Séminaire de Probabilités XXXI

  • Editors
  • Jacques Azéma
  • Marc Yor
  • Michel Emery

Part of the Lecture Notes in Mathematics book series (LNM, volume 1655)

Table of contents

  1. Front Matter
    Pages I-VIII
  2. A. S. Üstünel, M. Zakai
    Pages 24-39
  3. Shizan Fang, Jacques Franchi
    Pages 54-61
  4. Jean-Marc Azaïs, Mario Wschebor
    Pages 69-76
  5. Gao Fuqing
    Pages 77-79
  6. Leonid I. Galtchouk, Alexandre A. Novikov
    Pages 126-135
  7. Mädälina Deaconu, Sophie Wantz
    Pages 168-175
  8. Davar Khoshnevisan
    Pages 190-197
  9. Pietro Majer, Maria Elvira Mancino
    Pages 198-206
  10. Yukuang Chiu
    Pages 207-215

About these proceedings

Introduction

The 31 papers collected here present original research results obtained in 1995-96, on Brownian motion and, more generally, diffusion processes, martingales, Wiener spaces, polymer measures.

Keywords

Branching process Brownian bridge Brownian motion Markov process Martingale Random variable Stochastic processes Variance diffusion process hypercontractivity local martingale martingales path space quadratic variation stochastic process

Bibliographic information

  • DOI https://doi.org/10.1007/BFb0119286
  • Copyright Information Springer-Verlag Berlin Heidelberg 1997
  • Publisher Name Springer, Berlin, Heidelberg
  • eBook Packages Springer Book Archive
  • Print ISBN 978-3-540-62634-3
  • Online ISBN 978-3-540-68352-0
  • Series Print ISSN 0075-8434
  • Series Online ISSN 1617-9692
  • About this book
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