This volume represents a part of the main result obtained bya group of French probabilists, together with thecontributions of a number of colleagues, mainly from the USAand Japan. All the papers present new results obtained during theacademic year 1991-1992. The main themes of the papers are:quantum probability (P.A. Meyer and S. Attal), stochasticcalculus (M. Nagasawa, J.B. Walsh, F. Knight, to name a fewauthors), fine properties of Brownian motion (Bertoin, Burdzy, Mountford), stochastic differential geometry(Arnaudon, Elworthy), quasi-sure analysis (Lescot, Song, Hirsch). Taken all together, the papers contained in this volumereflect the main directions of the most up-to-date researchin probability theory. FROM THE CONTENTS: J.P. Ansal, C. Stricker: Unicite etexistence de la loi minimale.- K. Kawazu, H. Tanaka: On themaximum of a diffusion process in a drifted Brownianenvironment.- P.A. Meyer: Representation de martingalesd’operateurs, d’apres Parthasarathy-Sinha.- K. Burdzy:Excursion laws and exceptional points on Brownian paths.- X. Fernique: Convergence en loi de variables aleatoires et defonctions aleatoires, proprietes de compacite des lois, II.-M. Nagasawa: Principle ofsuperposition and interference ofdiffusion processes.- F. Knight: Some remarks on mutualwindings.- S. Song: Inegalites relatives aux processusd’Ornstein-Ulhenbeck a n-parametres et capacite gaussiennec (n, 2).- S. Attal, P.A. Meyer: Interpretation probabilisteet extension des integrales stochastiques non commutatives.-J. Azema, Th. Jeulin, F. Knight, M. Yor: Le theoreme d’arreten une fin d’ensemble previsible.
Jaques Azema & Paul A. Meyer
Seminaire de Probabilites XXVII [PDF ebook]
Seminaire de Probabilites XXVII [PDF ebook]
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Limba Engleză ● Format PDF ● ISBN 9783540480341 ● Editor Jaques Azema & Paul A. Meyer ● Editura Springer Berlin Heidelberg ● Publicat 2006 ● Descărcabil 3 ori ● Valută EUR ● ID 6593378 ● Protecție împotriva copiilor Adobe DRM
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