension des intégrales stochastiques non commutatives.


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Product Details
  • ISBN-13: 9783540572824
  • Publisher: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
  • Publisher Imprint: Springer-Verlag Berlin and Heidelberg GmbH & Co. K
  • Height: 235 mm
  • No of Pages: 330
  • Returnable: N
  • Series Title: Séminaire de Probabilités
  • ISBN-10: 3540572821
  • Publisher Date: 03 Nov 1993
  • Binding: Paperback
  • Language: English
  • Returnable: Y
  • Series Title: 1557 Lecture Notes in Mathematics
  • Width: 155 mm


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Seminaire de Probabilites XXVII: (1557 Lecture Notes in Mathematics)
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