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  • Conference proceedings
  • © 1997

Seminaire de Probabilites XXXI

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

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

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Table of contents (33 papers)

  1. Front Matter

    Pages I-VIII
  2. The change of variables formula on Wiener space

    • A. S. Üstünel, M. Zakai
    Pages 24-39
  3. A differentiable isomorphism between Wiener space and path group

    • Shizan Fang, Jacques Franchi
    Pages 54-61
  4. Oscillation presque sûre de martingales continues

    • Jean-Marc Azaïs, Mario Wschebor
    Pages 69-76
  5. A note on Cramer’s theorem

    • Gao Fuqing
    Pages 77-79
  6. On Wald’s equation. Discrete time case

    • Leonid I. Galtchouk, Alexandre A. Novikov
    Pages 126-135
  7. Comportement des temps d’atteinte d’une diffusion fortement rentrante

    • Mädälina Deaconu, Sophie Wantz
    Pages 168-175
  8. Some polar sets for the Brownian sheet

    • Davar Khoshnevisan
    Pages 190-197
  9. A counter-example concerning a condition of Ogawa integrability

    • Pietro Majer, Maria Elvira Mancino
    Pages 198-206
  10. The multiplicity of stochastic processes

    • Yukuang Chiu
    Pages 207-215

About this book

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.

Bibliographic Information

Buy it now

Buying options

eBook USD 49.99
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book USD 65.00
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Other ways to access