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Séminaire de Probabilités XL

  • Book
  • © 2007

Overview

Editors:
  1. Catherine Donati-Martin

    1. Université Pierre et Marie Curie Boîte courrier 188, Paris cedex 05, France

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  2. Michel Émery

    1. Université Louis Pasteur, Strasbourg cedex, France

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  3. Alain Rouault

    1. Université Versailles-Saint-Quentin, Versailles cedex, France

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  4. Christophe Stricker

    1. Université de Besançon, Besançon cedex, France

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Part of the book series: Lecture Notes in Mathematics (LNM, volume 1899)

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

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Table of contents (25 chapters)

  1. Other Contributions

    1. Correlated Processes and the Composition of Generators

      • Nathanaül Enriquez
      Pages 329-342

    2. Representation of the Martingales for the Brownian Snake

      • Laurent Serlet
      Pages 343-354

    3. Discrete Sampling of Functionals of Ito Processes

      • Emmanuel Gobet, Stéphane Menozzi
      Pages 355-374

    4. Ito's Integrated Formula for Strict Local Martingales with Jumps

      • Oleksandr Chybiryakov
      Pages 375-388

    5. Enlargement of Filtrations and Continuous Girsanov-Type Embeddings

      • Stefan Ankirchner, Steffen Dereich, Peter Imkeller
      Pages 389-410

    6. On a Lemma by Ansel and Stricker

      • Marzia De Donno, Maurizio Pratelli
      Pages 411-414

    7. General Arbitrage Pricing Model: I – Probability Approach

      • Alexander Cherny
      Pages 415-445

    8. General Arbitrage Pricing Model: II – Transaction Costs

      • Alexander Cherny
      Pages 447-461

    9. General Arbitrage Pricing Model: III – Possibility Approach

      • Alexander Cherny
      Pages 463-481
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Keywords

About this book

Who could have predicted that the S´ eminaire de Probabilit´ es would reach the age of 40? This long life is ?rst due to the vitality of the French probabil- tic school, for which the S´ eminaire remains one of the most speci?c media of exchange. Another factor is the amount of enthusiasm, energy and time invested year after year by the R´ edacteurs: Michel Ledoux dedicated himself tothistaskuptoVolumeXXXVIII,andMarcYormadehisnameinseparable from the S´ eminaire by devoting himself to it during a quarter of a century. Browsing among the past volumes can only give a faint glimpse of how much is owed to them; keeping up with the standard they have set is a challenge to the new R´ edaction. In a changing world where the status of paper and ink is questioned and where, alas, pressure for publishing is increasing, in particular among young mathematicians, we shall try and keep the same direction. Although most contributions are anonymously refereed, the S´ eminaire is not a mathema- cal journal; our ?rst criterion is not mathematical depth, but usefulness to the French and international probabilistic community. We do not insist that everything published in these volumes should have reached its ?nal form or be original, and acceptance–rejection may not be decided on purely scienti?c grounds.

Editors and Affiliations

  • Université Pierre et Marie Curie Boîte courrier 188, Paris cedex 05, France

    Catherine Donati-Martin

  • Université Louis Pasteur, Strasbourg cedex, France

    Michel Émery

  • Université Versailles-Saint-Quentin, Versailles cedex, France

    Alain Rouault

  • Université de Besançon, Besançon cedex, France

    Christophe Stricker

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