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Séminaire de Probabilités XXIII

  • Editors
  • Jacques Azéma
  • Marc Yor
  • Paul André Meyer

Part of the Lecture Notes in Mathematics book series (LNM, volume 1372)

Table of contents

  1. Front Matter
    Pages I-IV
  2. M. Zinsmeister
    Pages 21-46
  3. S. D. Jacka
    Pages 57-65
  4. M. Emery
    Pages 66-87
  5. J. Azéma, M. Yor
    Pages 88-130
  6. Jean Picard
    Pages 147-160
  7. R. Léandre, P. A. Meyer
    Pages 161-164
  8. K. R. Parthasarathy
    Pages 169-174
  9. P. A. Meyer
    Pages 175-182
  10. P. A. Meyer
    Pages 183-185
  11. J. Neveu, J. W. Pitman
    Pages 248-257
  12. Martin Barlow, Jim Pitman, Marc Yor
    Pages 275-293
  13. Martin Barlow, Jim Pitman, Marc Yor
    Pages 294-314
  14. C. Donati-Martin, M. Yor
    Pages 315-323
  15. David Nualart, Moshe Zakai
    Pages 362-381
  16. P. A. Meyer, J. A. Yan
    Pages 382-392
  17. Nicole El Karoui, Ioannis Karatzas
    Pages 405-420
  18. J. R. Baxter, R. V. Chacon
    Pages 475-489
  19. Uwe Küchler, Paavo Salminen
    Pages 490-502
  20. Eugene Wong, Moshe Zakai
    Pages 503-526
  21. Nguyen Minh Duc, D. Nualart, M. Sanz
    Pages 566-582
  22. Jacques Azéma, Marc Yor, Paul André Meyer
    Pages 583-583
  23. Back Matter
    Pages 585-588

About these proceedings

Introduction

Besides a number of papers on classical areas of research in probability such as martingale theory, Malliavin calculus and 2-parameter processes, this new volume of the Séminaire de Probabilités develops the following themes: - chaos representation for some new kinds of martingales, - quantum probability, - branching aspects on Brownian excursions, - Brownian motion on a set of rays.

Keywords

Branching process Brownian excursion Brownian motion Markov process Martingale Minlos' theorem calculus differential equation extrema filtration quadratic variation

Bibliographic information

  • DOI https://doi.org/10.1007/BFb0083955
  • Copyright Information Springer-Verlag Berlin Heidelberg 1989
  • Publisher Name Springer, Berlin, Heidelberg
  • eBook Packages Springer Book Archive
  • Print ISBN 978-3-540-51191-5
  • Online ISBN 978-3-540-46176-0
  • Series Print ISSN 0075-8434
  • Series Online ISSN 1617-9692
  • Buy this book on publisher's site
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