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Séminaire de Probabilités XXIX

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

Part of the Lecture Notes in Mathematics book series (LNM, volume 1613)

Table of contents

  1. Front Matter
    Pages I-VI
  2. A. M. Chebotarev, F. Fagnola
    Pages 1-16
  3. Mireille Chaleyat-Maurel, David Nualart
    Pages 44-55
  4. S. Attal, K. Burdzy, M. Émery, Y. Hu
    Pages 56-69
  5. A. Dermoune
    Pages 117-124
  6. Jean Bertoin, Ma.-Emilia Caballero
    Pages 125-132
  7. David Williams
    Pages 155-161
  8. Yukuang Chiu
    Pages 162-165
  9. Krzysztof Burdzy, Davar Khoshnevisan
    Pages 231-236
  10. Lester E. Dubins, Karel Prikry
    Pages 248-259
  11. Back Matter
    Pages 327-330

About these proceedings

Introduction

All the papers included in this volume are original research papers. They represent an important part of the work of French probabilists and colleagues with whom they are in close contact throughout the world. The main topics of the papers are martingale and Markov processes studies.

Keywords

Bessel process Brownian motion Markov process Markov processes Markov property Martingale Onsager-Machlup function adapted process differential equations filtration local time manifold stichastic calculus

Bibliographic information

  • DOI https://doi.org/10.1007/BFb0094193
  • Copyright Information Springer-Verlag Berlin Heidelberg 1995
  • Publisher Name Springer, Berlin, Heidelberg
  • eBook Packages Springer Book Archive
  • Print ISBN 978-3-540-60219-4
  • Online ISBN 978-3-540-44744-3
  • Series Print ISSN 0075-8434
  • Series Online ISSN 1617-9692
  • Buy this book on publisher's site
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